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~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia"
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Price discovery in the stock market
Merrick, John J.
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1987
Persistent link: https://www.econbiz.de/10000741960
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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J.
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1987
Persistent link: https://www.econbiz.de/10000741962
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Hedging with mispriced futures
Merrick, John J.
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1987
Persistent link: https://www.econbiz.de/10000760574
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Early unwindings and rollovers of stock index futures arbitrage programs : analysis and implications for predicting expiration day effects
Merrick, John J.
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1987
Persistent link: https://www.econbiz.de/10000760575
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Portfolio insurance with stock index futures
Merrick, John J.
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1987
Persistent link: https://www.econbiz.de/10000760593
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