Search Results

Showing results 1 to 10 of approximately 20.

(refine search)
SORT BY: PREVIOUS / NEXT
Author:Hardouvelis, Gikas A. 

Report
Margin requirements, speculative trading and stock price fluctuations: the case of Japan

Research Paper , Paper 9006

Report
Margin requirements, volatility, and the transitory component of stock prices

Research Paper , Paper 8818

Report
The predictive power of the term structure during recent monetary regimes

Research Paper , Paper 8708

Report
Intertemporal asset pricing models and the cross section of expected stock returns

Research Paper , Paper 9218

Report
The term structure as a predictor of real economic activity

Research Paper , Paper 8907

Report
Margin requirements, price fluctuations and market participation in metal and stock index futures

Research Paper , Paper 9131

Journal Article
Relative cost of capital for marginal firms over the business cycle

The authors compare the effects of the business cycle on the cost of capital faced by small, distressed firms and their larger, more financially secure counterparts. The analysis draws on stock market returns data for a broad range of traded companies during the 1963-91 period.
Quarterly Review , Volume 17 , Issue Aut , Pages 44-58

Conference Paper
Data base priors: stationarity and rational expectations

Proceedings , Issue 4 , Pages 4-42

Journal Article
Do margin requirements matter? Evidence from U.S. and Japanese stock markets

Quarterly Review , Volume 14 , Issue Win , Pages 16-35

Report
Margin requirements, volatility and the transitory component of stock prices

Research Paper , Paper 8909

PREVIOUS / NEXT