Diamond DW, Dybvig PH (1983). "Bank runs, deposit insurance, and liquidity". Journal of Political Economy 91 (3): 401–419. دُوِي:10.1086/261155. Reprinted (2000) Fed Res Bank Mn Q Rev 24 (1), 14–23
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See Geanakoplos (1997), "Promises, Promises," In: The Economy as an Evolving Complex System II, Addison Wesley Longman, pp. 285–320 and Garleanu and Pedersen (2011), "Margin-Based Asset Pricing and Deviations from the Law of One Price," The Review of Financial Studies, 24(6), 1980-2022, http://pages.stern.nyu.edu/%7Elpederse/papers/MarginPricingLoOP.pdf . Garleanu and Pedersen (2011) derive a Margin Capital Asset Pricing Model (Margin CAPM) that shows how larger margin requirements are associated with higher required returns. نسخة محفوظة 2 نوفمبر 2019 على موقع واي باك مشين.
See Geanakoplos (1997), "Promises, Promises," In: The Economy as an Evolving Complex System II, Addison Wesley Longman, pp. 285–320 and Garleanu and Pedersen (2011), "Margin-Based Asset Pricing and Deviations from the Law of One Price," The Review of Financial Studies, 24(6), 1980-2022, http://pages.stern.nyu.edu/%7Elpederse/papers/MarginPricingLoOP.pdf . Garleanu and Pedersen (2011) derive a Margin Capital Asset Pricing Model (Margin CAPM) that shows how larger margin requirements are associated with higher required returns. نسخة محفوظة 2 نوفمبر 2019 على موقع واي باك مشين.
