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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

Cross-sectional analysis of risk-neutral skewness

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - In: The journal of derivatives : the official publication … 16 (2008/09) 4, pp. 38-52

Persistent link: https://www.econbiz.de/10003862759

Liquidity and employee options : an empirical examination of the Microsoft experience

Chance, Don M. - In: The journal of corporate finance : contracting, … 15 (2009) 4, pp. 469-487

Persistent link: https://www.econbiz.de/10003871942

Price discovery in the US stock and stock options markets : a portfolio approach

Holowczak, Richard; Simaan, Yusif E.; Wu, Liuren - In: Review of derivatives research 9 (2006) 1, pp. 37-65

Persistent link: https://www.econbiz.de/10003441188

Does backdating explain the stock price pattern around executive stock option grants?

Heron, Randall A.; Lie, Erik - In: Journal of financial economics 83 (2007) 2, pp. 271-295

Persistent link: https://www.econbiz.de/10003425428

A matrix-based lattice model to value employee stock options

Bajaj, Mukesh; Mazumdar, Sumon C.; Surana, Rahul; Unni, … - In: The journal of derivatives : the official publication … 14 (2006) 1, pp. 9-26

Persistent link: https://www.econbiz.de/10003379099

Cross-sectional analysis of risk-neutral skewness

Taylor, Stephen; Yadav, Pradeep; Zhang, Yuanyuan - 2009

We investigate the association of various firm-specific and market-wide factors with the riskneutral skewness (RNS) implied by the prices of individual stock options. Our analysis covers 149 U.S. firms over a four-year period. Our choice of firms is based on adequate liquidity and trading...

Persistent link: https://www.econbiz.de/10003919376

Three essays on executive compensation, mergers and acquisitions, and index changes

Cai, Jie - 2005

Persistent link: https://www.econbiz.de/10003952815

Executive stock options: exercises and valuation

Klein, Daniel - 2010

Persistent link: https://www.econbiz.de/10008855946

Do lead-lag effects affect derivative pricing?

Korn, Olaf; Uhrig-Homburg, Marliese - In: The journal of derivatives : the official publication … 15 (2007) 1, pp. 34-51

Persistent link: https://www.econbiz.de/10003611417

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