Search Results - subject:"leverage ratios"

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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

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

Persistent link: https://www.econbiz.de/10015607447

Changes in capital structure in seasoned equity offerings : BIST implementation

Kalaycıoğlu, Zeynep; Kurtaran, Ahmet - In: Istanbul business research 53 (2024) 2, pp. 201-228

firm-specific factors on leverage ratios. The relationship between the determined dependent variables and firm … in the analyses, as the number of seasoned equity offerings increases, firms' leverage ratios decrease, and firms tend to …-specific factors is associated with the predictions of pecking order and trade-off theory. In 3 different models in which leverage …

Persistent link: https://www.econbiz.de/10015095120

Implications of pension and other post-retirement benefits (OPRB) recognition biases on leverage ratio components

Hertz, Sarah; Rozen, Hannah; Fried, Abraham N. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 3, pp. 1-41

Persistent link: https://www.econbiz.de/10015196953

Financial statement analyses and firm valuation : Johnson & Johnson as a case study

Lee, Cheng F.; Yeh, Wen-Chi - 2024

Persistent link: https://www.econbiz.de/10015047368

The role of environmental, social, and governance rating on corporate debt structure

Asimakopoulos, Panagiotis; Asimakopoulos, Stylianos; … - In: The journal of corporate finance : contracting, … 83 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014513158

Funding shortages, expectations, and forward rate risk premium

Jarrow, Robert A.; Lamichhane, Sujan - In: Quantitative finance 22 (2022) 7, pp. 1321-1341

Persistent link: https://www.econbiz.de/10013367902

Banking reform

Jackson, Patricia; Davies, Howard; Miles, David; … - SUERF Conference on Banking Reform <2015, London>; … - 2016

On 3 December EY hosted a SUERF conference on banking reform with Sir Howard Davies, the Chairman of RBS, and Dame Colette Bowe, the Chairman of the Banking Standards Board, as the two keynote speakers. Professor David Miles (Imperial College) gave the SUERF 2015 Annual Lecture on Capital and...

Persistent link: https://www.econbiz.de/10011554963

Enhancing the reliability of performance measures in empirical based research: leverage ratios and theoretical based research

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2015

in this paper will focus primarily on firm performance measures, such as leverage ratios, as well as a brief discussion …

Persistent link: https://www.econbiz.de/10011156981

The unintended consequences and challenges of the Basel III Leverage Ratio: supplementary leverage ratios

Ojo, Marianne - Volkswirtschaftliche Fakultät, … - 2015

leverage ratios within the risk-based capital adequacy framework. As well as contributing to the extant literature on … supplementary leverage ratios, this paper will seek to illustrate why calibration between the risk capital adequacy framework … have been made to align the Basel III Leverage Ratio with the Supplementary Leverage Ratios. The paper will also …

Persistent link: https://www.econbiz.de/10011122281