Margin Requirements, Speculative Trading and Stock Price Fluctuations: The Case of Japan 

Margin Requirements, Speculative Trading and Stock Price Fluctuations: The Case of Japan Authors: Gikas A. Hardouvelis, Stavros Peristiani Journal: Quarterly Journal of Economics, November 1992, 107: 1333-1370 Abstract: An increase in margin requirements in Read More …

The term structure spread and future changes in long and short rates in the G7 countries – Is there a puzzle?

The term structure spread and future changes in long and short rates in the G7 countries – Is there a puzzle? Author: Gikas A. Hardouvelis Journal: Journal of Monetary Economics 33 (1994) 255-283. North-Holland Abstract: According to Read More …

The Assymmetric Relation Between Margin Requirments and Stock Market Volatility Across Bull and Bear Markets

The Assymmetric Relation Between Margin Requirments and Stock Market Volatility Across Bull and Bear Markets Authors: Gikas A. Hardouvelis, P. Theodossiou Journal: The rview of Financial Studies, Winter 2002, 15:5, 1525-1559 Abstract: Higher initial Read More …