Margin requirements, volatility and the transitory component of stock prices

Gikas Hardouvelis ()

No 8909, Research Paper from Federal Reserve Bank of New York

Keywords: Stock - Prices; Margins (Security trading) (search for similar items in EconPapers)
Date: 1989
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Related works:
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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