Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions*

DOI10.1093/ROF/RFAA006MaRDI QIDQ5009012zbMATH OpenOpenAlexFDO

Authors Prachi Deuskar, Nitin Kumar, Jeramia Allan Poland

Publication date 18 August 2021

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfaa006

zbMATH Keywords

economic conditionsmargin debt

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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