Journal of Derivatives and Quantitative Studies: 선물연구 , Open Access
Issue(s) available: 78 – From Volume: 10 Issue: 1, to Volume: 32 Issue: 4
Margin call risk and leverage constraints: exploring investment horizons and low-risk anomalies in futures markets
Yonghwan Jo, Dain JungIn futures markets, margin trading not only relaxes leverage constraints but also entails the risk of margin calls. Therefore, existing studies provide inconsistent evidence on…
The role of ESG rating divergence and independent directors in predicting future stock price crash risk
Han Sun, JaeHo Lee, Hyoung-Goo Kang, Zengrui FanThis study investigates the impact of ESG rating disagreements on stock performance in the Chinese A-share market, focusing on immediate and short-term market reactions and the…
Interaction between equity futures and spot markets during COVID-19 pandemic: a multi-market analysis
Kalu O. EmenikeUsing ABA research design and daily indices from South Africa, Eurozone, Japan and the United States of America, this study evaluates the interaction between equity index futures…