Journal of Finance Vol. 49 No. 2 1994
Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?
Abstract
Merton H. Miller, Jayaram Muthuswamy, Robert E. Whaley, Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?, The Journal of Finance, Vol. 49, No. 2 (Jun., 1994), pp. 479-513
- DOI
- 10.2307/2329160
- Volume
- 49
- Issue
- 2
- Pages
- 479
- Sources
- openalex crossref