Price volatility and margin requirements in foreign exchange futures markets

1992 ◽  
Vol 11 (4) ◽  
pp. 328-339 ◽  
Author(s):  
Lawrence G. Goldberg ◽  
George A. Hachey
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Price Volatility ◽  
Margin Requirements ◽  
Foreign Exchange Futures

The effectiveness of position limits: Evidence from the foreign exchange futures markets

2013 ◽  
Vol 37 (11) ◽  
pp. 4501-4509 ◽  
Author(s):  
Ya-Kai Chang ◽  
Yu-Lun Chen ◽  
Robin K. Chou ◽  
Yin-Feng Gau
Keyword(s):  
Foreign Exchange ◽  
Futures Markets ◽  
Foreign Exchange Futures

Margin requirements in futures markets: Their relationship to price volatility

1990 ◽  
Vol 10 (5) ◽  
pp. 541-554 ◽  
Author(s):  
Raymond P. H. Fishe ◽  
Lawrence G. Goldberg ◽  
Thomas F. Gosnell ◽  
Sujata Sinha
Keyword(s):  
Futures Markets ◽  
Price Volatility ◽  
Margin Requirements

scholarly journals Margin requirements and Stock Market Volatility in Bangladesh

2012 ◽  
Vol 3 (2) ◽  
pp. 29
Author(s):  
A. F. M. Mainul Ahsan ◽  
Mohammad Osman Gani ◽  
Md. Bokhtiar Hasan
Keyword(s):  
Stock Returns ◽  
Stock Price ◽  
Stock Exchange ◽  
Price Volatility ◽  
Market Volatility ◽  
Stock Market Volatility ◽  
Margin Requirements ◽  
Margin Requirement ◽  
Daily Stock Returns ◽  
The Impact

Officially margin requirements in bourses in Bangladesh were initiated on April 28, 1999, to limit the amount of credit available for the purpose of buying stocks. The goal of this paper is to measure the impact of changing margin requirement on stock returns' volatility in Dhaka Stock Exchange (DSE). The impact of margin requirement on stock price volatility has been extensively studied with mixed and ambiguous results. Using daily stock returns, we found mixed evidence that SEC's margin requirements have significant impact on market volatility in DSE.

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