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Should We Fear Derivatives?
16 references·1 citing·40 second hop
Should We Fear Derivatives? (2004)Should We Fear Derivatives?Theory of rational option pricing (2005)Theory of rational option pri…Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)Does Net Buying Pressure Affe…The new financial order: risk in the 21st century (2003)The new financial order: risk…International Evidence on Financial Derivatives Usage (2003)International Evidence on Fin…How much do firms hedge with derivatives? (2003)How much do firms hedge with …Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options (2003)Clearly Irrational Financial …Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage (2002)Does executive portfolio stru…Do Firms Hedge in Response to Tax Incentives? (2002)Do Firms Hedge in Response to…The Use of Foreign Currency Derivatives and Firm Market Value (2001)The Use of Foreign Currency D…The impact of derivatives on firm risk: An empirical examination of new derivative users (1999)The impact of derivatives on …Market Rewards Associated with Patterns of Increasing Earnings (1999)Market Rewards Associated wit…Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Who Manages Risk? An Empirica…Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms (1995)Wharton Survey of Derivatives…The Price Effect of Option Introduction (1989)The Price Effect of Option In…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Handbook of Islamic Banking (2007)Handbook of Islamic BankingEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)On the mechanics of economic development (1988)Social Capital in the Creation of Human Capital (2000)The Basic Analytics of Access to Financial Services (2007)Two Pillars of Asset Pricing (2014)Liquidity Trap and Excessive Leverage (2016)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)Limited-dependent and qualitative variables in econometrics (1983)The Determinants of Firms' Hedging Policies (1985)Managerial discretion and optimal financing policies (1990)Agency Costs, Risk Management, and Capital Structure (1998)The sensitivity of CEO wealth to equity risk: an analysis of the magnitude and determinants (1999)Founding family ownership and the agency cost of debt (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Limits of Arbitrage (1995)Demand-Based Option Pricing (2005)Liquidity and Asset Prices (2006)What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns? (2010)Corporate financing and investment decisions when firms have information that investors do not have (1984)Is cash negative debt? A hedging perspective on corporate financial policies (2007)Why do firms hold so much cash? A tax-based explanation (2007)Environmental risk management and the cost of capital (2008)Determinants of corporate borrowing (1977)The cost of capital, corporation finance and the theory of investment (2008)The Characteristics of Firms That Hire Chief Risk Officers (2010)Does Enterprise Risk Management Increase Firm Value? (2011)The Effects of Derivatives on Firm Risk and Value (2011)The Nature of the Firm (1937)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)ADRs, Analysts, and Accuracy: Does Cross Listing in the United States Improve a Firm's Information Environment and Increase Market Value? (2003)Artificial intelligence and business models in the sustainable development goals perspective: A systematic literature review (2020)Inferring the Cost of Capital Using the Ohlson–Juettner Model (2003)The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns (2017)Taming the Factor Zoo: A Test of New Factors (2020)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 1996Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry1,432 cited
  • 2001The Use of Foreign Currency Derivatives and Firm Market Value1,060 cited
  • 2004Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?991 cited
  • 2002Do Firms Hedge in Response to Tax Incentives?923 cited
  • 1999Market Rewards Associated with Patterns of Increasing Earnings909 cited
  • 2003How much do firms hedge with derivatives?611 cited
  • 2003The new financial order: risk in the 21st century471 cited
  • 1999The impact of derivatives on firm risk: An empirical examination of new derivative users410 cited
  • 1989The Price Effect of Option Introduction352 cited
  • 1995Wharton Survey of Derivatives Usage by U.S. Non-Financial Firms344 cited
  • 2003International Evidence on Financial Derivatives Usage285 cited
  • 2002Does executive portfolio structure affect risk management? CEO risk-taking incentives and corporate derivatives usage241 cited

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  • 2003Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options212 cited
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    • 2007Handbook of Islamic Banking21 cited