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Margin regulation and market quality: a microstructure analysis

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  • Alexander, Gordon J.
  • Ors, Evren
  • Peterson, Mark A.
  • Seguin, Paul J.

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Corporate Finance.

Volume (Year): 10 (2004)
Issue (Month): 4 (September)
Pages: 549-574

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Handle: RePEc:eee:corfin:v:10:y:2004:i:4:p:549-574

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Web page: http://www.elsevier.com/locate/jcorpfin

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References

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  23. Holmstrom, Bengt & Tirole, Jean, 1993. "Market Liquidity and Performance Monitoring," Journal of Political Economy, University of Chicago Press, vol. 101(4), pages 678-709, August.
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  25. Hanley, Kathleen Weiss & Kumar, A. Arun & Seguin, Paul J., 1993. "Price stabilization in the market for new issues," Journal of Financial Economics, Elsevier, vol. 34(2), pages 177-197, October.
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  28. Lawrence Benveniste & Dennis R. Capozza & Paul J. Seguin, 2001. "The Value of Liquidity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 29(4), pages 633-660.
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