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 journal › Article › Research › peer-review

Cite this

@article{a911b125bc4847da908f5bab2665a7dd,

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

author = "Moosa, {Imad A} and Bollen, {Bernard Eugene}",

year = "2001",

language = "English",

volume = "8",

pages = "693 -- 695",

journal = "Applied Economics Letters",

issn = "1350-4851",

publisher = "Taylor & Francis",

number = "11",

}