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Executives out-of-the-money : the impact of underwater stock options on voluntary turnover
Dunford, Benjamin B. - 2004
Persistent link: https://www.econbiz.de/10003776828
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Three essays on executive compensation, mergers and acquisitions, and index changes
Cai, Jie - 2005
Persistent link: https://www.econbiz.de/10003952815
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Investor expectations of volatility increases around large stock splits as implied in call option premia
Klein, Linda S.; Peterson, David R. - In: The journal of financial research 11 (1988) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10003602801
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The forecasting performance of stock options prices in a thin market
Gemmill, Gordon; Dickins, Paul - 1984
Persistent link: https://www.econbiz.de/10003557534
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A model of stock option prices
Yang, Zhongjin; Yang, Cassidy - In: International journal of financial markets and derivatives 2 (2011) 4, pp. 288-297
Persistent link: https://www.econbiz.de/10009528840
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Executive stock option pricing in China under stochastic volatility
Chong, Terence Tai-Leung; Ding, Yue; Li, Yong - In: The journal of futures markets 35 (2015) 10, pp. 953-960
Persistent link: https://www.econbiz.de/10011392713
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - 2015 - Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - In: International journal of financial engineering 2 (2015) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
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A framework for extracting the probability of default from stock option prices
Takeyama, Azusa; Constantinou, Nick; Vinogradov, Dmitri V. - 2012
Persistent link: https://www.econbiz.de/10009660069