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Cited by 441

The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.

Does backdating explain the stock price pattern around executive stock option grants?

Heron, Randall A., Lie, Erik·2007·Journal of Financial Economics
DOI 10.1016/j.jfineco.2005.12.003
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Metadata

Authors
Heron, R. A., & Lie, E.
Venue
Journal of Financial Economics
Publisher
Elsevier BV
Published
2007-02
Volume
83
Issue
2
Pages
271-295
ISSN
0304-405X (ISSN-L)
DOI
10.1016/j.jfineco.2005.12.003
OpenAlex
W2001727087
Cited by
441
References
8
FWCI
85.62
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Does backdating explain the stock price pattern around executive stock option grants? https://app.cochat.ai/papers/10.1016/j.jfineco.2005.12.003
The paper
Heron, R. A., & Lie, E. (2007). Does backdating explain the stock price pattern around executive stock option grants? Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2005.12.003

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.