NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

The Price, Volatility, Volume, and Liquidity Effects of Changes in Federal Reserve Margin Requirements on Both Marginable and Nonmarginable OTC Stocks

Stephen W. Pruitt, K. S. Maurice Tse

Chapter in NBER book The Industrial Organization and Regulation of the Securities Industry (1996), Andrew W. Lo, editor (p. 317 - 358)
Conference held January 19-22, 1994
Published in January 1996 by University of Chicago Press
© 1996 by the National Bureau of Economic Research

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