The Relevance of Margin Regulations: A Note
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Cited by:
- Abdur Chowdhury, 1997. "Margin requirements and stock market volatility in Thailand," Applied Economics Letters, Taylor & Francis Journals, vol. 4(2), pages 83-87.
- Sheng Guo, 2014.
"Margin requirements and portfolio optimization: A geometric approach,"
Journal of Asset Management, Palgrave Macmillan, vol. 15(3), pages 191-204, June.
- Sheng Guo, 2014. "Margin Requirements and Portfolio Optimization: A Geometric Approach," Working Papers 1406, Florida International University, Department of Economics.
- Peter Fortune, 2001. "Margin lending and stock market volatility," New England Economic Review, Federal Reserve Bank of Boston, pages 3-25.
- Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011.
"Financial leverage and market volatility with diverse beliefs,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 337-364, June.
- Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009. "Financial Leverage and Market Volatility with Diverse Beliefs," Finance Working Papers 22887, East Asian Bureau of Economic Research.
- Zhang, Ting & Li, Honggang, 2013. "Buying on margin, selling short in an agent-based market model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(18), pages 4075-4082.
- Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih, 2003. "The impact of speculative trading on stock return volatility: the evidence from Taiwan," Global Finance Journal, Elsevier, vol. 14(3), pages 243-270, December.
- Sang Bin Lee & Tae Yol Yoo, 1991. "Margin Regulation And Stock Market Response: Further Evidence From The U.S. And Some PacificāBasin Countries," Review of Financial Economics, John Wiley & Sons, vol. 1(1), pages 79-98, September.
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