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MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion? The Journal of Finance 49

Version of Record online: 30 APR 2012 | DOI: 10.1111/j.1540-6261.1994.tb05149.x

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