Margin requirements and stock volatility

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

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The American Economic Review

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Spurious regressions in econometrics

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Expected stock returns and volatility

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Stock Market Margin Requirements

1966 • 76 citations

Margin requirements and stock market volatility

1988 • 56 citations

Margin Changes and Stock Price Behavior

1973 • 33 citations