Stock Margins and the Conditional Probability of Price Reversals

We study the conditional probability of stock price reversals. The key conditioning variable is the level of margin required. We find that low margin levels are significantly related increased probability of price reversals

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Year of publication:	[2006]
Authors:	Moser, James T.
Other Persons:	Kofman, Paul (contributor)
Publisher:	[2006]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Notes:	In: Economic Perspectives, 3rd Quarter, 2001
Source:	ECONIS - Online Catalogue of the ZBW

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