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Valuing executive stock options with endogenous departure

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Cited by:

  1. Zhenxu Tong, 2010. "CEO Risk Incentives and Corporate Cash Holdings," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9‐10), pages 1248-1280, November.
  2. Manuel Ammann & Ralf Seiz, 2005. "An IFRS 2 and FASB 123 (R) Compatible Model for the Valuation of Employee Stock Options," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(4), pages 381-396, December.
  3. Philippe Desbrières, 2006. "Les normes comptables actuelles permettent-elles une comptabilisation des stock-options à leur juste valeur?," Working Papers CREGO 1061002, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  4. Ross A. Maller & Rosemary Tan & Mark Vyver, 2002. "How Might Companies Value ESOs?," Australian Accounting Review, CPA Australia, vol. 12(26), pages 11-24, March.
  5. Philip Brown & Alex Szimayer, 2008. "Valuing executive stock options: performance hurdles, early exercise and stochastic volatility," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 48(3), pages 363-389, September.
  6. Brookfield, David & Ormrod, Phillip, 2000. "Executive stock options: volatility, managerial decisions and agency costs," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 275-295, December.
  7. Wang, Xingchun, 2021. "The values and incentive effects of options on the maximum or the minimum of the stock prices and market index," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  8. Paul André & M. Martin Boyer & Robert Gagné, 2002. "Do CEOs Exercise Their Stock Options Earlier than Other Executives?," CIRANO Working Papers 2002s-71, CIRANO.
  9. Carpenter, Jennifer N., 1998. "The exercise and valuation of executive stock options," Journal of Financial Economics, Elsevier, vol. 48(2), pages 127-158, May.
  10. repec:dau:papers:123456789/13098 is not listed on IDEAS
  11. James Angel & Douglas McCabe, 2008. "The Ethics of Managerial Compensation: The Case of Executive Stock Options," Journal of Business Ethics, Springer, vol. 78(1), pages 225-235, March.
  12. Corrado, Charles J. & Jordan, Bradford D. & Miller, Thomas Jr. & Stansfield, John J., 2001. "Repricing and employee stock option valuation," Journal of Banking & Finance, Elsevier, vol. 25(6), pages 1059-1082, June.
  13. Lionel Martellini & Branko Urosevic, 2003. "On the valuation and incentive effects of executive cash bonus contracts," Economics Working Papers 784, Department of Economics and Business, Universitat Pompeu Fabra.
  14. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
  15. Chidambaran, N. K. & Prabhala, Nagpurnanand R., 2003. "Executive stock option repricing, internal governance mechanisms, and management turnover," Journal of Financial Economics, Elsevier, vol. 69(1), pages 153-189, July.
  16. Klein, Daniel, 2018. "Executive turnover and the valuation of stock options," Journal of Corporate Finance, Elsevier, vol. 48(C), pages 76-93.
  17. Brian A. Maris & Jo‐Mae Maris & Tyler T. Yang, 2003. "The Effect of Exercise Date Uncertainty on Employee Stock Option Value," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 30(5‐6), pages 669-698, June.
  18. Bryan, Stephen & Nash, Robert & Patel, Ajay, 2006. "Can the agency costs of debt and equity explain the changes in executive compensation during the 1990s?," Journal of Corporate Finance, Elsevier, vol. 12(3), pages 516-535, June.
  19. Aboody, David, 1996. "Market valuation of employee stock options," Journal of Accounting and Economics, Elsevier, vol. 22(1-3), pages 357-391, October.
  20. Carpenter, Jennifer N. & Stanton, Richard & Wallace, Nancy, 2010. "Optimal exercise of executive stock options and implications for firm cost," Journal of Financial Economics, Elsevier, vol. 98(2), pages 315-337, November.
  21. Terence Tai Leung Chong & Yue Ding & Yong Li, 2015. "Executive Stock Option Pricing in China Under Stochastic Volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(10), pages 953-960, October.
  22. repec:dau:papers:123456789/9550 is not listed on IDEAS
  23. Hemmer, Thomas & Matsunaga, Steve & Shevlin, Terry, 1996. "The influence of risk diversification on the early exercise of employee stock options by executive officers," Journal of Accounting and Economics, Elsevier, vol. 21(1), pages 45-68, February.
  24. John M. Abowd & David S. Kaplan, 1999. "Executive Compensation: Six Questions That Need Answering," Journal of Economic Perspectives, American Economic Association, vol. 13(4), pages 145-168, Fall.
  25. Kimura, Toshikazu, 2010. "Valuing executive stock options: A quadratic approximation," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1368-1379, December.
  26. Stefan Winter, 1998. "Zur Eignung von Aktienoptionsplänen als Motivationsinstrument für Manager," Schmalenbach Journal of Business Research, Springer, vol. 50(12), pages 1120-1142, December.
  27. Amromin, Gene & Liang, Nellie, 2003. "Hedging Employee Stock Options, Corporate Taxes, and Debt," National Tax Journal, National Tax Association;National Tax Journal, vol. 56(3), pages 513-533, September.
  28. Elli Kraizberg & Vassilios N. Gargalas, 2002. "Why New Ventures Grant Employee-Stock-Options," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 7(2), pages 83-103, Summer.
  29. Venkatachalam, Mohan & Davila, Antonio, 2001. "Non-financial Performance Measures and CEO Compensation: An Analysis of Web Traffic," Research Papers 1675, Stanford University, Graduate School of Business.
  30. Wang, Xingchun, 2018. "Valuing executive stock options under correlated employment shocks," Finance Research Letters, Elsevier, vol. 27(C), pages 38-45.
  31. Stacey Beaumont & Raluca Ratiu & David Reeb & Glenn Boyle & Philip Brown & Alexander Szimayer & Raymond Silva Rosa & David Hillier & Patrick McColgan & Athanasios Tsekeris & Bryan Howieson & Zoltan Ma, 2016. "Comments on Shan and Walter: ‘Towards a Set of Design Principles for Executive Compensation Contracts’," Abacus, Accounting Foundation, University of Sydney, vol. 52(4), pages 685-771, December.
  32. Vranceanu, Radu, 2003. "Manager Unethical Behavior During The New Economy Bubble," ESSEC Working Papers DR 03026, ESSEC Research Center, ESSEC Business School.
  33. Melissa A. Williams & Ramesh P. Rao, 2006. "CEO Stock Options and Equity Risk Incentives," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 26-44, January.
  34. Wayne Guay & Richard Sloan, 2003. "Accounting for Employee Stock Options," American Economic Review, American Economic Association, vol. 93(2), pages 405-409, May.
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