Search Results - subject:"Optimal leverage"

Margin call risk and leverage constraints : exploring investment horizons and low-risk anomalies in futures markets

Jo, Yonghwan; Jung, Dain - In: Journal of derivatives and quantitative studies : … 33 (2025) 1, pp. 2-22

Purpose - In futures markets, margin trading not only relaxes leverage constraints but also entails the risk of margin calls. Therefore, existing studies provide inconsistent evidence on low-risk anomalies, raising challenges in understanding leverage constraints in futures markets. This study...

Persistent link: https://www.econbiz.de/10015397304

The effect of managerial myopia on the adjustment speed of the company's financial leverage towards the optimal leverage

Rostami, Vahab; Kargar, Hamed; Samimifard, Mahdis - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-12

, and clearly shows the financing policies of companies. The importance of optimal leverage is such that the growth and … financial leverage toward optimal leverage. The current research is applied, and from the methodological point of view, the … decreases towards optimal leverage. …

Persistent link: https://www.econbiz.de/10014332737

The effect of managerial myopia on the adjustment speed of the company's financial leverage towards the optimal leverage

Rostami, Vahab; Kargar, Hamed; Samimifard, Mahdis - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-12

Persistent link: https://www.econbiz.de/10014284374

Impact of financial crises on the dynamics of capital structure : evidence from Korean listed companies

Lyubov, Tsoy; Heshmati, Almas - In: The Singapore economic review 68 (2023) 3, pp. 867-898

Persistent link: https://www.econbiz.de/10014365858

Hedge funds trading strategies and leverage

Huang, Wenli; Liu, Wenqiong; Lu, Lei; Mu, Congming - In: Journal of economic dynamics & control 149 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014285098

The variance risk premium and capital structure

Lotfaliei, Babak - 2018

with risk premium. Empirically, the model calibrations verify significant reduction in optimal leverage, closer to observed …

Persistent link: https://www.econbiz.de/10011984853

The variance risk premium and capital structure

Lotfaliei, Babak - 2018

with risk premium. Empirically, the model calibrations verify significant reduction in optimal leverage, closer to observed …

Persistent link: https://www.econbiz.de/10011848389

Impact of Financial Crises on Dynamics of Capital Structure: Evidence from Korean Listed Companies

Tsoy, Lyubov; Heshmati, Almas - 2017

optimal leverage identified. Different effects of the two crises on both capital structure and its adjustment speed is found … effect on companies' debt ratio and the speed of their adjustment toward optimal leverage. The empirical analysis revealed …

Persistent link: https://www.econbiz.de/10011653282

Impact of financial crises on dynamics of capital structure : evidence from Korean listed companies

Tsoy, Lyubov; Heshmati, Almas - 2017

Persistent link: https://www.econbiz.de/10011612999

How do firms value debt capacity? : evidence from mergers and acquisitions

Ang, James S.; Daher, Mai M.; Ismail, Ahmad K. - In: Journal of banking & finance 98 (2019), pp. 95-107

Persistent link: https://www.econbiz.de/10012162243