The Pricing of Risk and Sentiment: A Study of Executive Stock Options

Material TypeArticleLanguageEnglish
TitleThe Pricing of Risk and Sentiment: A Study of Executive Stock Options Author(S)Charles Chang (Author)
Abstract  We would like to take this opportunity to thank Bill Christie (Editor) and an anonymous referee for excellent comments that helped to shape and refine this work. We are also grateful to seminar participants at the National Taiwan University and Peking University finance seminars as well as at the Financial Engineering and Risk Management International Symposium, and the Conference on Statistical Models and Methods in Quantitative Finance and Related Topics for helpful discourse. ...Paginationp 79-100
SubjectManagementDescriptorsFinance
Journal TitleFinancial management  
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