UB Paderborn / Katalog / Suche / in CDI

The Model-Free Implied Volatility and Its Information Content

The Review of financial studies, 2005-01, Vol.18 (4), p.1305-1342

2005

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Industry co-agglomeration, executive mobility and compensation

Review of quantitative finance and accounting, 2023-10, Vol.61 (3), p.817-854

2023

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Director networks and initial public offerings

Journal of banking & finance, 2019-09, Vol.106, p.246-264

2019

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Enhancing managerial equity incentives with moving average payoffs

The journal of futures markets, 2020-10, Vol.40 (10), p.1562-1583

Tian, Yisong S.

2020

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Analoging the digital: Designing better binary option contracts

Financial markets, institutions & instruments, 2021-11, Vol.30 (4), p.113-128

Tian, Yisong S.

2021

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Managerial Incentives and Corporate Fraud: The Sources of Incentives Matter

Review of Finance, 2009-01, Vol.13 (1), p.115-145

2009

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The value and incentive effects of nontraditional executive stock option plans

Journal of financial economics, 2000-07, Vol.57 (1), p.3-34

2000

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Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices

Journal of banking & finance, 2013-02, Vol.37 (2), p.415-432

Tian, Yisong S.

2013

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Managerial gaming of stock and option grants

Financial markets, institutions & instruments, 2017-08, Vol.26 (3), p.127-152

Tian, Yisong S.

2017

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Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index

The Journal of derivatives, 2007-04, Vol.14 (3), p.35-60

2007

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Implied Binomial Trees with Cubic Spline Smoothing

The Journal of derivatives, 2015-03, Vol.22 (3), p.40-55

Tian, Yisong S.

2015

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Too much of a good incentive? The case of executive stock options

Journal of banking & finance, 2004-06, Vol.28 (6), p.1225-1245

Tian, Yisong S.

2004

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Executive compensation and the corporate spin-off decision

Journal of economics and business, 2015-01, Vol.77, p.94-117

2015

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Arbitrage, Liquidity, and the Valuation of Exchange Traded Funds

Financial markets, institutions & instruments, 2008-12, Vol.17 (5), p.331-362

2008

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A random walk down the options market

The journal of futures markets, 2012-06, Vol.32 (6), p.505-535

2012

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Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R

Journal of financial and quantitative analysis, 2010-04, Vol.45 (2), p.503-533

2010

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Misreaction or misspecification? A re-examination of volatility anomalies

Journal of banking & finance, 2010-10, Vol.34 (10), p.2358-2369

2010

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Extracting Risk-Neutral Density and Its Moments from American Option Prices

The Journal of derivatives, 2011-04, Vol.18 (3), p.17-34

Tian, Yisong S.

2011

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Indexed executive stock options

Journal of financial economics, 2000-07, Vol.57 (1), p.35-64

2000

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Efficiency in index options markets and trading in stock baskets

Journal of banking & finance, 2001-09, Vol.25 (9), p.1607-1634

2001

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Option Expensing and Managerial Equity Incentives

Financial markets, institutions & instruments, 2009-08, Vol.18 (3), p.195-241

2009

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Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

Financial management, 2000-10, Vol.29 (3), p.71-87

2000

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Misreaction or misspecification? A reexamination of volatility anomalies

Journal of banking & finance, 2010-10, Vol.34 (10), p.2358

2010

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Extracting Risk-Neutral Density and Its Moments from American Option Prices

The Journal of derivatives, 2011-01, p.110221062020025

Tian, Yisong S.

2011

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Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market

Review of Finance, 2000-01, Vol.4 (3), p.253-278

2000

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The Model-Free Implied Volatility and Its Information Content

Industry co-agglomeration, executive mobility and compensation

Director networks and initial public offerings

Enhancing managerial equity incentives with moving average payoffs

Analoging the digital: Designing better binary option contracts

Managerial Incentives and Corporate Fraud: The Sources of Incentives Matter

The value and incentive effects of nontraditional executive stock option plans

Ironing out the kinks in executive compensation: Linking incentive pay to average stock prices

Managerial gaming of stock and option grants

Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index

Implied Binomial Trees with Cubic Spline Smoothing

Too much of a good incentive? The case of executive stock options

Executive compensation and the corporate spin-off decision

Arbitrage, Liquidity, and the Valuation of Exchange Traded Funds

A random walk down the options market

Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R

Misreaction or misspecification? A re-examination of volatility anomalies

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Indexed executive stock options

Efficiency in index options markets and trading in stock baskets

Option Expensing and Managerial Equity Incentives

Arbitrage and Valuation in the Market for Standard and Poor's Depositary Receipts

Misreaction or misspecification? A reexamination of volatility anomalies

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Non-Segmented Equilibria Under Differential Taxation: Evidence from the Canadian Government Bond Market

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