Margin regulation and stock market response: Further...
- Published in:
- Review of Financial Economics, 1991, v. 1, n. 1, p. 79, doi. 10.1002/j.1873-5924.1991.tb00544.x
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- Article
Works matching DE "MARGIN requirements"
Results: 52
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Margin requirements, speculative trading, and stock price fluctuations: The case of Japan.
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- Quarterly Journal of Economics, 1992, v. 107, n. 4, p. 1333, doi. 10.2307/2118391
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- Article
3
Estimating a covariance matrix for market risk management and the case of credit default swaps.
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- Quantitative Finance, 2019, v. 19, n. 1, p. 77, doi. 10.1080/14697688.2018.1494850
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- Article
4
A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 8, p. -1, doi. 10.1142/S0219024917500534
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- Article
5
Diversification benefits for bond portfolios.
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- European Journal of Finance, 2009, v. 15, n. 5/6, p. 533, doi. 10.1080/13518470902890758
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- Article
6
Black Monday in New York, Blue Tuesday in Tokyo: The October 1987 Crash in Japan.
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- California Management Review, 1991, v. 33, n. 2, p. 39, doi. 10.2307/41166649
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- Article
7
SOME EVIDENCE ON THE PRODUCTIVITY OF QUALIFIED MANPOWER IN BRITAIN: A NOTE.
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- Bulletin of Economic Research, 1978, v. 30, n. 1, p. 45, doi. 10.1111/j.1467-8586.1978.tb00422.x
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- Article
8
Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?
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- Review of Finance, 2016, v. 20, n. 4, p. 1449, doi. 10.1093/rof/rfv041
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- Article
9
Collateral Damage or Marginal Benefit? The CFTC and Prudential Regulators' Approaches to Margin for Uncleared Swaps.
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- Journal of Taxation & Regulation of Financial Institutions, 2015, v. 28, n. 4, p. 29
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- Article
10
BROKERAGE COMMISSIONS AND MARGIN REQUIREMENTS: WITH SPECIAL REFERENCE TO JAPAN.
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- Asia Pacific Journal of Management, 1994, v. 11, n. 2, p. 205, doi. 10.1007/BF01739199
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- Article
11
Implied margin requirements on options and stocks.
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- Journal of Portfolio Management, 1981, v. 7, n. 3, p. 55, doi. 10.3905/jpm.1981.408803
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- Article
12
Delivery horizon and grain market volatility.
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- Journal of Futures Markets, 2010, v. 30, n. 9, p. 846, doi. 10.1002/fut.20449
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- Article
13
THE EFFECT OF SHORT SELLING AND MARGIN REQUIREMENTS IN PERFECT CAPITAL MARKETS.
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- Journal of Financial & Quantitative Analysis, 1971, v. 6, n. 5, p. 1173, doi. 10.2307/2329855
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- Article
14
MARGIN REQUIREMENTS AND THE BEHAVIOR OF SILVER FUTURES PRICES.
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- Journal of Business Finance & Accounting, 1993, v. 20, n. 1, p. 41, doi. 10.1111/j.1468-5957.1993.tb00249.x
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- Article
15
The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets.
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- Review of Financial Studies, 2002, v. 15, n. 5, p. 1525, doi. 10.1093/rfs/15.5.1525
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- Article
16
Regulating Access to International Large-Value Payment Systems.
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- Review of Financial Studies, 2002, v. 15, n. 5, p. 1561, doi. 10.1093/rfs/15.5.1561
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- Article
17
Do Labyrinthine Legal Limits on Leverage Lessen the Likelihood of Losses? An Analytical Framework.
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- Texas Law Review, 2012, v. 90, n. 7, p. 1775
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18
Swaps Regulation: Commodity Pools, Clearing, and Margin.
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- 2013
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- Publication type:
- Proceeding
19
Clearinghouse Margin Requirements.
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- Operations Research, 2018, v. 66, n. 6, p. 1542, doi. 10.1287/opre.2018.1742
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- Article
20
MARGIN REQUIREMENTS AND FUTURES ACTIVITY: EVIDENCE FROM THE SOYBEAN AND CORN MARKETS.
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- Journal of Futures Markets, 1999, v. 19, n. 4, p. 433, doi. 10.1002/(SICI)1096-9934(199906)19:4<433::AID-FUT3>3.0.CO;2-A
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- Article
21
The performance of S&P 500 futures product margins under the Span Margining System.
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- Journal of Futures Markets, 1994, v. 14, n. 7, p. 789, doi. 10.1002/fut.3990140704
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- Article
22
Margin Requirements and the Demand for Futures Contracts.
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- Journal of Futures Markets, 1991, v. 11, n. 2, p. 213, doi. 10.1002/fut.3990110208
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- Article
23
Margin Requirements in Futures Markets: Their Relationship to Price Volatility.
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- Journal of Futures Markets, 1990, v. 10, n. 5, p. 541, doi. 10.1002/fut.3990100510
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- Article
24
Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?
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- Journal of Financial Services Research, 1998, v. 13, n. 3, p. 231, doi. 10.1023/A:1008080227190
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- Article
25
Initial Margin Requirements and Stock Returns Volatility: Another Look.
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- Journal of Financial Services Research, 1989, v. 3, n. 2/3, p. 287, doi. 10.1007/BF00122807
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- Article
26
The great margin call: The role of leverage in the 1929 Wall Street crash.
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- Economic History Review, 2023, v. 76, n. 3, p. 807, doi. 10.1111/ehr.13213
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- Article
27
Regulating a Global Market: The Extraterritorial Challenge of Dodd-Frank's Margin Requirements for Uncleared OTC Derivatives & A Mutual Recognition Solution.
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- Columbia Journal of Transnational Law, 2013, v. 51, n. 3, p. 776
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- Article
28
Financial Sector Stress and Risk Sharing: Evidence from the Weather Derivatives Market.
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- Review of Financial Studies, 2019, v. 32, n. 6, p. 2456, doi. 10.1093/rfs/hhy098
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- Article
29
Margin-based Asset Pricing and Deviations from the Law of One Price.
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- Review of Financial Studies, 2011, v. 24, n. 6, p. 1980
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- Publication type:
- Article
30
Margin Requirements Across Equity-Related Instruments: How Level Is the Playing Field?
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- New England Economic Review, 2003, p. 31
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- Article
31
Margin Lending and Stock Market Volatility.
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- New England Economic Review, 2001, p. 3
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- Article
32
Margin Requirements, Margin Loans, and Margin Rates: Practice and Principles.
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- New England Economic Review, 2000, p. 19
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- Article
33
A Comparison of Margin Requirements for Options and Futures.
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- Financial Analysts Journal, 1982, v. 38, n. 6, p. 54, doi. 10.2469/faj.v38.n6.54
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- Article
34
Assessment of Voltage Stability Margin Constrained by Electricity Market Uncertainties.
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- International Review on Modelling & Simulations, 2012, v. 5, n. 3, p. 1308
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- Article
35
Optimal Power Flow Analysis and Available Transfer Capability of Deregulated Power System.
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- International Review on Modelling & Simulations, 2011, v. 4, n. 3, p. 1279
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- Article
36
SEC Requirements for Posting of Margins Face Opposition.
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- Strategic Finance, 2013, v. 94, n. 9, p. 21
- Publication type:
- Article
37
Companies Worried About Federal Reserve Rule on Margin Requirements.
- Published in:
- Strategic Finance, 2011, v. 92, n. 11, p. 20
- Publication type:
- Article
38
Setting the futures margin with price limits: the case for single-stock futures.
- Published in:
- Review of Quantitative Finance & Accounting, 2017, v. 48, n. 1, p. 219, doi. 10.1007/s11156-015-0548-7
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- Article
39
Short Selling and Efficient Sets.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 4, p. 1497, doi. 10.1111/j.1540-6261.1993.tb04764.x
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- Article
40
One Market? Stocks, Futures, and Options During October 1987.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 3, p. 851, doi. 10.1111/j.1540-6261.1992.tb03997.x
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- Publication type:
- Article
41
Animal Spirits, Margin Requirements, and Stock Price Volatility.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 2, p. 717, doi. 10.1111/j.1540-6261.1991.tb02682.x
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- Publication type:
- Article
42
Arbitrage, Continuous Trading, and Margin Requirements.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 5, p. 1129, doi. 10.1111/j.1540-6261.1987.tb04357.x
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- Article
43
On the Effectiveness of the Federal Reserve's Margin Requirement.
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- Journal of Finance (Wiley-Blackwell), 1982, v. 37, n. 3, p. 783, doi. 10.1111/j.1540-6261.1982.tb02223.x
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- Article
44
Market Responses to Federal Reserve Changes in the Initial Margin Requirement.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1979, v. 34, n. 3, p. 659, doi. 10.1111/j.1540-6261.1979.tb02132.x
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- Publication type:
- Article
45
100% MARGINS REVISITED.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1976, v. 31, n. 3, p. 995, doi. 10.1111/j.1540-6261.1976.tb01947.x
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- Publication type:
- Article
46
100% MARGINS: COMBATING SPECULATION IN INDIVIDUAL SECURITY ISSUES.
- Published in:
- Journal of Finance (Wiley-Blackwell), 1973, v. 28, n. 4, p. 973, doi. 10.2307/2978347
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- Article
47
FEDERAL MARGIN REQUIREMENTS: A SELECTIVE INSTRUMENT OF MONETARY POLICY.
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- Journal of Finance (Wiley-Blackwell), 1957, v. 12, n. 4, p. 563
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- Article
48
The concept of the margin in the medieval English economy.
- Published in:
- Economic History Review, 1989, v. 42, n. 1, p. 1, doi. 10.2307/2597043
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- Article
49
Margin requirements and stock market volatility in Thailand.
- Published in:
- Applied Economics Letters, 1997, v. 4, n. 2, p. 83, doi. 10.1080/758526700
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- Article
50
Further Evidence on the Firm-Size Relation and Stock Market Responses to Changes in Federal Reserve Margin Levels.
- Published in:
- Small Business Economics, 1997, v. 9, n. 4, p. 301, doi. 10.1023/A:1007926027703
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- Publication type:
- Article