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

Imad A Moosa, Bernard Eugene Bollen

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)693 - 695
    Number of pages3
    JournalApplied Economics Letters
    Volume8
    Issue number11
    Publication statusPublished - 2001

    Cite this

    Moosa, Imad A ; Bollen, Bernard Eugene. / Is there a maturity effect in the price of the S & P 500 futures contract?. In: Applied Economics Letters. 2001 ; Vol. 8, No. 11. pp. 693 - 695.
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    year = "2001",
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    Is there a maturity effect in the price of the S & P 500 futures contract? / Moosa, Imad A; Bollen, Bernard Eugene.

    In: Applied Economics Letters, Vol. 8, No. 11, 2001, p. 693 - 695.

    Research output: Contribution to journalArticleResearchpeer-review

    TY - JOUR

    T1 - Is there a maturity effect in the price of the S & P 500 futures contract?

    AU - Moosa, Imad A

    AU - Bollen, Bernard Eugene

    PY - 2001

    Y1 - 2001

    M3 - Article

    VL - 8

    SP - 693

    EP - 695

    JO - Applied Economics Letters

    JF - Applied Economics Letters

    SN - 1350-4851

    IS - 11

    ER -