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Some Evidence On The Efficacy Of Security Credit Regulation In The Otc Equity Market

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  • R. Corwin Grube
  • O. Maurice Joy

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  • R. Corwin Grube & O. Maurice Joy, 1988. "Some Evidence On The Efficacy Of Security Credit Regulation In The Otc Equity Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 11(2), pages 137-142, June.
    • Handle: RePEc:bla:jfnres:v:11:y:1988:i:2:p:137-142
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1988.tb00075.x
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    References listed on IDEAS

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    1. Luckett, Dudley G, 1982. "On the Effectiveness of the Federal Reserve's Margin Requirement," Journal of Finance, American Finance Association, vol. 37(3), pages 783-795, June.
    2. Thomas Gale Moore, 1966. "Stock Market Margin Requirements," Journal of Political Economy, University of Chicago Press, vol. 74(2), pages 158-158.
    3. Stoll, Hans R, 1978. "The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks," Journal of Finance, American Finance Association, vol. 33(4), pages 1153-1172, September.
    4. Grube, R Corwin & Joy, O Maurice & Panton, Don B, 1979. "Market Responses to Federal Reserve Changes in the Initial Margin Requirement," Journal of Finance, American Finance Association, vol. 34(3), pages 659-674, June.
    5. Santomero, Anthony M., 1974. "The Economic Effects of NASDAQ: Some Preliminary Results," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(1), pages 13-24, January.
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    Cited by:

    1. Sheng Guo, 2014. "Margin requirements and portfolio optimization: A geometric approach," Journal of Asset Management, Palgrave Macmillan, vol. 15(3), pages 191-204, June.
    2. 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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