![](/img/cover-not-exists.png)
Early unwindings and rollovers of stock index futures arbitrage programs: Analysis and implications for predicting expiration day effects
John J. Merrick Jr.Volume:
9
Year:
1989
Language:
english
Pages:
11
DOI:
10.1002/fut.3990090203
File:
PDF, 715 KB
english, 1989