Market responses to federal reserve changes in the initial margin requirement
RC Grube, OM Joy, DB Panton - The Journal of Finance, 1979 - JSTOR
IN RECENT YEARS THE finance field has devoted considerable attention to studying the
response of security returns to various stimuli. A simple, but relevant way to dichotomize these" …
response of security returns to various stimuli. A simple, but relevant way to dichotomize these" …
Seasonality in NASDAQ dealer spreads
RD Fortin, RC Grube, OM Joy - Journal of Financial and Quantitative …, 1989 - cambridge.org
This paper examines the seasonal behavior of proportional dealer spreads for OTC NASDAQ
common stocks. Results indicate there is seasonality in dealer spreads. Spreads tend to …
common stocks. Results indicate there is seasonality in dealer spreads. Spreads tend to …
Journal of Financial and quantitative Analysis
…, GJ ALEXANDER, CD DOWELL, RC GRUBE… - 1978 - cambridge.org
For individuals, the annual subscription rate to the JFQA is $15.00 (threeyear rate, $40); for
firms or libraries, the annual rate is $25.00 (three-year rate, $70). Annual subscription rates …
firms or libraries, the annual rate is $25.00 (three-year rate, $70). Annual subscription rates …
Bid-ask spreads for OTC NASDAQ firms
RD Fortin, RC Grube, OM Joy - Financial Analysts Journal, 1990 - Taylor & Francis
The dealer's bid-ask spread represents an important component of the cost of transacting in
securities markets and has consequently captured considerable research attention. …
securities markets and has consequently captured considerable research attention. …
Common stock return distributions during homogeneous activity periods
CD Dowell, RC Grube - Journal of Financial and Quantitative …, 1978 - cambridge.org
According to a now classic study of stock market price behavior by Fama [6], the empirical
distributions of daily log price relatives are usually stable Paretian, non-Gaussian. However, …
distributions of daily log price relatives are usually stable Paretian, non-Gaussian. However, …
Some empirical evidence on stock returns and security credit regulation in the OTC equity market
RC Grube, OM Joy, JS Howe - Journal of banking & finance, 1987 - Elsevier
This paper studies price reactions of OTC stocks that are added to and deleted from the
Federal Reserve Board's Official List of OTC Margin Stocks. We interpret any price reactions as …
Federal Reserve Board's Official List of OTC Margin Stocks. We interpret any price reactions as …
Effects of short-sale restrictions
RC Grube, WL Beedles - Journal of Business Research, 1981 - Elsevier
A recently developed simplified portfolio construction scheme is used here to compare
empirically the characteristics of optimal equity holdings with and without restrictions on the sale …
empirically the characteristics of optimal equity holdings with and without restrictions on the sale …
Some evidence on the efficacy of security credit regulation in the otc equity market
RC Grube, OM Joy - Journal of Financial Research, 1988 - Wiley Online Library
Security credit regulations are administered by the Federal Reserve Board of Governors (Fed)
as a result of the Securities Exchange Act of 1934. These regulations extend to individual …
as a result of the Securities Exchange Act of 1934. These regulations extend to individual …
Cash flows that require negative discount rates
OM Joy, RC Grube - The Engineering Economist, 1980 - Taylor & Francis
CASH FLOWS THAT REQUIRE NEGATIVE DISCOUNT RATES Page 1 The Engineering
Economist CASH FLOWS THAT RZQUIRE NEGATIVE DISCOUNT RATES 0. Maurice Joy R …
Economist CASH FLOWS THAT RZQUIRE NEGATIVE DISCOUNT RATES 0. Maurice Joy R …
Alternative Methods of Accounting for Business Combinations
H Nurnberg, C Grube - The Accounting Review, 1970 - JSTOR
Controversy over the accounting for business combinations continues unabated and promises
to increase despite the im-pending issuance by the Accounting Principles Board of a new …
to increase despite the im-pending issuance by the Accounting Principles Board of a new …