Charles Chang is an Associate Professor at the Shanghai Advanced Institute of Finance and an Adjunct Associate Professor of Finance at the Chinese University of Hong Kong. Li-jiun Chen is a Post Doctorate at the National Central University in Chungli, Taiwan. Cheng-der Fuh is a Professor of Statistics at the National Central University in Chungli, Taiwan.
The Pricing of Risk and Sentiment: A Study of Executive Stock Options
Article first published online: 4 SEP 2012
© 2012 Financial Management Association International.
Volume 42, Issue 1, pages 79–99, Spring 2013
How to Cite
Chang, C., Chen, L.-j. and Fuh, C.-d. (2013), The Pricing of Risk and Sentiment: A Study of Executive Stock Options. Financial Management, 42: 79–99. doi: 10.1111/j.1755-053X.2012.01216.x
We would like to take this opportunity to thank Bill Christie (Editor) and an anonymous referee for excellent comments that helped to shape and refine this work. We are also grateful to seminar participants at the National Taiwan University and Peking University finance seminars as well as at the Financial Engineering and Risk Management International Symposium, and the Conference on Statistical Models and Methods in Quantitative Finance and Related Topics for helpful discourse. This work would not have been possible without the early research assistance of Ya-hui Hsu and the support of National Science Council (Taiwan) grants NSC 99-2811-M-008-031 (Chang), NSC 100-2811-M-008-069 (Chen), and NSC101-3113-P-008-005 and NSC 100-2118-M-008-002-MY3 (Fuh). All remaining errors are ours.
- Issue published online: 5 MAR 2013
- Article first published online: 4 SEP 2012
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