Narrow search
Showing 1 - 10 of 290,454
Cover Image
How do quasi-random option grants affect CEO risk-taking?
Shue, Kelly; Townsend, Richard R. - 2017
Persistent link: https://www.econbiz.de/10011613468
Cover Image
How do quasi-random option grants affect CEO risk-taking?
Shue, Kelly; Townsend, Richard R. - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2551-2588
Persistent link: https://www.econbiz.de/10012160142
Cover Image
How Do Quasi-Random Option Grants Affect CEO Risk-Taking?
Shue, Kelly - 2017
We examine how an increase in stock option grants affects CEO risk-taking. The overall net effect of option grants is theoretically ambiguous for risk-averse CEOs. To overcome the endogeneity of option grants, we exploit institutional features of multi- year compensation plans, which generate...
Persistent link: https://www.econbiz.de/10012974660
Cover Image
How Do Quasi-Random Option Grants Affect CEO Risk-Taking?
Shue, Kelly - 2019
We examine how an increase in stock option grants affects CEO risk-taking. The overall net effect of option grants is theoretically ambiguous for risk-averse CEOs. To overcome the endogeneity of option grants, we exploit institutional features of multi-year compensation plans, which generate two...
Persistent link: https://www.econbiz.de/10012902373
Cover Image
How do Quasi-Random Option Grants Affect CEO Risk-Taking?
Shue, Kelly - 2017
We examine how an increase in stock option grants affects CEO risk-taking. The overall net effect of option grants is theoretically ambiguous for risk-averse CEOs. To overcome the endogeneity of option grants, we exploit institutional features of multi-year compensation plans, which generate two...
Persistent link: https://www.econbiz.de/10012455590
Cover Image
Idiosyncratic jump risk matters : evidence from equity returns and options
Bégin, Jean-François; Dorion, Christian; Gauthier, … - In: The review of financial studies 33 (2020) 1, pp. 155-211
Persistent link: https://www.econbiz.de/10012135546
Cover Image
Exploring return dynamics via corridor implied volatility
Andersen, Torben; Bondarenko, Oleg; Gonzalez-Perez, Maria T. - In: The review of financial studies 28 (2015) 10, pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
Cover Image
The joint cross section of stocks and options
An, Byeong-je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - 2013
Persistent link: https://www.econbiz.de/10010210735
Cover Image
Option return predictability
Zhan, Xintong; Han, Bing; Cao, Jie; Tong, Qing - In: The review of financial studies 35 (2022) 3, pp. 1394-1442
Persistent link: https://www.econbiz.de/10012878994
Cover Image
Disagreement in the equity options market and stock returns
Golez, Benjamin; Goyenko, Ruslan - In: The review of financial studies 35 (2022) 3, pp. 1443-1479
Persistent link: https://www.econbiz.de/10012878996