Margin Requirements And Stock Volatility
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Bibliographic InfoPaper provided by Columbia - Center for Futures Markets in its series Papers with number t6.
Length: 10 pages
Date of creation: 1989
Date of revision:
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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- Ito, Takatoshi & Lin, Wen-Ling, 2001.
"Race to the center: competition for the Nikkei 225 futures trade,"
Journal of Empirical Finance,
Elsevier, vol. 8(3), pages 219-242, July.
- Takatoshi Ito & Wen-Ling Lin, 1996. "Race to the Center: Competition for the Nikkei 225 Futures Trade," IMF Working Papers 96/117, International Monetary Fund.
- Alexander, Gordon J. & Ors, Evren & Peterson, Mark A. & Seguin, Paul J., 2004. "Margin regulation and market quality: a microstructure analysis," Journal of Corporate Finance, Elsevier, vol. 10(4), pages 549-574, September.
- Hsu, Yenshan, 1996. "Margin requirements and stock market volatility Another look at the case of Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 4(4), pages 409-419, December.
- 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.
- Peter Fortune, 2001. "Margin lending and stock market volatility," New England Economic Review, Federal Reserve Bank of Boston, pages 3-25.
- Daniele Coen-Pirani, 2000.
"Margin Requirements and Equilibrium Asset Prices,"
GSIA Working Papers
2001-E5, Carnegie Mellon University, Tepper School of Business.
- Xiong, Wei, 2001. "Convergence trading with wealth effects: an amplification mechanism in financial markets," Journal of Financial Economics, Elsevier, vol. 62(2), pages 247-292, November.
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