Works matching DE "STOCK options"
Results: 1378
Can the new model of shared property rights promote better corporate financial performance in China?
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- Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-024-00725-0
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Neural network learning of Black-Scholes equation for option pricing.
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- Neural Computing & Applications, 2025, v. 37, n. 4, p. 2357, doi. 10.1007/s00521-024-10761-7
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On the Consistency of Option Pricing Model with a General Equilibrium Framework.
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- Journal of Systems Science & Information, 2007, v. 5, n. 1, p. 71
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Setting the Optimal Exercise Prices of Executive Stock Options.
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- Journal of Systems Science & Information, 2004, v. 2, n. 1, p. 83
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THE USE OF STOCK OPTIONS AND RETIREMENT PLANS TO RETAIN NON-EXECUTIVE EMPLOYEES.
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- Corporate Ownership & Control, 2010, v. 7, n. 3, p. 57
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NEWS INSIGHTS ON EXECUTIVE COMPENSATION.
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- Corporate Ownership & Control, 2010, v. 7, n. 3, p. 8
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STOCK INCENTIVE PLANS IN EUROPE: EMPIRICAL EVIDENCE AND DESIGN IMPLICATIONS.
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- Corporate Ownership & Control, 2007, v. 4, n. 4, p. 56
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OWNERSHIP STRUCTURE AND OPERATING PERFORMANCE CHANGES SURROUNDING STOCK OPTION ADOPTIONS: EVIDENCE FROM JAPAN.
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- Corporate Ownership & Control, 2006, v. 4, n. 2, p. 10
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EMPLOYEE STOCK OPTION EXERCISES - AN INTERNATIONAL ANALYSIS.
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- Corporate Ownership & Control, 2006, v. 3, n. 3, p. 49
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STOCK OPTION PLANS FOR CEO COMPENSATION.
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- Corporate Ownership & Control, 2005, v. 3, n. 1, p. 88
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EXECUTIVE STOCK OPTIONS: PREUMINARY AUSTRALIAN EVIDENCE OF SHAREHOLDER WEALTH EFFECTS OF PRE-EFFORT CONTRACTING.
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- Corporate Ownership & Control, 2005, v. 2, n. 3, p. 94
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- Article
CEO COMPENSATION AND SUBSEQUENT FIRM PERFORMANCE: AN EMPIRICAL INVESTIGATION.
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- Corporate Ownership & Control, 2004, v. 2, n. 1, p. 86
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THE INCENTIVES OF AUSTRALIAN COMPANIES TO UTILIZE EXECUTIVE STOCK OPTION PLANS.
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- Corporate Ownership & Control, 2004, v. 1, n. 2, p. 137
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MANAGING R&D AS A STRATEGIC OPTION.
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- Research Technology Management, 2007, v. 50, n. 2, p. 41, doi. 10.1080/08956308.2007.11657429
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GO WEST AGAIN?
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- Research Technology Management, 2003, v. 46, n. 6, p. 11
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Corporate R&D in the Age of E-Commerce.
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- Research Technology Management, 2000, v. 43, n. 6, p. 16, doi. 10.1080/08956308.2000.11671387
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The Role of Managerial Stock Option Programs in Governance: Evidence from REIT Stock Repurchases.
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- Real Estate Economics, 2010, v. 38, n. 1, p. 31, doi. 10.1111/j.1540-6229.2009.00251.x
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An Analysis of REIT CEO Stock-Based Compensation.
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- Real Estate Economics, 2005, v. 33, n. 1, p. 189, doi. 10.1111/j.1080-8620.2005.00116.x
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A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns.
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- Journal of Behavioral Finance, 2021, v. 22, n. 4, p. 420, doi. 10.1080/15427560.2020.1792910
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Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment.
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- Journal of Behavioral Finance, 2019, v. 20, n. 4, p. 385, doi. 10.1080/15427560.2018.1511792
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Editorial Commentary: Corporate Governance: Incentive, Conflict of Interest and Bias.
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- Journal of Behavioral Finance, 2005, v. 6, n. 1, p. 2, doi. 10.1207/s15427579jpfm0601_1
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Before Selling Your Agency.
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- Public Relations Tactics, 2017, v. 24, n. 6, p. 3
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- Article
The productivity effects of stock option schemes: evidence from Finnish panel data.
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- Journal of Productivity Analysis, 2010, v. 33, n. 1, p. 67, doi. 10.1007/s11123-009-0146-6
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CEO stock option pay and risk‐taking investment in the hospitality industry: The moderating effects of situational factors.
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- International Journal of Tourism Research, 2024, v. 26, n. 4, p. 1, doi. 10.1002/jtr.2666
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Predicting the Investment Decisions of Managers Under the Influence of Stock Option Incentives.
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- Journal of Management Research (09725814), 2009, v. 9, n. 3, p. 133
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Efficient pricing and calibration of high-dimensional basket options.
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- International Journal of Computer Mathematics, 2024, v. 101, n. 8, p. 865, doi. 10.1080/00207160.2023.2266051
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Top Executive Pay in the United Kingdom: A Corporate Governance Dilemma.
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- International Journal of the Economics of Business, 1999, v. 6, n. 2, p. 223, doi. 10.1080/13571519984241
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Restricted Stock versus Stock Options: The Case of Jones Apparel Group, Inc.
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- Issues in Accounting Education, 2006, v. 21, n. 4, p. 449, doi. 10.2308/iace.2006.21.4.449
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Cendant Corp.: A Case Study Examining the Compensation and Accounting Issues Involved in a Stock-Option Repricing Program.
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- Issues in Accounting Education, 2001, v. 16, n. 3, p. 409, doi. 10.2308/iace.2001.16.3.409
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Executive stock options, informative stock prices and innovation.
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- Economic Research-Ekonomska Istrazivanja, 2022, v. 35, n. 1, p. 6233, doi. 10.1080/1331677X.2022.2048192
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Special issue on Stochastic Models, Statistics and Finance: Guest Editor's Introduction.
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- Canadian Journal of Statistics, 2020, v. 48, n. 1, p. 4, doi. 10.1002/cjs.11539
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The Optimal Total Costs for Writing a Straddle.
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- International Journal of Business & Economics, 2012, v. 11, n. 1, p. 13
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Independent legal directors' attitudes toward bank CEO stock option awards.
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- European Journal of Law & Economics, 2024, v. 58, n. 1, p. 149, doi. 10.1007/s10657-024-09807-x
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The role of fleeting orders on option expiration days.
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- Quantitative Finance, 2023, v. 23, n. 10, p. 1511, doi. 10.1080/14697688.2023.2229375
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A data-driven deep learning approach for options market making.
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- Quantitative Finance, 2023, v. 23, n. 5, p. 777, doi. 10.1080/14697688.2023.2186257
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Empirical deep hedging.
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- Quantitative Finance, 2023, v. 23, n. 1, p. 111, doi. 10.1080/14697688.2022.2136037
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The limitations of estimating implied densities from option prices.
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- Quantitative Finance, 2021, v. 21, n. 11, p. 1885, doi. 10.1080/14697688.2020.1840614
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Implied volatility sentiment: a tale of two tails.
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- Quantitative Finance, 2020, v. 20, n. 5, p. 823, doi. 10.1080/14697688.2019.1696018
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Option overlay strategies.
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- Quantitative Finance, 2015, v. 15, n. 7, p. 1175, doi. 10.1080/14697688.2014.989898
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Option pricing and Greeks via a moving least square meshfree method.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1753, doi. 10.1080/14697688.2013.845686
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Estimation of risk-neutral measures using quartic B-spline cumulative distribution functions with power tails.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1857, doi. 10.1080/14697688.2012.742202
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Comparison of methods to estimate option implied risk-neutral densities.
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- Quantitative Finance, 2014, v. 14, n. 10, p. 1839, doi. 10.1080/14697688.2011.606823
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Two stock options at the races: Black–Scholes forecasts.
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- Quantitative Finance, 2012, v. 12, n. 9, p. 1325, doi. 10.1080/14697688.2011.591423
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THE ELEVENTH CIRCUIT HOLDS THAT EXERCISING A STOCK OPTION CONSTITUTES A COMPENSATORY TRANSFER OF PROPERTY UNDER CODE SECTION 83.
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- Journal of Business & Accounting, 2014, v. 7, n. 1, p. 77
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Option trading and returns versus the 52‐week high and low.
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- Financial Review, 2022, v. 57, n. 3, p. 691, doi. 10.1111/fire.12310
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'I Do': Does Marital Status Affect How Much CEOs 'Do'?
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- Financial Review, 2015, v. 50, n. 1, p. 57, doi. 10.1111/fire.12060
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Repricing and Executive Turnover.
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- Financial Review, 2007, v. 42, n. 1, p. 121, doi. 10.1111/j.1540-6288.2007.00164.x
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The Subjective Valuation of Indexed Stock Options and Their Incentive Effects.
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- Financial Review, 2006, v. 41, n. 2, p. 205, doi. 10.1111/j.1540-6288.2006.00139.x
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The Effect of Managerial Incentives to Bear Risk on Corporate Capital Structure and R&D Investment.
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- Financial Review, 2003, v. 38, n. 1, p. 77, doi. 10.1111/1540-6288.00036
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Determining the implied volatility for American options using the QAM.
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- Financial Review, 1998, v. 33, n. 1, p. 119, doi. 10.1111/j.1540-6288.1998.tb01611.x
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- Article