The Effect of Margins on the Volatility of Stock and Derivative Markets

The Effect of Margins on the Volatility of Stock and Derivative Markets
Author :
Publisher :
Total Pages : 68
Release :
ISBN-10 : OCLC:1131349499
ISBN-13 :
Rating : 4/5 (99 Downloads)

Book Synopsis The Effect of Margins on the Volatility of Stock and Derivative Markets by : Don M. Chance

Download or read book The Effect of Margins on the Volatility of Stock and Derivative Markets written by Don M. Chance and published by . This book was released on 1990 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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The paper examines the impact of margins, adjusted for underlying price risk proxied by market volatility, on trading volume and at the same time incorporates t