Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G50
@@ Property / Mathematics Subject Classification ID: 91G50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B25
@@ Property / Mathematics Subject Classification ID: 91B25 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
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@@ Property / Mathematics Subject Classification ID @@
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@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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+6683477
@@ Property / zbMATH DE Number: 6683477 / rank @@
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@@ Property / zbMATH Keywords @@
+asset pricing
@@ Property / zbMATH Keywords: asset pricing / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stock return and idiosyncratic volatility
@@ Property / zbMATH Keywords: stock return and idiosyncratic volatility / rank @@
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@@ Property / zbMATH Keywords @@
+real options
@@ Property / zbMATH Keywords: real options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic volatility
@@ Property / zbMATH Keywords: stochastic volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+regime-switching
@@ Property / zbMATH Keywords: regime-switching / rank @@
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@@ Property / zbMATH Keywords @@
+mixed jump-diffusion
@@ Property / zbMATH Keywords: mixed jump-diffusion / rank @@
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+The Impact of Uncertainty Shocks
@@ Property / cites work: The Impact of Uncertainty Shocks / rank @@
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@@ Property / cites work @@
+Uncertainty, Investment, and Industry Evolution
@@ Property / cites work: Uncertainty, Investment, and Industry Evolution / rank @@
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@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
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@@ Property / cites work @@
+Common risk factors in the returns on stocks and bonds
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@@ Property / cites work @@
+Irreversible investment with regime shifts
@@ Property / cites work: Irreversible investment with regime shifts / rank @@
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@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
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@@ Property / cites work @@
+Q4794152
@@ Property / cites work: Q4794152 / rank @@
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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@@ links / mardi / name / links / mardi / name @@
+Publication:508411