Margin requirements in futures markets: Their relationship to price volatility
- 1 October 1990
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 10 (5) , 541-554
- https://doi.org/10.1002/fut.3990100510
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- The effects of margins on trading in futures marketsJournal of Futures Markets, 1986
- Futures Price Variability: A Test of Maturity and Volume EffectsThe Journal of Business, 1986
- The Effects of Changing Margin Levels on Futures Market Activity, the Composition of Traders in the Market, and Price PerformanceThe Journal of Business, 1986
- Margins and futures contractsJournal of Futures Markets, 1981
- Organized Futures Markets: Costs and BenefitsJournal of Political Economy, 1977