Is there a maturity effect in the price of the S&P 500...

Applied Economics Letters 2001 / 11 Vol. 8; Iss. 11

Is there a maturity effect in the price of the S&P 500 futures contract?

Moosa, Imad, Bollen, Bernard
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Volume:
8
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504850110036355
Date:
November, 2001
File:
PDF, 148 KB
english, 2001
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