MARGIN REGULATION AND STOCK-MARKET VOLATILITY

被引：76

|

作者：

HSIEH, DA ^{[1
]}

MILLER, MH ^{[1
]}

机构：

[1] DUKE UNIV,FUQUA SCH BUSINESS,DURHAM,NC 27706

来源：

JOURNAL OF FINANCE | 1990年 / 45卷 / 01期

关键词：

D O I：

10.2307/2328807

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：3 / 29

页数：27

相关论文

共 50 条

[1] MARGIN REQUIREMENTS AND STOCK-MARKET VOLATILITY
FERRIS, SP
CHANCE, DM
[J]. ECONOMICS LETTERS, 1988, 28 (03) : 251 - 254
[2] STOCK-MARKET MARGIN REQUIREMENTS AND VOLATILITY - IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES
SALINGER, MA
[J]. JOURNAL OF FINANCIAL SERVICES RESEARCH, 1989, 3 (2-3) : 121 - 138
[3] STOCK-MARKET MARGIN REQUIREMENTS AND VOLATILITY - COMMENT
HARDOUVELIS, GA
[J]. JOURNAL OF FINANCIAL SERVICES RESEARCH, 1989, 3 (2-3) : 139 - 151
[4] REGULATION, TRADING VOLUME AND STOCK-MARKET VOLATILITY
MULHERIN, JH
[J]. REVUE ECONOMIQUE, 1990, 41 (05): : 923 - 938
[5] THE VOLATILITY OF STOCK-MARKET PRICES
SHILLER, RJ
[J]. SCIENCE, 1987, 235 (4784) : 33 - 37
[6] STOCK-MARKET STRUCTURE AND VOLATILITY
STOLL, HR
WHALEY, RE
[J]. REVIEW OF FINANCIAL STUDIES, 1990, 3 (01): : 37 - 75
[7] POLICIES TO CURB STOCK-MARKET VOLATILITY
EDWARDS, FR
[J]. FINANCIAL MARKET VOLATILITY, 1988, : 141 - 166
[8] SPECULATIVE TRADING AND STOCK-MARKET VOLATILITY
JONES, JD
MULHERIN, JH
TITMAN, S
[J]. JOURNAL OF FINANCE, 1995, 50 (03): : 985 - 986
[9] AN UNBIASED REEXAMINATION OF STOCK-MARKET VOLATILITY
MANKIW, NG
ROMER, D
SHAPIRO, MD
[J]. JOURNAL OF FINANCE, 1985, 40 (03): : 677 - 687
[10] THE PERSISTENCE OF VOLATILITY AND STOCK-MARKET FLUCTUATIONS
POTERBA, JM
SUMMERS, LH
[J]. AMERICAN ECONOMIC REVIEW, 1986, 76 (05): : 1142 - 1151

← 1 2 3 4 5 →