Relevant bibliographies by topics / And Leverage

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
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Academic literature on the topic 'And Leverage'

Author: Grafiati
Published: 3 June 2025
Last updated: 31 July 2025

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Journal articles on the topic "And Leverage"

1

KOUT, Wided. "On the Properties of Leveraged ETFs." Finance Bulletin 1, no. 2 (2019): 50–62. http://dx.doi.org/10.20870/fb.2018.1.2.2314.

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In this paper, we examine if, for a successful long-term investment of leveraged ETFs, it is necessary to adjust the level of leverage according to the fluctuations of the financial markets. For this purpose, we illustrate in particular the behavior of the Leverages ETF based on the optimal leverage introduced by Giese (2009). This latter one, which is based on the growth rate expectation, behaves as a function of the prevailing market environment. More precisely, it implies that the investor should use high leverage in low volatility markets and low leverage in high volatility markets. We stu
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Bae, Chang Suk, and Hae Jin Chung. "Zero-Leverage Puzzle Revisited: Evidence from Acquisition Behaviors." International Journal of Financial Studies 10, no. 3 (2022): 62. http://dx.doi.org/10.3390/ijfs10030062.

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The prevalence of zero-leverage firms is a puzzle in corporate finance. We analyze the acquisition behavior of zero-leverage firms and offer a new venue to the studies on zero-leverage puzzle and the interdependence of capital structures and investment decisions. The prior literature suggests three explanations regarding the zero-leverage puzzle: limited access to the debt market, managerial preference, and financial flexibility. While non-persistent zero-leverage firms show similar behavior as moderately leveraged firms, persistent zero-leverage firms are conservative in their acquisition beh
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Iffath Unnisa Begum, Amtul Waha, Aithagoni Pranathi, Akarapu Navyanjali, Alfiya Begum, and Allampally Deekshitha. "A Study on Profitability Analysis at Shreejee Tex Print Pvt Ltd." International Research Journal on Advanced Engineering and Management (IRJAEM) 2, no. 04 (2024): 634–38. http://dx.doi.org/10.47392/irjaem.2024.0087.

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The major objective of this study is to analyses and understand the impact of leverage on the profitability of the firm. This study investigates the relationship between the leverage (financial leverage, operating leverage and combined leverage) and the earning per share. And it aims to describe how the earning capacity of the firm is influenced by the fixed operating costs and the fixed financial charges. Leverage analysis is an important tool in the business. Though leverage analysis firm can analyses the impact of fixed cost. Data is retrieved from the financial statements of the company fo
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Xie, Ru, Binru Zhao, Steven Ongena, and David P. Newton. "Leveraged loans: is high leverage risk priced in." International Journal of Banking, Accounting and Finance 15, no. 1/2 (2025): 120. https://doi.org/10.1504/ijbaaf.2025.10071341.

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Newton, David P., Steven Ongena, Ru Xie, and Binru Zhao. "Leveraged loans: is high leverage risk priced in." International Journal of Banking, Accounting and Finance 15, no. 1/2 (2025): 120–38. https://doi.org/10.1504/ijbaaf.2025.146550.

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Meero, Abdelrhman Ahmad. "Determinants of Capital Structure in Bahrain Stock Market." International Finance and Banking 3, no. 2 (2016): 177. http://dx.doi.org/10.5296/ifb.v3i2.10351.

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The aim of this paper is to examine the determinants of capital structure (profitability, size, risk and growth). The sample is composed of 39 Bahraini firms listed in Bahrain Stock Market. The study covered the period 2011-2015. Correlation and regression analysis have been used to identify the relationship between the capital structure determinants and debt leverages (book leverage and market leverage). Correlation analysis aims to identify this relationship at market level and at sectorial level. Regression analysis objective is to anticipate the models characterizing the relationships betw
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Hens, Thorsten, and Sven C. Steude. "The leverage effect without leverage." Finance Research Letters 6, no. 2 (2009): 83–94. http://dx.doi.org/10.1016/j.frl.2009.01.002.

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LU, ZHONGJIN, and ZHONGLING QIN. "Leveraged Funds and the Shadow Cost of Leverage Constraints." Journal of Finance 76, no. 3 (2021): 1295–338. http://dx.doi.org/10.1111/jofi.13012.

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Leung, Tim, and Marco Santoli. "Leveraged exchange-traded funds: admissible leverage and risk horizon." Journal of Investment Strategies 2, no. 1 (2012): 39–61. http://dx.doi.org/10.21314/jois.2012.013.

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Crouse, Matthew S. "Averting Disaster: Leverage Limits for Single-Stock Leveraged ETFs." Journal of Mathematical Finance 12, no. 04 (2022): 629–45. http://dx.doi.org/10.4236/jmf.2022.124033.

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Dissertations / Theses on the topic "And Leverage"

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Mlynarczyk, Wiktor, and Erik Holm. "What are the main drivers of leverage in leveraged buyouts?" Thesis, KTH, Industriell ekonomi och organisation (Inst.), 2013. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-171405.

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This paper examines the main drivers of leverage in leveraged buyouts, and provides an explanation for the significant decrease in leverage in the aftermath of the financial crisis. We test market-varying factors by regressing leverage measures on potential drivers and find that leverage is largely driven by debt market conditions and private equity market activity. In particular, we argue that liquid debt markets impact buyout leverage more than other macro-factors, such as future view on equity markets and interest rates. Private equity market activity being a driver implies that leverage in
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Gogia, Arjun. "Is the Leverage Effect Caused by Leverage?" Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for industriell økonomi og teknologiledelse, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-21062.

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Asymmetric equity volatility is crucial for many financial applications and has in the last few decades become a focus and an important research area in empirical studies. The term leverage effect refers to the observed relationship between returns and volatility. The volatility is known to increase when the market and the stock prices experience a fall. One possible explanation for this phenomenon is based on financial leverage, where a fall in the market value of a firm’s equity makes a firm more levered, resulting in an increase in the stock return volatility. The main objective in this stu
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Giroud, Xavier, Holger M. Mueller, Alex Stomper, and Arne Westerkamp. "Snow and leverage." Oxford University Press, 2012. http://epub.wu.ac.at/3506/1/Snow_Complete.pdf.

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Using a sample of highly (over-)leveraged Austrian ski hotels undergoing debt restructurings, we show that reducing a debt overhang leads to a significant improvement in operating performance (return on assets, net profit margin). In particular, a reduction in leverage leads to a decrease in overhead costs, wages, and input costs, and to an increase in sales. Changes in leverage in the debt restructurings are instrumented with Unexpected Snow, which captures the extent to which a ski hotel experienced unusually good or bad snow conditions prior to the debt restructuring. Effectively, Un
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Gille, Evelina, and Josefine Karlsson. "What determines leverage in leveraged buyouts? : A study of debt levels in European LBOs." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-388942.

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This paper examines the main drivers of leverage levels in private equity-sponsored leveraged buyouts (LBOs). In order to find out what drives LBO leverage, we analyse deal financing of 71 European LBO deals completed between 2005 and 2015. By conducting univariate t-test and multiple regression analysis, we analyse the predictive power of a number of classical capital structure determinants (i.e. firm-specific factors) on levels of debt financing in LBOs. In addition, the state of the credit market is considered as a potential determinant of LBO leverage. We find that credit market conditions
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Wojtek, Andrew Ilias. "The Optimization of Leveraged Buyout Financing Structures." St. Gallen, 2009. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05612577001/$FILE/05612577001.pdf.

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Cheung, Sunny. "How companies can leverage crowdsourcing." Thesis, Massachusetts Institute of Technology, 2012. http://hdl.handle.net/1721.1/70819.

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Thesis (S.M. in Engineering and Management)--Massachusetts Institute of Technology, Engineering Systems Division, 2012.<br>Cataloged from PDF version of thesis.<br>Includes bibliographical references (p. 63-66).<br>Crowdsourcing is an increasingly popular phenomenon where companies solicit the help of the public in helping accomplish some of the activities commonly performed by employees or contractors. These activities can range from solving scientific problems that baffle the in-house experts to repetitive and boring tasks that are deemed too mundane for the employees. Other activities inclu
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Rayan, Kuben. "Financial leverage and firm value." Diss., University of Pretoria, 2008. http://hdl.handle.net/2263/23237.

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The capital structure debate has been live for decades, with the key point of contention for many researchers being whether capital structure positively or negatively impacts firm value. Much of the literature on this question takes its departure from the seminal writings of Modigliani and Miller (1958) and their Theorem of Irrelevance. Many researchers have subsequently argued their case for and against the optimal value capital structure. The purpose of this research is to evaluate whether in a South African context an increase in financial leverage positively or negatively impacts firm valu
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Yang, David Cherngchiun. "Leverage, Derivatives, and Asset Markets." Thesis, Harvard University, 2015. http://nrs.harvard.edu/urn-3:HUL.InstRepos:17467294.

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This dissertation consists of three independent essays on the relationship between leverage, derivatives (especially, option securities), and asset markets. Chapter 1, "Does the Tail Wag the Dog? How Options Affect Stock Price Dynamics," demonstrates empirically that the existence and trading of financial options affects the price movements of their underlying assets, due to the implicit leverage in options and the hedging behavior of options sellers. These empirical results contrast with classical asset pricing where options instead derive their value from their underlying assets. Chapter 2,
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Alnamlah, Abdullah Khaled. "Corporate Leverage, Constraints, and Compliance." ScholarWorks@UNO, 2019. https://scholarworks.uno.edu/td/2660.

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The first chapter evaluates the zero-leverage effect on firms' financial constraints. Moreover, using investment- and cash-to-cash-flow sensitivities as financial constraint indicators, the results suggest that unleveraged firms are expected to face lower constraints relative to leveraged firms. Lastly, the results indicate that the zero-leverage effect on firms’ financial constraints is more likely stronger for smaller firms, zero-dividend firms, firms with lower proportions of tangible assets, and growth firms. The second chapter develops a new quantitative measure that reflects the extent t
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Tasca, Paolo <1976&gt. "Diversification, leverage and systemic risk." Doctoral thesis, Università Ca' Foscari Venezia, 2012. http://hdl.handle.net/10579/1188.

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The Thesis investigates from a theoretical perspective the relationship between leverage, diversification and systemic risk. Moving from the folk wisdom that asset diversification enhances financial stability by dispersing credit risks, we contribute to the debate shedding light on a critical facet of this strategy. First a representative leveraged investor is considered. Under the standard framework of asset pricing theory in a frictionless, arbitrage-free and complete market, we show that maximum diversification may increase the default risk. Then, we consider a financial system of interconn
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Books on the topic "And Leverage"

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Lund, Gerald N. Leverage point. Deseret Book Co., 1985.

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Board, Conference. Competitive Leverage. s.n, 1985.

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1924-, Bailey Earl L., ed. Competitive leverage. Conference Board, 1985.

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Sinha, Sandip. CORPORATE LEVERAGE - REVISITED. 3rd ed. www.pothi.com, 2010.

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Bambrick-Santoyo, Paul, and Doug Lemov. Leverage Leadership 2.0. John Wiley & Sons, Inc., 2018. http://dx.doi.org/10.1002/9781119548539.

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Giroud, Xavier. Snow and leverage. National Bureau of Economic Research, 2010.

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Ang, Andrew. Hedge fund leverage. National Bureau of Economic Research, 2011.

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Mathewson, G. Frank. Tied sales and leverage. Dept. of Economics and Institute for Policy Analysis, University of Toronto, 1991.

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J, Frydl Edward, and Federal Reserve Bank of New York., eds. Studies on corporate leverage. Federal Reserve Bank of New York, 1990.

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McGuire, Patrick M. Estimating hedge fund leverage. Bank for International Settlements, 2008.

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Book chapters on the topic "And Leverage"

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Laverack, Glenn. "Leverage." In A–Z of Health Promotion. Macmillan Education UK, 2014. http://dx.doi.org/10.1007/978-1-137-35049-7_43.

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Morwick, Jason, Robyn Bews, Emily Klein, and Tim Lorman. "Leverage." In Workshift. Palgrave Macmillan US, 2013. http://dx.doi.org/10.1057/9781137337474_9.

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Dierickx, Constance. "Leverage." In High-Stakes Leadership. Routledge, 2017. http://dx.doi.org/10.4324/9781315109749-11.

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Zhan, Zhimin. "Leverage Programming." In Selenium WebDriver Recipes in C#. Apress, 2015. http://dx.doi.org/10.1007/978-1-4842-1742-9_20.

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Zumbach, Gilles. "Leverage Effect." In Springer Finance. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-31742-2_14.

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Marcinek, Andrew. "Leverage Nostalgia." In Teaching Digital Kindness. Routledge, 2023. http://dx.doi.org/10.4324/9781003301325-5.

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Aalders, Albert Ferdinand. "Ecosystem Leverage." In Cultivating Organizational Excellence. Springer Nature Switzerland, 2023. http://dx.doi.org/10.1007/978-3-031-26289-0_7.

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Whitman, David L., and Ronald E. Terry. "Financial Leverage." In Fundamentals of Engineering Economics and Decision Analysis. Springer International Publishing, 2012. http://dx.doi.org/10.1007/978-3-031-79348-6_7.

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Lee, Li Way, and Aaron Keathley. "Fragility: Leverage." In 45 Conversations About Behavioral Economics. Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-05046-6_6.

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Schulenkorf, Nico, Katie Schlenker, Hussain Rammal, Jon Welty Peachey, and Ashlee Morgan. "Event leverage." In Managing and Leveraging Events. Routledge, 2021. http://dx.doi.org/10.4324/9781003002772-4.

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Conference papers on the topic "And Leverage"

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Sottet, Jean-Sébastien, Pierre Brimont, Cedric Pruski, and Faima Abbasi. "How to Leverage Digital Twin for System Design?" In 13th International Conference on Model-Based Software and Systems Engineering. SCITEPRESS - Science and Technology Publications, 2025. https://doi.org/10.5220/0013359700003896.

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Campioni, Lorenzo, Jan Nilsson, Anders Hansson, Ulf Sterner, Maggie Breedy, and Niranjan Suri. "Extending the Anglova Scenario to Leverage Wideband Waveforms." In 2025 International Conference on Military Communication and Information Systems (ICMCIS). IEEE, 2025. https://doi.org/10.1109/icmcis64378.2025.11047632.

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Vincent, Nicholas, Hanlin Li, Nicole Tilly, Stevie Chancellor, and Brent Hecht. "Data Leverage." In FAccT '21: 2021 ACM Conference on Fairness, Accountability, and Transparency. ACM, 2021. http://dx.doi.org/10.1145/3442188.3445885.

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Koch, Freja, and Pat Kava. "Leverage your transformative technology support." In the 25th annual ACM SIGUCCS conference. ACM Press, 1997. http://dx.doi.org/10.1145/266064.266122.

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Lawrence, Andrea W. "SIGCSE plus you equals leverage." In the 45th ACM technical symposium. ACM Press, 2014. http://dx.doi.org/10.1145/2538862.2554796.

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Grandvalet, Y. "Bagging down-weights leverage points." In Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks. IJCNN 2000. Neural Computing: New Challenges and Perspectives for the New Millennium. IEEE, 2000. http://dx.doi.org/10.1109/ijcnn.2000.860821.

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Papailiopoulos, Dimitris, Anastasios Kyrillidis, and Christos Boutsidis. "Provable deterministic leverage score sampling." In KDD '14: The 20th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. ACM, 2014. http://dx.doi.org/10.1145/2623330.2623698.

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Marszalek, Jakub, and Pawel Sekula. "Financial leverage - The investor's perspective." In The 6th International Scientific Conference "Business and Management 2010". Vilnius Gediminas Technical University Publishing House Technika, 2010. http://dx.doi.org/10.3846/bm.2010.017.

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Muller, Marcel, Daniel Behnke, Patrick-Benjamin Bok, Christoph Kottke, Kai Lennert Bober, and Volker Jungnickel. "Leverage LiFi in Smart Manufacturing." In 2020 IEEE Globecom Workshops (GC Wkshps). IEEE, 2020. http://dx.doi.org/10.1109/gcwkshps50303.2020.9367446.

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Aparicio, Manuela, and Carlos J. Costa. "Macroeconomics leverage trough open source." In the Workshop. ACM Press, 2012. http://dx.doi.org/10.1145/2316936.2316941.

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Reports on the topic "And Leverage"

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Santos, Tano, and Pietro Veronesi. Leverage. National Bureau of Economic Research, 2016. http://dx.doi.org/10.3386/w22905.

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Frazzini, Andrea, and Lasse Pedersen. Embedded Leverage. National Bureau of Economic Research, 2012. http://dx.doi.org/10.3386/w18558.

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Giroud, Xavier, Holger Mueller, Alex Stomper, and Arne Westerkamp. Snow and Leverage. National Bureau of Economic Research, 2010. http://dx.doi.org/10.3386/w16497.

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Ang, Andrew, Sergiy Gorovyy, and Gregory van Inwegen. Hedge Fund Leverage. National Bureau of Economic Research, 2011. http://dx.doi.org/10.3386/w16801.

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DeMarzo, Peter, and Zhiguo He. Leverage Dynamics without Commitment. National Bureau of Economic Research, 2016. http://dx.doi.org/10.3386/w22799.

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D’Acunto, Francesco, Ryan Liu, Carolin Pflueger, and Michael Weber. Flexible Prices and Leverage. National Bureau of Economic Research, 2017. http://dx.doi.org/10.3386/w23066.

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Lees, Matthew. Leverage Software’s CommunityConnect Platform. Patricia Seybold Group, 2007. http://dx.doi.org/10.1571/pr06-21-07cc.

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DeAngelo, Harry, Andrei Gonçalves, and René Stulz. Leverage and Cash Dynamics. National Bureau of Economic Research, 2021. http://dx.doi.org/10.3386/w28970.

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Gorton, Gary, Elizabeth Klee, Chase Ross, Sharon Ross, and Alexandros Vardoulakis. Leverage and Stablecoin Pegs. National Bureau of Economic Research, 2022. http://dx.doi.org/10.3386/w30796.

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Lang, Larry, Eli Ofek, and Rene Stulz. Leverage, Investment, and Firm Growth. National Bureau of Economic Research, 1995. http://dx.doi.org/10.3386/w5165.

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