Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6683477
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic idiosyncratic cash flow risk and real options: implications for stock returns |
scientific article; zbMATH DE number 6683477 |
Statements
Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (English)
0 references
10 February 2017
0 references
asset pricing
0 references
stock return and idiosyncratic volatility
0 references
real options
0 references
stochastic volatility
0 references
regime-switching
0 references
mixed jump-diffusion
0 references
0.759485125541687
0 references
0.7412843108177185
0 references
0.7130811810493469
0 references
0.7130115628242493
0 references
0.7113669514656067
0 references
