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Margin Requirements, Margin Loans, and Margin Rates: Practice and Principles
2 references·5 citing·33 second hop
Margin Requirements, Margin Loans, and Margin Rates: Practice and Principles (2000)Margin Requirements, Margin Loans, and Ma…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Funding liquidity, market liquidity and TED spread: A two-regime model (2017)Funding liquidity, market liq…Technical market indicators: An overview (2014)Technical market indicators: …Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis (2014)Stock market liquidity and ma…Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios (2013)Why does junior put all his e…Margin lending and stock market volatility (2001)Margin lending and stock mark…The Great Crash, 1929 (1954)The Great Crash* (1979)Margin Regulation and Stock Market Volatility (1990)Does information disclosure reduce stock price volatility? A comparison of Islamic and conventional banks in Gulf countries (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)Capital Market Equilibrium with Restricted Borrowing (1972)Supermodularity and Complementarity (2011)Determinants of Households’ Savings in Central, Eastern and Southeastern Europe (2013)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing: A simplified approach (1979)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Market Liquidity and Funding Liquidity (2008)A Market-Based Funding Liquidity Measure (2014)International competition and firm performance: Evidence from Belgium (2014)Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic (2021)Asset pricing and the bid-ask spread (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Does stock market liquidity explain real economic activity? New evidence from two large European stock markets (2015)Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis (2017)The Variation of Certain Speculative Prices (1963)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Evaluating the impact of technical indicators on stock forecasting (2016)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited

Cited by

  • 2017Funding liquidity, market liquidity and TED spread: A two-regime model53 cited
  • 2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis53 cited
  • 2014Technical market indicators: An overview42 cited
  • 2013Why does junior put all his eggs in one basket? A potential rational explanation for holding concentrated portfolios39 cited
  • 2001Margin lending and stock market volatility38 cited

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