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Estimation of Employee Stock Option Exercise Rates and Firm Cost
16 references·0 citing·41 second hop
Estimation of Employee Stock Option Exercise Rates and Firm Cost (2012)Estimation of Employee Stock Option Exerc…What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation (2009)What Drives the Disposition E…The Age of Reason: Financial Decisions over the Life Cycle and Implications for Regulation (2009)The Age of Reason: Financial …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Theory of rational option pricing (2005)Theory of rational option pri…Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Cluster-Sample Methods in Applied Econometrics (2003)Cluster-Sample Methods in App…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Boys will be Boys: Gender, Ov…The incidental parameter problem since 1948 (2000)The incidental parameter prob…On Default Correlation (2000)On Default CorrelationModeling Term Structures of Defaultable Bonds (1999)Modeling Term Structures of D…Numerical Methods in Economics (1998)Numerical Methods in EconomicsPortfolio Considerations in Valuing Executive Compensation (1991)Portfolio Considerations in V…Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)The Determinants of Credit Spread Changes (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Default Risk in Equity Returns (2004)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Theory of Rational Option Pricing (1973)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)An Introduction to Copulas (1999)Credit Risk: Modeling, Valuation and Hedging (2004)Copula Modeling: An Introduction for Practitioners (2007)Quantitative Risk Management (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)The Econometrics of Financial Markets (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Judgment under Uncertainty: Heuristics and Biases (1975)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Gender Differences in Preferences (2009)Women in the boardroom and their impact on governance and performance☆ (2009)Strategic Asset Allocation (2002)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2001Boys will be Boys: Gender, Overconfidence, and Common Stock Investment5,215 cited
  • 2003Monte Carlo Methods in Financial Engineering3,818 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 1998Numerical Methods in Economics2,587 cited
  • 1999Modeling Term Structures of Defaultable Bonds2,547 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2000On Default Correlation1,257 cited
  • 2003Cluster-Sample Methods in Applied Econometrics1,219 cited
  • 2000The incidental parameter problem since 19481,128 cited
  • 1987Efficient Analytic Approximation of American Option Values1,128 cited
  • 1991Portfolio Considerations in Valuing Executive Compensation844 cited
  • 2009The Age of Reason: Financial Decisions over the Life Cycle and Implications for Regulation843 cited

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2009
What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
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