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Stocking up : executive optimism, option exercise, and share retention
Sen, Rik; Tumarkin, Robert - In: Journal of financial economics 118 (2015) 2, pp. 399-430
Persistent link: https://www.econbiz.de/10011480523
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Executive stock options : a managerial cognition perspective
Tangpong, Chanchai; Lehmberg, Dereck; Pillai, Rajani Ganesh - In: Emotion, cognition, and their marvellous interplay in …, (pp. 162-185). 2021
Persistent link: https://www.econbiz.de/10012596494
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Predicting volatility of stock indexes for option pricing on a small security market
Berglund, Tom; Hedvall, Kaj; Liljeblom, Eva - 1990
Persistent link: https://www.econbiz.de/10000816312
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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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The value of multivariate model sophistication : an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2012
Persistent link: https://www.econbiz.de/10009504643
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The value of multivariate model sophistication : an application to pricing Dow Jones industrial average options
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2012
Persistent link: https://www.econbiz.de/10009485768
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Impact of macroeconomic announcements on implied volatility slope of SPX options and VIX
Onan, Mustafa; Altay-Salih, Aslihan; Yasar, Burze - In: Finance research letters 11 (2014) 4, pp. 454-462
Persistent link: https://www.econbiz.de/10011300430
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Modeling and predicting the market volatility index : the case of VKOSPI
Han, Heejoon; Kutan, Ali Mustafa; Ryu, Doojin - 2015
The KOSPI 200 options are one of the most actively traded derivatives in the world. This paper empirically examines (a) the statistical properties of the Korea's representative implied volatility index (VKOSPI) derived from the KOSPI 200 options and (b) macroeconomic and financial variables that...
Persistent link: https://www.econbiz.de/10010478493
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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles - In: International journal of forecasting 28 (2012) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744