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Margin regulation and market quality: a microstructure analysis

  • Alexander, Gordon J.
  • Ors, Evren
  • Peterson, Mark A.
  • Seguin, Paul J.

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Article provided by Elsevier in its journal Journal of Corporate Finance.

Volume (Year): 10 (2004)
Issue (Month): 4 (September)
Pages: 549-574

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Handle: RePEc:eee:corfin:v:10:y:2004:i:4:p:549-574
Contact details of provider: Web page: http://www.elsevier.com/locate/jcorpfin

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  27. Handley, Kathleen Weiss & Lee, Charles M. C. & Seguin, Paul L., 1996. "The Marketing of Closed-end Fund IPOs: Evidence from Transactions Data," Journal of Financial Intermediation, Elsevier, vol. 5(2), pages 127-159, April.
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  39. Michael J. Barclay & William G. Christie & Jeffrey H. Harris & Eugene Kandel & Paul H. Schultz, 1999. "Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks," Journal of Finance, American Finance Association, vol. 54(1), pages 1-34, 02.
  40. 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.
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  43. Gikas A. Hardouvelis & Panayiotis Theodossiou, 2002. "The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets," Review of Financial Studies, Society for Financial Studies, vol. 15(5), pages 1525-1560.
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