Fuqua School of Business, Duke University; Graduate School of Business, University of Chicago. The authors thank John Cochrane, Wayne Ferson, Ed George, Milton Harris, John Huizinga, Laurentius Marais, Richard Roll, Peter Rossi, Michael Salinger, William Schwert, Andrei Schleifer, and Lester Telser for helpful discussion.
Margin Regulation and Stock Market Volatility
Article first published online: 30 APR 2012
1990 The American Finance Association
The Journal of Finance
Volume 45, Issue 1, pages 3–29, March 1990
How to Cite
HSIEH, D. A. and MILLER, M. H. (1990), Margin Regulation and Stock Market Volatility. The Journal of Finance, 45: 3–29. doi: 10.1111/j.1540-6261.1990.tb05078.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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