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Margin requirements and stock market volatility
0 references·14 citing·42 second hop
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Cited by

  • 1990Stock volatility and margin trading79 cited
  • 1993Price limits and stock market volatility in Taiwan71 cited
  • 1998Stock Market Volatility: Ten Years After the Crash71 cited
  • 1989Initial margin requirements and stock returns volatility: Another look67 cited
  • 1991Animal Spirits, Margin Requirements, and Stock Price Volatility59 cited
  • 1989Margin Requirements and Stock Volatility59 cited
  • 2002Margin requirements, positive feedback trading, and stock return autocorrelations: the case of Japan50 cited
  • 1997Circuit Breakers and Program Trading Limits: What Have We Learned?48 cited
  • 1989Stock Market Margin Requirements and Volatility: Implications for Regulation of Stock Index Futures47 cited
  • 2001Margin lending and stock market volatility38 cited
  • 2010Do Leveraged ETFs Increase Volatility37 cited
  • 1998Margin Requirements, Volatility, and Market Integrity: What Have We Learned Since the Crash?37 cited
  • 1992The Microstructure of Asian Equity Markets32 cited
  • 1993Futures margins and stock price volatility: Is there any link?24 cited

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