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Antoni Vaello-Sebastià Sr.

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This is information that was supplied by Antoni Vaello-Sebastià in registering through RePEc. If you are Antoni Vaello-Sebastià Sr., you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Antoni
Middle Name:
Last Name: Vaello-Sebastià
Suffix: Sr.

RePEc Short-ID: pva449

Email:
Homepage:
Postal Address: Dept. Economia de la Empresa Edif. Melchor de Jovellanos Universitat de les Illes Balears Crtra. Valldemossa, km. 7.5 07122 - Palma de Mallorca - Illes Balears Spain
Phone: (+34) 971 17 2024

Affiliation

Departament d'Economía de l'Empresa
Facultat de Ciències Econòmiques i Empresarials
Universitat de les Illes Balears
Location: Palma de Mallorca, Spain
Homepage: http://www.uib.es/depart/deeweb/
Email:
Phone: +34-71-173000
Fax: +34-71-173426
Postal: Edifici Mateu Orfila., Carretera de Valldemossa, Km. 7.5., 07071 Palma de Mallorca
Handle: RePEc:edi:deuibes (more details at EDIRC)

Works

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Working papers

  1. Carmona, Julio & León, Ángel & Vaello-Sebastià, Antoni, 2012. "Executive Stock Options and Time Diversification," QM&ET Working Papers 12-16, Universidad de Alicante, Departamento de Métodos Cuantitativos y Teoría Económica.
  2. Carmona, Julio & León, Angel & Vaello-Sebastiá, Antoni, 2011. "Does Stock Return Predictability Affect ESO Fair Value?," QM&ET Working Papers 11-2, Universidad de Alicante, Departamento de Métodos Cuantitativos y Teoría Económica, revised 16 Jan 2012.

Articles

  1. Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2012. "Does stock return predictability affect ESO fair value?," European Journal of Operational Research, Elsevier, vol. 223(1), pages 188-202.
  2. Carmona, Julio & León, Angel & Vaello-Sebastià, Antoni, 2011. "Pricing executive stock options under employment shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 35(1), pages 97-114, January.
  3. León, Angel & Vaello-Sebastià, Antoni, 2010. "A simulation-based algorithm for American executive stock option valuation," Finance Research Letters, Elsevier, vol. 7(1), pages 14-23, March.
  4. Len, Angel & Vaello-Sebasti, Antoni, 2009. "American GARCH employee stock option valuation," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1129-1143, June.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report

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