On the effects of margin requirements

Petri Jylhä

On the effects of margin requirements

Petri Jylhä

Ei julkaistu Aalto-yliopiston affiliaatiolla

Imperial College Business School

Tutkimustuotos: Artikkeli kirjassa/konferenssijulkaisussa › Conference article in proceedings › Scientific

Abstrakti

In this survey, I review the theoretical foundations and empirical evidence on the effects—both positive and negative—of requiring traders to post higher margins. The results reviewed here are interesting on their own and shed light on the roles played by investors’ leverage in financial markets.

Alkuperäiskieli	Englanti
Otsikko	Liquidity and market efficiency alive and well?
Toimittajat	Esa Jokivuolle, Jouko Vilmunen
Julkaisupaikka	Vienna
Kustantaja	Larcier
Sivut	9-19
Sivumäärä	11
ISBN (elektroninen)	978-3-902109-78-1
Tila	Julkaistu - 2015
OKM-julkaisutyyppi	B3 Vertaisarvioimaton artikkeli konferenssijulkaisussa
Tapahtuma	SUERF-Bank of Finland Conference: Liquidity and Market Efficiency – Alive and Well? - Helsinki, Suomi Kesto: 3 heinäk. 2015 → 3 heinäk. 2015 Konferenssinumero: 6

Conference

Conference	SUERF-Bank of Finland Conference
Maa/Alue	Suomi
Kaupunki	Helsinki
Ajanjakso	03/07/2015 → 03/07/2015

Pääsy asiakirjaan

https://www.suerf.org/docx/s_b7ae8fecf15b8b6c3c69eceae636d203_6285_suerf.pdf

Siteeraa tätä

@inproceedings{712de8e4c324467b9b10ce6cc0cbe044,

title = "On the effects of margin requirements",

abstract = "In this survey, I review the theoretical foundations and empirical evidence on the effects—both positive and negative—of requiring traders to post higher margins. The results reviewed here are interesting on their own and shed light on the roles played by investors{\textquoteright} leverage in financial markets. ",

author = "Petri Jylh{\"a}",

year = "2015",

language = "English",

pages = "9--19",

editor = "Esa Jokivuolle and Jouko Vilmunen",

booktitle = "Liquidity and market efficiency alive and well?",

publisher = "Larcier",

address = "Belgium",

note = "SUERF-Bank of Finland Conference : Liquidity and Market Efficiency – Alive and Well? ; Conference date: 03-07-2015 Through 03-07-2015",

}

TY - GEN

T1 - On the effects of margin requirements

AU - Jylhä, Petri

N1 - Conference code: 6

PY - 2015

Y1 - 2015

N2 - In this survey, I review the theoretical foundations and empirical evidence on the effects—both positive and negative—of requiring traders to post higher margins. The results reviewed here are interesting on their own and shed light on the roles played by investors’ leverage in financial markets.

AB - In this survey, I review the theoretical foundations and empirical evidence on the effects—both positive and negative—of requiring traders to post higher margins. The results reviewed here are interesting on their own and shed light on the roles played by investors’ leverage in financial markets.

M3 - Conference article in proceedings

SP - 9

EP - 19

BT - Liquidity and market efficiency alive and well?

A2 - Jokivuolle, Esa

A2 - Vilmunen, Jouko

PB - Larcier

CY - Vienna

T2 - SUERF-Bank of Finland Conference

Y2 - 3 July 2015 through 3 July 2015

ER -

On the effects of margin requirements

Abstrakti

Conference

Pääsy asiakirjaan

Sormenjälki

Siteeraa tätä