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Stock Market Margin Requirements And Volatility: Implications For Regulation Of Stock Index Futures

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Author Info
SALINGER, M.A.
Abstract

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Publisher Info
Paper provided by Columbia - Center for Futures Markets in its series Papers with number t4.

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Length: 16 pages
Date of creation: 1989
Date of revision:
Handle: RePEc:fth:colufu:t4

Contact details of provider:
Postal: COLUMBIA UNIVERSITY, CENTER FOR THE STUDY OF FUTURE MARKETS, BUSINESS SCHOOL, MORNING SIDE HEIGHTS NY NEW YORK 10027 U.S.A..
Phone: (212) 854-5553
Web page: http://www.columbia.edu/cu/business/
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Related research
Keywords: financial market ; banks ; speculation;

Cited by:
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  1. Paul Kofman & James T. Moser, 2001. "Stock margins and the condition probability of price reversals," Economic Perspectives, Federal Reserve Bank of Chicago, issue Q III, pages 2-12. [Downloadable!]
    Other versions:
  2. Paul Kupiec, 1998. "Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?," Journal of Financial Services Research, Springer, vol. 13(3), pages 231-255, June. [Downloadable!] (restricted)
Statistics
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