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York University - Schulich School of Business
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corporate fraud, incentives, stock options, executive compensation, governance
volatility index, VIX, investor fear gauge, volatility smile, fair value of future variance, model-free implied volatility
Optimal contracting, principal-agent theory, executive compensation, incentive effects, executive stock options, certainty equivalent value
Risk-neutral distribution, risk-neutral moments, model-free implied volatility, skewness, kurtosis, American options
option expensing, executive compensation, incentive effects
Volatility forecasting, Option expensing, Historical volatility, Shrinkage forecast, Long memory, Fractional integration, Comovements
Executive stock options, executive compensation, Incentives, risk aversion, certainty equivalent value
Spin-off, Executive compensation, Managerial equity incentives, Board Independence, Corporate restructuring, Long-term performance
Implied binomial trees, Cubic splines, Risk-neutral density, Risk-neutral moments, Numerical efficiency
Executive compensation, Optimal contracting, Executive stock options, Cost effectiveness, Incentive effects, Asian options, Indexed options
Volatility anomaly, Model misspecification, Market misreaction, Model-free implied volatility, Market efficiency
Executive compensation, Optimal contracting, Executive stock options, Cost effectiveness, Incentive effects, Asian stock options, Indexed stock options
Model-free forward variance, random walk, expectations hypothesis, market illiquidity, model misspecification
Volatility index, VIX, Investor fear gauge, Volatility smile, Fair value of future variance, Model-free implied volatility, No-arbitrage smoothing
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File name: fmii.
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File name: fmii.
File name: FMII.
back‐end gaming, equity incentives, executive compensation, front‐end gaming, restricted stock grants, stock option grants, stock price manipulation
M52, G34, K42, M41
Executive stock options, Executive compensation, Option valuation, Indexed options
Executive stock options, Executive compensation, Option valuation, Incentives
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