Results 41 to 50 of about 4,903 (187)

Board Independence and Adjustment Speed of CEO Inside Debt

European Financial Management, EarlyView.
ABSTRACT We find that firms with more independent directors adjust CEO inside debt towards an optimum more quickly. This effect is more pronounced in financially unconstrained, growth, and under‐levered firms, and also firms led by more powerful or overconfident CEOs.
Bonnie Buchanan, Shuhui Wang, Tina Yang
wiley   +1 more source

The Role of Index Fund Ownership in the Era of Say‐on‐Pay

Financial Management, EarlyView.
ABSTRACT We examine whether and how index funds influence executive compensation in the post‐Say‐on‐Pay era. Using the annual reconstitution of the Russell indexes as a source of exogenous variation in index fund ownership, we document a causal effect of index ownership on CEO pay structure.
Kiseo Chung, Hwanki Brian Kim
wiley   +1 more source

Generalised class of Time Fractional Black Scholes equation and numerical analysis

Discrete and Continuous Dynamical Systems - S, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Batogna, Rodrigue Gnitchogna, Atangana, Abdon   +1 more
openaire   +3 more sources

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

Qualitative financial modelling in fractal dimensions

Financial Innovation
The Black–Scholes equation is one of the most important partial differential equations governing the value of financial derivatives in financial markets. The Black–Scholes model for pricing stock options has been applied to various payoff structures, and
Rami Ahmad El-Nabulsi, Waranont Anukool
doaj   +1 more source

Solving the general form of the fractional Black–Scholes with two assets through Reconstruction Variational Iteration Method

Results in Applied Mathematics
The objective of this study is to examine the dynamic components of option pricing in the European put option market by utilizing the two-dimensional time fractional-order Black–Scholes equation.
Mohammad Hossein Akrami, Abbas Poya, Mohammad Ali Zirak   +2 more
doaj   +1 more source

Compact Difference Schemes with Temporal Uniform/Non-Uniform Meshes for Time-Fractional Black–Scholes Equation

Fractal and Fractional, 2023
In this paper, we are interested in the effective numerical schemes of the time-fractional Black–Scholes equation. We convert the original equation into an equivalent integral-differential equation and then discretize the time-integral term in the ...
Jie Gu, Lijuan Nong, Qian Yi, An Chen
doaj   +1 more source

Inscribing Impact: Measurement Practices in the Making of Moral Markets

Journal of Management Studies, Volume 63, Issue 3, Page 1229-1263, May 2026.
Abstract Moral markets, designed to generate positive impact on pressing social and environmental challenges, are transforming traditional market practices by including more than economic considerations in their operations. The importance of these markets continues to grow as investors, regulators, and consumers increasingly put pressure on companies ...
Guillermo Casasnovas, Lisa Hehenberger, Kyriaki Papageorgiou   +2 more
wiley   +1 more source

Application Of Natural Decomposition Method For Solution Of Fractional Black-Scholes Equation

International Journal of Global Operations Research, 2023
The Black-Scholes equation is a partial differential equation that can model the European call option price problem. This equation can be of the order of natural numbers or fractional. The aim of this paper is to find a solution to the fractional order Black-Scholes partial differential equation.
Sani Sufyan Bature, Ira Sumiati
openaire   +1 more source

Global Natural Soil N2O Emissions: An Analysis With a Global Biogeochemistry Model From 1990 to 2023

Global Biogeochemical Cycles, Volume 40, Issue 4, April 2026.
Abstract Atmospheric N2O, the dominant ozone‐depleting substance and a potent greenhouse gas, has risen notably over recent decades. Using a process‐based model, we simulated the sensitivity of N2O emissions from undisturbed natural soils to the representation of historical land‐cover change from 1990 to 2023 by factoring the effects of atmospheric ...
Ye Yuan, Qianlai Zhuang
wiley   +1 more source