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The firm-size relation and stock market responses to post-1962 changes in Federal Reserve margin levels: Evidence from an exhaustive sample of exchange-listed firms

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  • Moore, Norman H.
  • Pruitt, Stephen W.

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  • Moore, Norman H. & Pruitt, Stephen W., 1995. "The firm-size relation and stock market responses to post-1962 changes in Federal Reserve margin levels: Evidence from an exhaustive sample of exchange-listed firms," Economics Letters, Elsevier, vol. 49(3), pages 301-306, September.
    • Handle: RePEc:eee:ecolet:v:49:y:1995:i:3:p:301-306
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    References listed on IDEAS

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    1. Hsieh, David A & Miller, Merton H, 1990. "Margin Regulation and Stock Market Volatility," Journal of Finance, American Finance Association, vol. 45(1), pages 3-29, March.
    2. Hardouvelis, Gikas A, 1990. "Margin Requirements, Volatility, and the Transitory Components of Stock Prices," American Economic Review, American Economic Association, vol. 80(4), pages 736-762, September.
    3. Thomas Gale Moore, 1966. "Stock Market Margin Requirements," Journal of Political Economy, University of Chicago Press, vol. 74, pages 158-158.
    4. Pruitt, Stephen W & Wei, K C John, 1989. " Institutional Ownership and Changes in the S&P 500," Journal of Finance, American Finance Association, vol. 44(2), pages 509-513, June.
    5. Ferri, Michael G & Jones, Wesley H, 1979. "Determinants of Financial Structure: A New Methodological Approach," Journal of Finance, American Finance Association, vol. 34(3), pages 631-644, June.
    6. Luckett, Dudley G, 1982. "On the Effectiveness of the Federal Reserve's Margin Requirement," Journal of Finance, American Finance Association, vol. 37(3), pages 783-795, June.
    7. Barry, Christopher B. & Brown, Stephen J., 1984. "Differential information and the small firm effect," Journal of Financial Economics, Elsevier, vol. 13(2), pages 283-294, June.
    8. Wolfe, Glenn A & Klein, Daniel P & Bowyer, Linda E, 1992. "The Impact on Stock Returns and Liquidity for OTC Equity Issues Added to the List of Marginable OTC Stocks," The Financial Review, Eastern Finance Association, vol. 27(1), pages 81-105, February.
    9. Seguin, Paul J., 1990. "Stock volatility and margin trading," Journal of Monetary Economics, Elsevier, vol. 26(1), pages 101-121, August.
    10. Pruitt, Stephen W., 1993. "Small firm responses to changes in Federal Reserve margin requirements : Evidence from early data," Economics Letters, Elsevier, vol. 41(3), pages 301-306.
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