@inbook{NBERc8109,
 Crossref = "NBERlo__96-1",
 title = "The Price, Volatility, Volume, and Liquidity Effects of Changes in Federal Reserve Margin Requirements on Both Marginable and Nonmarginable OTC Stocks",
 author = "Stephen W. Pruitt and K. S. Maurice Tse",
 BookTitle = "The Industrial Organization and Regulation of the Securities Industry",
 Publisher = "University of Chicago Press",
 pages = "317-358",
 year = "1996",
 month = "January",
 URL = "http://www.nber.org/chapters/c8109",
}
@book{NBERlo__96-1,
 title = "The Industrial Organization and Regulation of the Securities Industry",
 author = "Andrew W. Lo",
 institution = "National Bureau of Economic Research",
 type = "Book",
 publisher = "University of Chicago Press",
 year = "1996",
 URL = "http://www.nber.org/books/lo__96-1",
}