On the impact of leverage constraints on asset prices and trading volume
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- Jacques Olivier & José M. Marin, 2003. "On the impact of leverage constraints on asset prices and trading volume," Post-Print hal-00460077, HAL.
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KeywordsConstraints; trading volume; asset prices; mean reversion;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- D50 - Microeconomics - - General Equilibrium and Disequilibrium - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
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