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.
- 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.
- Coen-Pirani, Daniele, 2005.
"Margin requirements and equilibrium asset prices,"
Journal of Monetary Economics,
Elsevier, vol. 52(2), pages 449-475, March.
- Peter Fortune, 2001. "Margin lending and stock market volatility," New England Economic Review, Federal Reserve Bank of Boston, pages 3-25.
- 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 H. Kupiec, 1997.
"Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since The Crash?,"
FMG Special Papers
sp97, Financial Markets Group.
- 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.
- Paul H. Kupiec, 1997. "Margin requirements, volatility, and market integrity: what have we learned since the crash?," Finance and Economics Discussion Series 1997-22, Board of Governors of the Federal Reserve System (U.S.).
- Joyce Hsieh & Chien-Chung Nieh, 2010. "An overview of Asian equity markets," Asian-Pacific Economic Literature, Asia Pacific School of Economics and Government, The Australian National University, vol. 24(2), pages 19-51, November.
- 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.
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