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Keywords:Stock market 

Journal Article
Bank capital ratios, asset growth, and the stock market

In recent quarters, the capital strength of the U.S. banking system has been improving rapidly in response to both regulatory pressures and business incentives. This article examines the different methods by which individual bank holding companies have increased their capital ratios and the relative rewards garnered by these strategies in the stock market.
Quarterly Review , Volume 17 , Issue Aut

Journal Article
Emerging equity markets in the global economy

Developing-country equity markets have changed greatly in the last several years. The author examines recent structural reforms and their effects on equity portfolio inflows in several of the most highly capitalized emerging equity markets. He also analyzes broad trends in these markets, giving particular attention to the integration of the markets with the global financial system.
Quarterly Review , Volume 18 , Issue Sum

Journal Article
Do international reactions of stock and bond markets reflect macroeconomic fundamentals?

Using quarterly data for the United States, Japan, and the United Kingdom, this article investigates the relationship between changes in fundamental economic conditions and the international reactions of stock and bond markets. The author assesses the degree to which the transmission of information about fundamentals prompts the stock or bond markets in different countries to move together.
Quarterly Review , Volume 16 , Issue Aut

Journal Article
Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain

Quarterly Review , Volume 13 , Issue Sum

Journal Article
The international transmission of stock prices disruption in October 1987

Quarterly Review , Volume 13 , Issue Sum

Journal Article
International linkages among equities markets and the October 1987 market break

Quarterly Review , Volume 13 , Issue Sum , Pages 34-46

Journal Article
Consistent margin requirements: are they feasible?

Quarterly Review , Volume 13 , Issue Sum

Journal Article
Margin requirements and stock market volatility

Quarterly Review , Volume 13 , Issue Sum

Report
Can competition between brokers mitigate agency conflicts with their customers?

We study competitive, but strategic, brokers executing trades for an informed trader in multi-period setting. The brokers can choose to (a) execute the order, as agents, first, and trade for themselves as dealers, afterwards; or (b) trade for themselves first and execute the order later. We show that the equilibrium outcome depends on the number of brokers. When the number of brokers exceeds a critical number (greater than one), the informed trader distributes his order (equally) among the available brokers. The brokers, in turn, execute the informed trader's order first and trade personal ...
Research Paper , Paper 9705

Report
Estimating the adverse selection cost in markets with multiple informed traders

We investigate the relation between the number of informed traders in a financial asset and the estimated adverse selection cost of trading in that asset, lambda, after controlling for the effects of previously identified determinants of market liquidity. As a proxy for informed traders, we use dual traders in futures markets - i.e., floor traders who trade both for customers and their own accounts on the same day. We show, theoretically, that it is optimal for dual traders to mimic both the size and direction of their informed customers' orders. Using data from four selected futures ...
Research Paper , Paper 9713

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