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Volatility Risks and Growth Options
16 references·8 citing·31 second hop
Volatility Risks and Growth Options (2015)Volatility Risks and Growth OptionsThe Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Theory of rational option pricing (2005)Theory of rational option pri…The distribution of realized stock return volatility (2001)The distribution of realized …Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…ARCH modeling in finance (1992)ARCH modeling in financeFinancing Constraints and Corporate Investment (1988)Financing Constraints and Cor…Financing Constraints and Corporate Investment (1987)Financing Constraints and Cor…The Value of Waiting to Invest (1982)The Value of Waiting to InvestTheory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…The value of flexibility in m ulti‐business firms (2022)The value of flexibility in m…Oil volatility risk (2021)Oil volatility riskGrowth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility (2019)Growth Options and Related St…Capital structure and financial flexibility: Expectations of future shocks (2019)Capital structure and financi…Information Quality, Growth Options, and Average Future Stock Returns (2018)Information Quality, Growth O…Idiosyncratic risk and mutual fund performance (2018)Idiosyncratic risk and mutual…Corporate Governance and Costs of Equity: Theory and Evidence (2016)Corporate Governance and Cost…Distressed Stocks in Distressed Times (2015)Distressed Stocks in Distress…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)Agency costs of free cash flow, corporate finance, and takeovers (1996)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)Option pricing: A simplified approach (1979)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 1988Financing Constraints and Corporate Investment5,566 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1987Financing Constraints and Corporate Investment4,354 cited
  • 1992ARCH modeling in finance4,288 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2001The distribution of realized stock return volatility2,264 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited

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Cited by

  • 2021Oil volatility risk99 cited
  • 2019Growth Options and Related Stock Market Anomalies: Profitability, Distress, Lotteryness, and Volatility38 cited
  • 2019Capital structure and financial flexibility: Expectations of future shocks32 cited
  • 2022The value of flexibility in m ulti‐business firms32 cited
  • 2015Distressed Stocks in Distressed Times26 cited
  • 2016Corporate Governance and Costs of Equity: Theory and Evidence25 cited
  • 2018Idiosyncratic risk and mutual fund performance25 cited
  • 2018Information Quality, Growth Options, and Average Future Stock Returns21 cited