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CEO Narcissism and Related Party Transactions

Journal of Business Finance &Accounting, EarlyView.
ABSTRACT We examine the association between CEO narcissism and the likelihood of engaging in related party transactions (RPTs) and its influence on the value implications of these transactions. Furthermore, we investigate the effect of board monitoring on the relationship between CEO narcissism and the value effects of RPTs. We find that CEO narcissism
Anwer S. Ahmed +3 more
wiley +1 more source

Why do firms strategically delay payments of corporate loans?

Journal of Financial Research, EarlyView.
Abstract Firms may prefer to delay some loan payments while continuing to service others because of lender and loan characteristics. I explore the impact of bank‐level and bank‐firm‐level indicators on the strategic delay behaviors of nonfinancial corporations. Three factors play a key role in their strategic delay decisions.
Ahmet Deryol
wiley +1 more source

The Development of Fractional Black–Scholes Model Solution Using the Daftardar-Gejji Laplace Method for Determining Rainfall Index-Based Agricultural Insurance Premiums

Mathematics
The Black–Scholes model is a fundamental concept in modern financial theory. It is designed to estimate the theoretical value of derivatives, particularly option prices, by considering time and risk factors. In the context of agricultural insurance, this
Astrid Sulistya Azahra, Muhamad Deni Johansyah, Sukono +2 more
doaj +1 more source

About the valuation of American option under Black-Scholes model : a numerical study

Moroccan Journal of Pure and Applied Analysis, 2023
In the history of option pricing, Black-Scholes model is one of the most significant models. In this paper, we present a new numerical strategy for valuing American option pricing problems governed by Black-Scholes model (BSM). Numerical computations are
Malek R.
doaj +1 more source

Why Have CEO Pay Levels Become Less Diverse?

The Journal of Finance, EarlyView.
ABSTRACT This paper documents a new stylized fact: the cross‐sectional variation in CEO pay levels has declined precipitously in recent years. We offer one explanation for this decline, namely, firms are increasingly benchmarking CEO compensation to industry peers closest in size, thereby creating pay clusters.
TORSTEN JOCHEM, GAIZKA ORMAZABAL, ANJANA RAJAMANI +2 more
wiley +1 more source

Parenthood and CEO Responses to Media Criticism on Pay

Journal of Management Studies, EarlyView.
Abstract Research on media coverage of controversial corporate practices typically suggests firms respond instrumentally to mitigate stakeholder reactions. However, we argue that CEOs' moral concerns can sometimes override strategic considerations, because media criticism may expose them to scrutiny from personally valued audiences – for instance ...
Steffen Brenner, Georg Wernicke
wiley +1 more source

An interval version of Black–Scholes European option pricing model and its numerical solution

Results in Applied Mathematics
The Black–Scholes model, a powerful tool for valuation of equity options specially European equity options, is based on assumptions that are violated in some situations due to market realities.
S. Zangoei Zadeh, M. Azizian, M. Sarvari
doaj +1 more source

Fractional Black-Scholes Model and Technical Analysis of Stock Price

Journal of Applied Mathematics, 2013
In the stock market, some popular technical analysis indicators (e.g., Bollinger bands, RSI, ROC, etc.) are widely used to forecast the direction of prices.
Song Xu, Yujiao Yang
doaj +1 more source

Effects of market sentiment in index option pricing: a study of CNX NIFTY index option [PDF]

This paper provides evidence of the role of sentiments in pricing Indian CNX Nifty index call Option during the period from April 2002 to December 2008. It also shows that Black-Scholes option pricing model using the implied volatility of previous day is
Malipeddi, Koteswararao, Nagarajan, Thirukumaran +1 more
core +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source