Executive stock options and incentive effects due to systematic risk

Journal of Banking and Finance

Volumn 29, Issue 5, 2005, Pages 1185-1211

  Duan, Jin Chuan ^a   Wei, Jason ^a  

^a UNIVERSITY OF TORONTO   (Canada)

Author keywords

Executive stock options; GARCH; Risk incentives; Systematic risk

Indexed keywords

EID: 13444283955     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2004.05.031     Document Type: Article

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