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Margin Requirements And The Behavior Of Silver Futures Prices

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  • Christopher K. Ma
  • G. Wenchi Kao
  • C.J. Frohlich

Abstract

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Suggested Citation

  • Christopher K. Ma & G. Wenchi Kao & C.J. Frohlich, 1993. "Margin Requirements And The Behavior Of Silver Futures Prices," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 20(1), pages 41-60, January.
    • Handle: RePEc:bla:jbfnac:v:20:y:1993:i:1:p:41-60
    DOI: 10.1111/j.1468-5957.1993.tb00249.x
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    References listed on IDEAS

    as
    1. Lester G. Telser, 1981. "Margins and futures contracts," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(2), pages 225-253, June.
    2. Stephen Figlewski, 1984. "Margins and market integrity: Margin setting for stock index futures and options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 4(3), pages 385-416, September.
    3. Officer, R R, 1973. "The Variability of the Market Factor of the New York Stock Exchange," The Journal of Business, University of Chicago Press, vol. 46(3), pages 434-453, July.
    4. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    5. Ferris, Stephen P. & Chance, Don M., 1988. "Margin requirements and stock market volatility," Economics Letters, Elsevier, vol. 28(3), pages 251-254.
    6. Lester G. Telser & B. S. Yamey, 1965. "Speculation and Margins," Journal of Political Economy, University of Chicago Press, vol. 73(6), pages 656-656.
    7. Avraham Kamara, 1982. "Issues in futures markets: A survey," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(3), pages 261-294, September.
    8. Christopher K. Ma, 1985. "Spreading between the Gold and Silver Markets: Is There a Parity?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 5(4), pages 579-594, December.
    9. Raymond P. H. Fishe & Lawrence G. Goldberg, 1986. "The effects of margins on trading in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 6(2), pages 261-271, June.
    10. Theodore M. Barnhill & James A. Powell, 1981. "Silver price volatility: A perspective on the july 1979‐april 1980 period," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(4), pages 619-647, December.
    11. Hartzmark, Michael L, 1986. "The Effects of Changing Margin Levels on Futures Market Activity, the Composition of Traders in the Market, and Price Performance," The Journal of Business, University of Chicago Press, vol. 59(2), pages 147-180, April.
    12. Mark G. Castelino & Jack Clark Francis, 1982. "Basis speculation in commodity futures: The maturity effect," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 2(2), pages 195-206, June.
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