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Evolution et sensibilité des stock-options : cas du marché français

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Author Info
Abdelaziz Elmarzougui
Abstract

This paper studies the evolution and incentive effects of the stock-options allotted to the top-managers of the CAC40’s 18 large companies between 1994 and 2003. A database linked to 184 plans of stock-options is used. Three periods of analysis were considered: before, during and after the financial bubble of the 1990’s end. Our results show that the stock-options in France evolved in a spectacular way between 1994 and 2003. Their values were closely related to the stock prices and strike variations. Moreover, we find that the stock-options sensitivity to volatility is more significant during the bubble than before or after. Thus the incentives created by the stock-options are not monotonous, they are a function of the market trends.

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Paper provided by University of Paris West - Nanterre la Défense, EconomiX in its series EconomiX Working Papers with number 2006-8.

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Length: 14 pages
Date of creation: 2006
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Handle: RePEc:drm:wpaper:2006-8

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Find related papers by JEL classification:
J33 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Compensation Packages; Payment Methods
G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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