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Publications by John E. Core

Estimating the Value of Employee Stock Option Portfolios and Their Sensitivities to Price and Volatility

SSRN Electronic Journal

English

Executive Equity Compensation and Incentives: A Survey

SSRN Electronic Journal

English

Related publications

Volatility Estimation by Combining Stock Price Data and Option Data

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Stock Price Volatility and Fundamental Value: Evidence From Central and Eastern European Countries

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The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

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The Determinants of Stock Price Volatility in Indonesia

EAJ (ECONOMICS AND ACCOUNTING JOURNAL)

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Accounting Standards for Employee Stock Option Disclosure

International Journal of Business Governance and Ethics

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The Economic Value of Predicting Stock Index Returns and Volatility

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The Relationship Between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

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Estimating Risk Premium and Volatility Persistence in Malaysian Stock Market

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Executive Stock Option Pricing in China Under Stochastic Volatility

Journal of Futures Markets

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