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Muthuswamy, Jayaram
Miller, Merton H.
187
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The journal of finance : the journal of the American Finance Association
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Mean reversion of standard & poor's 500 index basis changes : arbitrage-induced or statistical illusion?
Miller, Merton H.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-513
Persistent link: https://www.econbiz.de/10001169031
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Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?
Miller, Merton H.
;
Muthuswamy, Jayaram
;
Whaley, Robert E.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 479-514
Persistent link: https://www.econbiz.de/10006600369
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