Journal Article
Fact and fantasy about stock index futures program trading
Merrick, John J. (1987-09)
Business Review , Issue Sep , Pages 13-25

Working Paper
Early unwindings and rollovers of stock index futures arbitrage programs: analysis and implications for predicting expiration day effects
Merrick, John J. (1987)
Working Papers , Paper 87-16

Working Paper
Volume determination in stock and stock index futures markets: an analysis of arbitrage and volatility effects
Merrick, John J. (1987)
Working Papers , Paper 87-2

Working Paper
Portfolio insurance with stock index futures
Merrick, John J. (1987)
Working Papers , Paper 87-13

Working Paper
Price discovery in the stock market
Merrick, John J. (1987)
Working Papers , Paper 87-4

Working Paper
Hedging with mispriced futures
Merrick, John J. (1987)
Working Papers , Paper 87-11