Search Results - subject:"margin call"

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

leverage constraints in futures markets. This study aims to address this gap by focusing on margin call risk. Through bootstrap … simulations with historical datasets, we find that margin call risk increases with longer investment horizons regardless of the … leverage but adjust it in response to margin call risks across all futures sectors, leading them to opt for lower leverage for …

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

Does share pledging impair stakeholder welfare? : evidence based on corporate social responsibility

Li, Chengcheng; Wang, Xiaoqiong; Zhu, Feifei - In: Review of quantitative finance and accounting 63 (2024) 4, pp. 1155-1192

Persistent link: https://www.econbiz.de/10015178486

Collateral damage : evidence from share pledging in China

Luo, Danglun; Piao, Zhirong; Wu, Cen; Zhang, Frank Feida - In: International review of financial analysis 93 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014543699

Does share pledging affect corporate philanthropy? : evidence from China

Xiong, Jiacai; Tong, Jamie Y.; Zhang, Feida; Ouyang, Caiyue - In: Journal of business finance & accounting : JBFA 51 (2024) 1/2, pp. 180-208

Persistent link: https://www.econbiz.de/10014481154

Hastily announced : mergers and acquisitions with pledging shareholders

Hou, Xipei; Shen, Yinjie; Xing, Jing; Zhou, Fuzhao - In: Journal of financial stability 67 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014455496

A new look on the probability of retail investor margin use and margin call

Pratt, William R.; Kamal, Syed; Ma, Aixin - In: Finance research letters 54 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472768

Kiss the baby for the nurse's sake? : guaranteeing employees' stock purchase against loss program

Xiao, MingFang; Cao, June; Chiang, Yao-Min - In: International review of financial analysis 81 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013410682

Does share pledging affect firms' use of derivatives? : evidence from China

Shen, Haomin; Cheng, Xiaoke; Ouyang, Caiyue; Li, Ya; … - In: Emerging markets review 50 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013416954

Insider ownership and share collateral with the incentive for share repurchases

Chen, Ni-Yun - In: Managerial finance 48 (2022) 11, pp. 1627-1651

Persistent link: https://www.econbiz.de/10013390862

The effect of investment literacy on the likelihood of retail investor margin trading and having a margin call

Kim, Hohyun; Kim, Kyoungtae; Hanna, Sherman - In: Finance research letters 45 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10014576341