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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - 1987
Persistent link: https://www.econbiz.de/10000741962
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Volume determination in stock and stock index futures markets : an analysis of arbitrage and volatility effects
Merrick, John J. - In: The journal of futures markets 7 (1987) 5, pp. 483-496
Persistent link: https://www.econbiz.de/10001149644
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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. - In: The journal of futures markets 9 (1989) 2, pp. 101-111
Persistent link: https://www.econbiz.de/10001066579