Whaley, R., M.H. Miller and J. Muthuswamy 1994, "Mean Reversion of S&P500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?", Journal of Finance 49, 479-513.

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Index Funds and Stock Market Growth - Goetzmann, Massa (1999)   (1 citation)  (Correct)

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Whaley, R., M.H. Miller and J. Muthuswamy 1994, "Mean Reversion of S&P500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion?", Journal of Finance 49, 479-513.

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