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A comment of `Valuation of Executive Stock Options and the FASB Proposal'
4 references·16 citing·36 second hop
A comment of `Valuation of Executive Stock Options and the FASB Proposal' (1993)A comment of `Valuation of Executive Stoc…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Theory of Financial Decision Making. (1988)Theory of Financial Decision …Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options (1981)Equilibrium Warrant Pricing M…Option pricing when underlying stock returns are discontinuous (1976)Option pricing when underlyin…How Do Executives Exercise Their Stock Options?* (2020)How Do Executives Exercise Th…The Effect of Using a Lattice Model to Estimate Reported Option Values (2011)The Effect of Using a Lattice…Optimal exercise of executive stock options and implications for firm cost (2010)Optimal exercise of executive…Optimal Exercise of Executive Stock Options and Implications for Firm Cost (2008)Optimal Exercise of Executive…Lease Financing and Corporate Governance (2008)Lease Financing and Corporate…Accounting Choices and Director Interlocks: A Social Network Approach to the Voluntary Expensing of Stock Option Grants (2008)Accounting Choices and Direct…Analytic Pricing of Employee Stock Options (2007)Analytic Pricing of Employee …A general framework for evaluating executive stock options (2006)A general framework for evalu…Executive Stock and Option Valuation in a Two State-Variable Framework (2005)Executive Stock and Option Va…Valuing Employee Stock Options: Does the Model Matter? (2004)Valuing Employee Stock Option…The Implications of Firm and Individual Characteristics on CEO Pay (2004)The Implications of Firm and …Employee Stock Options, Residual Income Valuation and Stock Price Reaction to SFAS 123 Footnote Disclosures (2003)Employee Stock Options, Resid…The Valuation of Executive Stock Options in an Intensity-Based Framework (2000)The Valuation of Executive St…Top Executive Pay in the United Kingdom: A Corporate Governance Dilemma (1999)Top Executive Pay in the Unit…The rise and fall of executive share options in Britain (1999)The rise and fall of executiv…Companies' Modest Claims About the Value of CEO Stock Option Awards (1998)Companies' Modest Claims Abou…The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)EXECUTIVE PAY AND THE DISCLOSURE ENVIRONMENT: CANADIAN EVIDENCE (2001)Theory of rational option pricing (2005)Congressional Intervention in the Standard-Setting Process: An Analysis of the Stock Option Accounting Reform Act of 2004 (2007)CEO Pay, Managerial Power, and SFAS 123(R) (2012)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The impact of the market portfolio on the valuation, incentives and optimality of executive stock options (2005)Brownian Motion and Stochastic Calculus (2007)Risk aversion and block exercise of executive stock options (2008)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Accounting irregularities, management compensation structure and information asymmetry (2008)Management Fashion Pay-for-Performance for CEOs (2009)The use of nonfinancial performance measures in CEO bonus compensation (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Value of Waiting to Invest (1982)The Pricing of Options on Assets with Stochastic Volatilities (1987)The valuation of options for alternative stochastic processes (1976)Pricing Warrants: An Empirical Study of the Black-Scholes Model and Its Alternatives (1990)EFFECT OF RELATIVE DECISION MONITORING ON CHIEF EXECUTIVE COMPENSATION. (1992)Valuing executive stock options with endogenous departure (1995)The Mathematics of Financial Derivatives (1995)Methods of Mathematical Finance (1998)Stock options for undiversified executives (2002)Option pricing: A simplified approach (1979)Exercises of Executive Stock Options on the Vesting Date (2010)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)Out-of-the-Money CEOs: Private Control Premium and Option Exercises (2015)
this work references cited by second hop

References

  • 1976Option pricing when underlying stock returns are discontinuous5,965 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1981Equilibrium Warrant Pricing Models and Accounting for Executive Stock Options111 cited

Cited by

  • 2000The Valuation of Executive Stock Options in an Intensity-Based Framework93 cited
  • 2010Optimal exercise of executive stock options and implications for firm cost90 cited
  • 1999Top Executive Pay in the United Kingdom: A Corporate Governance Dilemma63 cited
  • 1998Companies' Modest Claims About the Value of CEO Stock Option Awards62 cited
  • 2007Analytic Pricing of Employee Stock Options58 cited
  • 2006A general framework for evaluating executive stock options55 cited
  • 2005Executive Stock and Option Valuation in a Two State-Variable Framework52 cited
  • 2004The Implications of Firm and Individual Characteristics on CEO Pay42 cited
  • 2004Valuing Employee Stock Options: Does the Model Matter?37 cited
  • 2008Accounting Choices and Director Interlocks: A Social Network Approach to the Voluntary Expensing of Stock Option Grants36 cited
  • 2008

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Lease Financing and Corporate Governance
36 cited
  • 2003Employee Stock Options, Residual Income Valuation and Stock Price Reaction to SFAS 123 Footnote Disclosures31 cited
  • 2008Optimal Exercise of Executive Stock Options and Implications for Firm Cost29 cited
  • 1999The rise and fall of executive share options in Britain26 cited
  • 2011The Effect of Using a Lattice Model to Estimate Reported Option Values24 cited
  • 2020How Do Executives Exercise Their Stock Options?*24 cited