The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

SSRN Electronic Journal ◽

10.2139/ssrn.259581 ◽

2001 ◽

Author(s):

Gikas A. Hardouvelis ◽

Peter Theodossiou

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Margin Requirements ◽

Bear Markets ◽

Asymmetric Relation ◽

Bull And Bear Markets

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The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets

Review of Financial Studies ◽

10.1093/rfs/15.5.1525 ◽

2002 ◽

Vol 15 (5) ◽

pp. 1525-1559 ◽

Cited By ~ 67

Author(s):

Gikas A. Hardouvelis ◽

Panayiotis Theodossiou

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Margin Requirements ◽

Bear Markets ◽

Asymmetric Relation ◽

Bull And Bear Markets

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The Asymmetric Relation between Initial Margin Requirements and Stock Market Volatility across Bull and Bear Markets

CFA Digest ◽

10.2469/dig.v33.n2.1267 ◽

2003 ◽

Vol 33 (2) ◽

pp. 37-39

Author(s):

Charles F. Peake

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Margin Requirements ◽

Bear Markets ◽

Asymmetric Relation ◽

Bull And Bear Markets

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Monetary Policy and Stock Market Volatility in the ASEAN5: Asymmetries Over Bull and Bear Markets

Procedia Economics and Finance ◽

10.1016/s2212-5671(13)00213-x ◽

2013 ◽

Vol 7 ◽

pp. 18-27 ◽

Cited By ~ 5

Author(s):

Roohollah Zare ◽

M. Azali ◽

M.S. Habibullah

Keyword(s):

Monetary Policy ◽

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Bear Markets ◽

Bull And Bear Markets

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Margin requirements and stock market volatility Another look at the case of Taiwan

Pacific-Basin Finance Journal ◽

10.1016/s0927-538x(96)00006-6 ◽

1996 ◽

Vol 4 (4) ◽

pp. 409-419 ◽

Cited By ~ 4

Author(s):

Yenshan Hsu

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Margin Requirements

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Margin requirements and stock market volatility

Economics Letters ◽

10.1016/0165-1765(88)90125-5 ◽

1988 ◽

Vol 28 (3) ◽

pp. 251-254 ◽

Cited By ~ 30

Author(s):

Stephen P. Ferris ◽

Don M. Chance

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Margin Requirements

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Margin requirements and stock market volatility in Thailand

Applied Economics Letters ◽

10.1080/758526700 ◽

1997 ◽

Vol 4 (2) ◽

pp. 83-87

Author(s):

Abdur R. Chowdhury

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Margin Requirements

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Estimating Emerging Stock Market Volatility Using Garch Family Models

Indian Journal Of Applied Research ◽

10.15373/2249555x/sept2013/99 ◽

2011 ◽

Vol 3 (9) ◽

pp. 331-333 ◽

Cited By ~ 1

Author(s):

Ramona Birău ◽

◽

Jatin Trivedi

Keyword(s):

Stock Market ◽

Market Volatility ◽

Stock Market Volatility ◽

Family Models

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The Dynamics of Political Risk Rating and Stock Market Volatility

SSRN Electronic Journal ◽

10.2139/ssrn.2312161 ◽

2013 ◽

Author(s):

Muhammad Tahir Suleman

Keyword(s):

Stock Market ◽

Political Risk ◽

Market Volatility ◽

Stock Market Volatility ◽

Risk Rating

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Modeling the Egyptian Stock Market Volatility Pre- and Post Circuit Breaker

SSRN Electronic Journal ◽

10.2139/ssrn.572061 ◽

2004 ◽

Cited By ~ 1

Author(s):

Eskandar A. Tooma ◽

Maged S. Sourial

Keyword(s):

Stock Market ◽

Circuit Breaker ◽

Market Volatility ◽

Stock Market Volatility

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Long Memory in Stock Market Volatility: Indian Evidences

Artha Vijnana Journal of The Gokhale Institute of Politics and Economics ◽

10.21648/arthavij/2010/v52/i4/115316 ◽

2010 ◽

Vol 52 (4) ◽

pp. 332 ◽

Cited By ~ 4

Author(s):

Gourishankar S. Hiremath ◽

Bandi Kamaiah

Keyword(s):

Stock Market ◽

Long Memory ◽

Market Volatility ◽

Stock Market Volatility

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