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Early unwindings and rollovers of stock index futures arbitrage programs: Analysis and implications for predicting expiration day effects
Author(s) -
Merrick John J.
Publication year - 1989
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990090203
Subject(s) - futures contract , arbitrage , stock index futures , index (typography) , expiration date , financial economics , stock (firearms) , expiration , actuarial science , economics , psychology , computer science , stock market index , stock market , history , world wide web , context (archaeology) , chemistry , food science , archaeology , psychiatry , respiratory system
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