MARGIN REQUIREMENTS, VOLATILITY, AND THE TRANSITORY COMPONENT OF STOCK PRICES

Gikas Hardouvelis ()

Working Papers from Columbia - Graduate School of Business

Keywords: financial market; price stabilization (search for similar items in EconPapers)
Pages: 32 pages
Date: 1988
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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 (1989)
Working Paper: Margin requirements, volatility, and the transitory component of stock prices (1988)
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