Black-Scholes-Merton, liquidity, and the valuation of executive stock options

von Chance, Don M.
Veröffentlicht in Issues in corporate governance and finance (2007)

The tradeoff between compensation and incentives in executive stock options

von Chance, Don M.
Veröffentlicht in The quarterly journal of finance (2011)

The price-taker effect on the valuation of executive stock options

von Yang, Tung-hsiao
Veröffentlicht in The journal of financial research (2014)

Earnings management, institutional shareholdings, and performan of SEO firms

von Yang, Wen-ben
Veröffentlicht in Managerial finance (2013)

The long-run performance of cross-border acquirers : an analysis of synergy sources

von Hsu, Junming
Veröffentlicht in Journal of multinational financial management (2021)

Experimental evidence on portfolio size and diversification : human biases in naïve security selection and portfolio construction

von Chance, Don M.
Veröffentlicht in The financial review (2011)

Firm's motives behind SEOs, earnings management, and performance

von Yang, Tung-Hsiao
Veröffentlicht in International review of economics & finance (2016)

SEO firms' lottery-like characteristics, institutional ownership, and long-run performance

von Hsu, Junming
Veröffentlicht in Journal of business research (2016)

Herd behavior and idiosyncratic volatility

von Huang, Teng-Ching
Veröffentlicht in Journal of business research (2015)

The role of the board and the audit committee in corporate risk management

von Tai, Vivian W.
Veröffentlicht in The North American journal of economics and finance (2020)

CEO stock-based incentive compensation and firm performance : a quantile regression approach

von Li, Ming-yuan Leon
Veröffentlicht in Journal of international financial management and accounting (2015)

Do real estate stocks hedge inflation in the long run? : evidence from three East Asian emerging markets

Veröffentlicht in Journal of real estate literature (2011)

Evaluation of conducting capital structure arbitrage using the multi-period extended Geske-Johnson model

Veröffentlicht in Review of quantitative finance and accounting (2015)