Revisiting the empirical estimation of the effect of margin changes on futures trading volume
Article Abstract:
The estimated effect of the theory, which suggests that margin requirements impose a cost to traders are reconfirmed, as the theory failed to adjust margins for underlying price risks. The analysis observed the negative effects of margin requirements on the trading volume.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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On the adequacy of single-stock futures margining requirements
Article Abstract:
The article shows that controlling the number of days until settlement of stock futures contracts will lead to appropriate margin control.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2003
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Position limits for cash-settled derivative contracts
Article Abstract:
The model developed to help regulators to set the position limits for cash settlement derivative contracts is presented.
Publication Name: Journal of Futures Markets
Subject: Business, general
ISSN: 0270-7314
Year: 2005
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