0 projects

IS-BILAT-Mobilitet Norge-USA /Canada

Quantitative Equilibrium Impacts of Short-Sale and Leverage Constraints

In this research project, we quantify the joint impact of short-sale and leverage constraints on asset pricing quantities including asset prices, market volatility, and speculative premium. For a stock, the speculative premium exists when a stock valuati ons of some agents in the economy are dif...

Awarded: NOK 0.36 mill.

Project Period: 2014-2015

Location: Ukjent Fylke