Table 12.

The results of the robustness test using different indicators to measure the elements of the stock option plan

Non-executive
granting proportion
Granting rangeIncentive periodExercise
proportion
Price-to-strike ratioPerformance
assessment criteria
Delta0.064 (0.71)0.032 (0.36)0.033 (0.31)−0.056 (−0.55)−0.033 (−0.34)0.092 (1.03)
Vega0.899 (0.43)0.689*** (3.33)−0.096 (−0.36)0.256 (0.84)0.129 (0.39)0.569*** (2.98)
Elements−0.180 (−0.48)−0.189 (−0.25)−0.436*** (−2.63)0.275* (1.91)0.086 (1.15)−0.116 (−1.07)
Vega*elements−0.509 (−0.24)−3.334** (−2.23)0.855** (2.21)0.595* (1.90)0.444 (1.46)−0.813*** (−3.01)
IndustryYesYesYesYesYesYes
YearYesYesYesYesYesYes
Adj-R2 (%)52.1552.6552.2857.9052.5654.09
n933933545635933933

Notes:

***p < 0.01; **p < 0.05; *p < 0.1

or Create an Account

Close subscription notice
Close access options