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The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets. (2002). Theodossiou, Panayiotis ; HARDOUVELIS, GIKAS.
In: Review of Financial Studies.
RePEc:oup:rfinst:v:15:y:2002:i:5:p:1525-1560.

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  1. The drivers and implications of retail margin trading. (2024). He, Zhiguo ; Da, Zhi ; Zhou, Hao ; Shue, Kelly ; Bian, Jiangze ; Lou, Dong.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:126110.

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  2. Systematic extreme potential gain and loss spillover across countries. (2022). Moutanabbir, Khouzeima ; Bouaddi, Mohammed.
    In: Risk Management.
    RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00097-8.

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  3. The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges. (2022). Strych, Jan-Oliver.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000186.

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  4. The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu.
    In: The Financial Review.
    RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861.

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  5. Margin trading and leverage management. (2021). Lou, Dong ; He, Zhiguo ; Da, Zhi ; Bian, Jiangze ; Zhou, Hao ; Shue, Kelly.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118851.

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  6. Extendible stock loan. (2021). Wu, Wei-Hwa.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001595.

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  7. Margin trade, short sales and financial stability. (2020). Zheng, Huanhuan ; Zhang, Yang ; Sng, Hui Ying.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00256-3.

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  8. Losing money on the margin. (2020). Rockey, James ; Ladley, Daniel ; Liu, Guanqing.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:172:y:2020:i:c:p:107-136.

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  9. Does credit affect stock trading? Evidence from the South Sea Bubble. (2020). Frehen, Rik ; Braggion, Fabio ; Jerphanion, Emiel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14532.

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  10. Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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  11. Margin trading and price efficiency: information content or price‐adjustment speed?. (2020). Lv, Dayong ; Wu, Wenfeng.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:60:y:2020:i:3:p:2889-2918.

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  12. The impact of psychological identification with home-name stocks on investor behavior: an empirical and experimental investigation. (2019). Li, Xiao Lin ; Yuan, Hong ; Wang, Haizhong.
    In: Journal of the Academy of Marketing Science.
    RePEc:spr:joamsc:v:47:y:2019:i:6:d:10.1007_s11747-019-00677-3.

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  13. Buying on Margin and Short Selling in an Artificial Double Auction Market. (2019). Li, Hong Gang ; Zhou, Xuan.
    In: Computational Economics.
    RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9722-4.

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  14. The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
    In: Post-Print.
    RePEc:hal:journl:hal-02278885.

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  15. The Laws of Motion of the Broker Call Rate in the United States. (2019). Garivaltis, Alexander.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:4:p:56-:d:272663.

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  16. The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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  17. Margin-trading volatility and stock price crash risk. (2019). Wu, Wenfeng ; Lv, Dayong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:179-196.

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  18. A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Sumawong, Anannit ; Kaeck, Andreas.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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  19. The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles N ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:107:y:2019:i:c:4.

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  20. Leverage-Induced Fire Sales and Stock Market Crashes. (2018). Zhou, Hao ; He, Zhiguo ; Shue, Kelly ; Bian, Jiangze.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25040.

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  21. The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchêne, Sébastien ; Duchene, Sebastien.
    In: CEE-M Working Papers.
    RePEc:hal:wpceem:hal-01954924.

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  22. The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01954924.

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  23. General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler .
    In: Papers.
    RePEc:arx:papers:1706.05877.

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  24. Will the oil price change damage the stock market in a bull market? A re-examination of their conditional relationships. (2016). Chen, Sheng Tung ; Huang, Mao-Lung ; Liao, Shu-Yi.
    In: Empirical Economics.
    RePEc:spr:empeco:v:50:y:2016:i:3:d:10.1007_s00181-015-0972-5.

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  25. Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets. (2016). Zoican, Marius ; Menkveld, Albert ; Pagnotta, Emiliano .
    In: Working Papers.
    RePEc:hal:wpaper:hal-01253702.

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  26. Short selling, margin trading, and the incorporation of new information into prices. (2016). Chen, Jun ; Yang, Ting ; Kadapakkam, Palani-Rajan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:1-17.

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  27. Does portfolio margining make borrowing more attractive?. (2016). Pauwels, Laurent ; Matsypura, Dmytro.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:43:y:2016:i:c:p:128-134.

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  28. The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216.

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  29. Margin regulation and volatility. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:75:y:2015:i:c:p:54-68.

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  30. Asset pricing with heterogeneous preferences, beliefs, and portfolio constraints. (2015). Chabakauri, Georgy .
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:75:y:2015:i:c:p:21-34.

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  31. Margin requirements and portfolio optimization: A geometric approach. (2014). Guo, Sheng.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:15:y:2014:i:3:d:10.1057_jam.2014.20.

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  32. Margin Requirements and Portfolio Optimization: A Geometric Approach. (2014). Guo, Sheng.
    In: Working Papers.
    RePEc:fiu:wpaper:1406.

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  33. Margin regulation and volatility. (2014). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141698.

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  34. US and Domestic Market Gains and Asian Investors’ Overconfident Trading Behavior. (2014). , ; Wang, Kai-Li ; Lee, Bong-Soo.
    In: Financial Management.
    RePEc:bla:finmgt:v:43:y:2014:i:1:p:113-148.

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  35. The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: Working Paper Series.
    RePEc:uts:ecowps:3.

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  36. Buying on margin, selling short in an agent-based market model. (2013). Li, Honggang ; Zhang, Ting.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:392:y:2013:i:18:p:4075-4082.

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  37. The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:8:p:1523-1543.

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  38. Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations. (2013). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:13-14.

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  39. The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail.
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:13-01.

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  40. Asset Pricing with Heterogeneous Investors and Portfolio Constraints. (2012). Chabakauri, Georgy .
    In: 2012 Meeting Papers.
    RePEc:red:sed012:636.

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  41. When does investor sentiment predict stock returns?. (2012). Hung, Chi-Hsiou ; Chung, San-Lin ; Yeh, Chung-Ying .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:217-240.

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  42. Financial leverage and market volatility with diverse beliefs. (2011). Wu, Ho-Mou ; Guo, Wen-Chung ; Wang, Frank .
    In: Economic Theory.
    RePEc:spr:joecth:v:47:y:2011:i:2:p:337-364.

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  43. Far tail or extreme day returns, mutual fund cash flows and investment behaviour. (2010). de Ridder, Adri ; Burnie, David .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:20:y:2010:i:16:p:1241-1256.

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  44. Asset pricing with heterogeneous investors and portfolio constraints. (2010). Chabakauri, Georgy .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:43142.

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  45. Extreme coexceedances in new EU member states stock markets. (2009). Ranaldo, Angelo ; Christiansen, Charlotte.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:6:p:1048-1057.

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  46. Financial Leverage and Market Volatility with Diverse Beliefs. (2009). Wu, Ho-Mou ; Wang, Frank Yong ; Guo, Wen-Chung.
    In: Finance Working Papers.
    RePEc:eab:financ:22887.

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  47. Mixed Exponential Power Asymmetric Conditional Heteroskedasticity. (2009). Rombouts, Jeroen ; Jeroen V. K. Rombouts, ; Bouaddi, Mohammed .
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:13:y:2009:i:3:n:3.

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  48. Security transaction taxes and financial volatility: Athens stock exchange. (2007). Phylaktis, Kate ; Aristidou, Antonis.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:17:y:2007:i:18:p:1455-1467.

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  49. A conditional-SGT-VaR approach with alternative GARCH models. (2007). Theodossiou, Panayiotis ; Bali, Turan .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:151:y:2007:i:1:p:241-267:10.1007/s10479-006-0118-4.

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  50. Mixed Exponential Power Asymmetric Conditional Heteroskedasticity. (2007). Rombouts, Jeroen ; Bouaddi, Mohammed .
    In: Cahiers de recherche.
    RePEc:lvl:lacicr:0749.

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  51. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
    In: BIS Working Papers.
    RePEc:bis:biswps:229.

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  52. Defining and Dating Bull and Bear Markets: Two Centuries of Evidence. (2006). Hoang, Philip ; Gonzalez, Liliana ; John G. Powell Massey, ; Shi, Jing.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:10:y:2006:i:1-2:p:81-116.

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  53. An empirical analysis of margin debt. (2006). Domian, Dale L. ; Racine, Marie D..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:15:y:2006:i:2:p:151-163.

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  54. Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature. (2004). Allen, Linda ; Saunders, Anthony.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:26:y:2004:i:2:p:161-191.

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  55. Margin regulation and market quality: a microstructure analysis. (2004). ORS, Evren ; Alexander, Gordon ; Seguin, Paul J. ; Peterson, Mark A..
    In: Journal of Corporate Finance.
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  56. Option Strategies: Good Deals and Margin Calls. (2004). Santa-Clara, Pedro ; Saretto, Alessio .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
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  57. How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?. (2001). Cerisola, Martin ; Arora, Vivek .
    In: IMF Staff Papers.
    RePEc:pal:imfstp:v:48:y:2002:i:3:p:3.

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  58. Margin lending and stock market volatility. (2001). Fortune, Peter .
    In: New England Economic Review.
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