The effect of margins on the volatility of stock and derivative markets :
Chance, Don M.
The effect of margins on the volatility of stock and derivative markets : a review of the evidence / - New York, N.Y. : New York University Salomon Center, Leonard N. Stern School of Business, [1990] - 68 p. ; - Monograph series in finance and economics ; .
Includes bibliographical references (p. 30-35).
The monograph presents a review of the issues and evidence o the question of whether margin requirements can be used to control viability.
Margins (Security trading)
Margins (Futures trading)
Derivative securities.
HG6041 / .C48 1990
332.678 / CHA
The effect of margins on the volatility of stock and derivative markets : a review of the evidence / - New York, N.Y. : New York University Salomon Center, Leonard N. Stern School of Business, [1990] - 68 p. ; - Monograph series in finance and economics ; .
Includes bibliographical references (p. 30-35).
The monograph presents a review of the issues and evidence o the question of whether margin requirements can be used to control viability.
Margins (Security trading)
Margins (Futures trading)
Derivative securities.
HG6041 / .C48 1990
332.678 / CHA