Margin requirements, volatility and the transitory component of stock prices
Gikas Hardouvelis ()
No 8909, Research Paper from Federal Reserve Bank of New York
Keywords: Margins (Security trading); Stock - Prices (search for similar items in EconPapers)
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Journal Article: Margin Requirements, Volatility, and the Transitory Components of Stock Prices (1990)
Working Paper: Margin requirements, volatility, and the transitory component of stock prices (1988)
Working Paper: MARGIN REQUIREMENTS, VOLATILITY, AND THE TRANSITORY COMPONENT OF STOCK PRICES (1988)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fednrp:8909
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