Table of contents
Taxation and the value of employee stock options
Menachem Abudy, Simon BenningaThis paper aims to derive firm value implications for various kinds of employee stock options (ESOs) in a framework that considers uncertainty, non‐diversification and the US…
1921
Founder family influence and foreign exchange risk management
Tom Aabo, Jochen Kuhn, Giovanna ZanottiThe purpose of this study is to explore the influence of founder families in medium‐sized manufacturing firms and to investigate the impact of such influence on risk management …
2630
Copula based models for serial dependence
Beatriz Vaz de Melo Mendes, Cecília AíubeThis paper aims to statistically model the serial dependence in the first and second moments of a univariate time series using copulas, bridging the gap between theory and…
782
Intraday volatility forecasting from implied volatility
Suk Joon Byun, Dong Woo Rhee, Sol KimThe purpose of this paper is to examine whether the superiority of the implied volatility from a stochastic volatility model over the implied volatility from the Black and Scholes…
1274
ISSN:
1743-9132e-ISSN:
1758-6569ISSN-L:
1743-9132Online date, start – end:
2005Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Dr Alfred Yawson