Active margin system for margin loans using cash and stock as collateral and its application in Chinese market
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References listed on IDEAS
- 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.
- Peter Fortune, 2001. "Margin lending and stock market volatility," New England Economic Review, Federal Reserve Bank of Boston, pages 3-25.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2012-03-08 (Banking)
- NEP-RMG-2012-03-08 (Risk Management)
- NEP-TRA-2012-03-08 (Transition Economics)
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