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Applied Economics Letters Volume 4, 1997 - Issue 2
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Original Articles

Margin requirements and stock market volatility in Thailand

Abdur R. Chowdhury Department of Economics, Marquette University, Milwaukee, WI, 53201, USA
Pages 83-87 | Received 22 Mar 1996, Published online: 02 Nov 2006

References

  • AMSET . 1992 . The Thai Stock Market: An Outstanding Performer
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  • Goldberg , M. A. 1985 . The relevance of margin regulations . Journal of Money, Credit, and Banking , 17
  • Hardouvelis , G. 1988 . Margin requirements and stock market volatility . Quarterly Review of the New York Federal Reserve Bank , 13 : 80 – 89 .
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  • Hardouvelis , G. and Peristiani , S. 1992 . Margin requirements, speculative trading, and stock price fluctuations: the case of Japan . Quarterly Journal of Economics , Nov : 1333 – 70 .
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  • Miller , M. 1977 . Debt and taxes . Journal of Finance , 32
  • Roll , R. 1989 . Price volatility, international market links, and their implications for regulatory policies . Journal of Financial Services Research , 3 : 211 – 46 .
  • Salinger , M. 1989 . Stock market margin requirements and volatility: implications for regulation of stock index futures . Journal of Financial Services Research , 3 : 121 – 38 .
  • Vichayond , P. 1994 . The financial system in Thailand , Bangkok : Thailand Development Research Institute .

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