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Margin lending and stock market volatility
15 references·1 citing·38 second hop
Margin lending and stock market volatility (2001)Margin lending and stock market volatilityMargin Requirements, Volatility, and the Transitory Component of Stock Prices (2016)Margin Requirements, Volatili…The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets (2002)The Asymmetric Relation Betwe…Margin Requirements, Margin Loans, and Margin Rates: Practice and Principles (2000)Margin Requirements, Margin L…The Irrelevance of Margin: Evidence from the Crash of '87 (1993)The Irrelevance of Margin: Ev…Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan (1992)Margin Requirements, Speculat…Animal Spirits, Margin Requirements, and Stock Price Volatility (1991)Animal Spirits, Margin Requir…Stock volatility and margin trading (1990)Stock volatility and margin t…Margin Regulation and Stock Market Volatility (1990)Margin Regulation and Stock M…Stock Market Margin Requirements and Volatility: Implications for Regulation of Stock Index Futures (1989)Stock Market Margin Requireme…Margin Requirements and Stock Volatility (1989)Margin Requirements and Stock…Initial margin requirements and stock returns volatility: Another look (1989)Initial margin requirements a…Margin requirements and stock market volatility (1988)Margin requirements and stock…On the Effectiveness of the Federal Reserve's Margin Requirement (1982)On the Effectiveness of the F…The Great Crash* (1979)The Great Crash*The Great Crash, 1929 (1954)The Great Crash, 1929Does information disclosure reduce stock price volatility? A comparison of Islamic and conventional banks in Gulf countries (2020)Does information disclosure r…The Behavior of Stock-Market Prices (1965)An Intertemporal Capital Asset Pricing Model (1973)Generalized autoregressive conditional heteroskedasticity (1986)Estimating betas from nonsynchronous data (1977)Continuous Auctions and Insider Trading (1985)A Theory of Intraday Patterns: Volume and Price Variability (1988)Against the tide: the commencement of short selling and margin trading in mainland China (2013)Short selling, margin trading, and the incorporation of new information into prices (2016)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Filtering and forecasting with misspecified ARCH models I (1992)Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close (1992)Stock volatility in the new millennium: how wacky is Nasdaq? (2002)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets (1969)Manias, Panics and Crashes (1978)Circuit Breakers and Program Trading Limits: What Have We Learned? (1997)Fiscal Decentralization,Macrostability, and Growth (2005) (2005)Asset Pricing with Dynamic Margin Constraints (2013)Cointegration and Tests of Present Value Models (1987)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Herding Behavior and Stock Returns: An Exploratory Investigation (1997)Positive feedback trading in emerging capital markets (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature (2004)Extreme coexceedances in new EU member states' stock markets (2009)Price limits and stock market volatility in Taiwan (1993)Stock Market Volatility: Ten Years After the Crash (1998)Dynamic Equilibrium with Two Stocks, Heterogeneous Investors, and Portfolio Constraints (2013)Trader Leverage and Liquidity (2017)The Economics of Central Clearing (2021)The Persistent myth of lost hegemony (1987)Understanding Recent Trends in House Prices and Home Ownership (2007)No Price Like Home: Global House Prices, 1870–2012 (2017)Extrapolation and bubbles (2018)
this work references cited by second hop

References

  • 1979The Great Crash*571 cited
  • 1954The Great Crash, 1929326 cited
  • 1990Margin Regulation and Stock Market Volatility209 cited
  • 2002The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets109 cited
  • 2016Margin Requirements, Volatility, and the Transitory Component of Stock Prices104 cited
  • 1992Margin Requirements, Speculative Trading, and Stock Price Fluctuations: The Case of Japan103 cited
  • 1988Margin requirements and stock market volatility81 cited
  • 1990Stock volatility and margin trading79 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
  • 2000Margin Requirements, Margin Loans, and Margin Rates: Practice and Principles56 cited
  • 1993The Irrelevance of Margin: Evidence from the Crash of '8749 cited
  • 1989Stock Market Margin Requirements and Volatility: Implications for Regulation of Stock Index Futures47 cited
  • 1982On the Effectiveness of the Federal Reserve's Margin Requirement43 cited

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Cited by

  • 2020Does information disclosure reduce stock price volatility? A comparison of Islamic and conventional banks in Gulf countries23 cited