Concepedia

Early Exercise Behavior

Early Exercise Behavior is a financial decision-making pattern, within the domain of stock options, characterized by the premature execution of an option contract before its expiration date, distinguished by the holder's strategic choice to forgo remaining time value in pursuit of immediate intrinsic gains, liquidity, or hedging objectives.

79

Publications

3.6K

Citations

245

Authors

135

Institutions

Publications per year

2017–2026

14

Parents

Publications

79

Pricing American-style securities using simulation

Mark Broadie, Paul Glasserman · Journal of Economic Dynamics and Control · 1997 · 637 citations · Full text

, , +17

Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options

Allen M. Poteshman, Vitaly Serbin · The Journal of Finance · 2003 · 218 citations · Full text

, , +15

Causal ordering of physical self-concept and exercise behavior: Reciprocal effects model and the influence of physical education teachers.

Herbert W. Marsh, Yannis Theodorakis · Health Psychology · 2006 · 124 citations

, , +15

Path-Dependent Options: Extending the Monte Carlo Simulation Approach

Dwight Grant, Gautam Vora, David Weeks · Management Science · 1997 · 119 citations

, , +14

A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model

Leif B. G. Andersen · SSRN Electronic Journal · 1999 · 116 citations · Full text

, , +17

1–5 of 79

Authors

245

  1. JF
    James Faulkner

    A. Alikhanyan National Laboratory, Armenia

    4 publications · 109 citations

    4

    h-index

  2. LS
    Lee Stoner

    University of North Carolina at Chapel Hill, United States

    4 publications · 109 citations

    4

    h-index

  3. LW
    Lai‐Kin Wong

    Massey University, New Zealand

    3 publications · 87 citations

    3

    h-index

  4. BW
    Brandon Woolley

    Massey University, New Zealand

    3 publications · 87 citations

    3

    h-index

  5. GC
    Georges Courtadon

    Conference Board, United States

    3 publications · 81 citations

    3

    h-index

1–5 of 245

Institutions

135

  1. Massey University

    Palmerston North, New Zealand

    5 h-index

    19 publications

    488 citations

  2. Columbia University

    New York, United States

    5 h-index

    6 publications

    1.4K citations

  3. Wellington Hospital

    Wellington, New Zealand

    4 h-index

    6 publications

    144 citations

  4. University of Illinois Urbana-Champaign

    Urbana, United States

    3 h-index

    3 publications

    249 citations

  5. New York University

    New York, United States

    3 h-index

    3 publications

    156 citations

  6. York Teaching Hospital NHS Foundation Trust

    York, United Kingdom

    2 h-index

    2 publications

    74 citations

  7. Vanderbilt University

    Nashville, United States

    2 h-index

    2 publications

    76 citations

  8. University of North Carolina at Chapel Hill

    Chapel Hill, United States

    2 h-index

    2 publications

    34 citations

1–8 of 135

Venues

  1. SSRN Electronic Journal

    Repository · 12 publications · 335 citations

    10

    h-index

  2. The Journal of Finance

    4 publications · 400 citations

    4

    h-index

  3. Journal of Futures Markets

    3 publications · 43 citations

    3

    h-index

  4. The Journal of Derivatives

    3 publications · 32 citations

    3

    h-index

  5. PubMed

    Repository · 3 publications · 44 citations

    3

    h-index

1–5