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Evidence on the relationship between uncertainty and irreversible investment
16 references·7 citing·32 second hop
Evidence on the relationship between uncertainty and irreversible investment (1995)Evidence on the relationship between unce…Investment Under Uncertainty. (1994)Investment Under Uncertainty.Investment under Uncertainty (1994)Investment under UncertaintyInvestments of uncertain cost (1993)Investments of uncertain costFinancial Market Imperfections and Business Cycles (1993)Financial Market Imperfection…Waiting to Invest: Investment and Uncertainty (1992)Waiting to Invest: Investment…Investment and Hysteresis (1992)Investment and HysteresisARCH modeling in finance (1992)ARCH modeling in financeIrreversibility, Uncertainty, and Investment (1990)Irreversibility, Uncertainty,…Alternative models for conditional stock volatility (1990)Alternative models for condit…Time to build, option value, and investment decisions (1987)Time to build, option value, …Irreversible Investment, Capacity Choice and the Value of the Firm (1986)Irreversible Investment, Capa…Stochastic Methods in Economics and Finance. (1984)Stochastic Methods in Economi…ARMA MODELS WITH ARCH ERRORS (1984)ARMA MODELS WITH ARCH ERRORSThe Value of Waiting to Invest (1982)The Value of Waiting to InvestAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Irreversibility, Uncertainty, and Cyclical Investment (1980)Irreversibility, Uncertainty,…Firms’ investment decisions – explaining the role of uncertainty (2017)Firms’ investment decisions –…Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks (2015)Monetary policy's time-varyin…Modelling accumulation: A theoretical and empirical application of the accelerator principle under uncertainty (2012)Modelling accumulation: A the…A Meta‐Analysis of the Investment‐Uncertainty Relationship (2009)A Meta‐Analysis of the Invest…Investment Under Uncertainty (2007)Investment Under UncertaintyForeign Direct Investment and Uncertainty' Empirical Evidence From Africa (2003)Foreign Direct Investment and…Evidence of irreversibility in the UK property market (2001)Evidence of irreversibility i…The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Optimum consumption and portfolio rules in a continuous-time model (1971)Determinants of corporate borrowing (1977)Option pricing: A simplified approach (1979)The Correlates of Change in International Financial Regulation (1997)Environmental Policy and Technological Change (2002)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Theory of Rational Option Pricing (1973)Oil Shocks and the Macroeconomy: The Role of Price Variability* (1995)Applications of Social Capital in Educational Literature: A Critical Synthesis (2002)Theory of rational option pricing (2005)Economic Geography and Public Policy (2011)Understanding business cycles (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)The Value Premium (2005)Policy Uncertainty and Corporate Investment (2015)Real Options and Interactions with Financial Flexibility (1993)Strategic Growth Options (1998)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1994Investment Under Uncertainty.9,497 cited
  • 1994Investment under Uncertainty9,016 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1980Irreversibility, Uncertainty, and Cyclical Investment4,130 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 1990Irreversibility, Uncertainty, and Investment2,456 cited
  • 1986Irreversible Investment, Capacity Choice and the Value of the Firm1,296 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1992Investment and Hysteresis985 cited
  • 1987Time to build, option value, and investment decisions912 cited
  • 1993Financial Market Imperfections and Business Cycles857 cited
  • 1992Waiting to Invest: Investment and Uncertainty516 cited
  • 1993Investments of uncertain cost480 cited
  • 1984Stochastic Methods in Economics and Finance.313 cited
  • 1984ARMA MODELS WITH ARCH ERRORS282 cited

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Cited by

  • 2003Foreign Direct Investment and Uncertainty' Empirical Evidence From Africa69 cited
  • 2017Firms’ investment decisions – explaining the role of uncertainty55 cited
  • 2009A Meta‐Analysis of the Investment‐Uncertainty Relationship39 cited
  • 2001Evidence of irreversibility in the UK property market31 cited
  • 2007Investment Under Uncertainty28 cited
  • 2015Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks27 cited
  • 2012Modelling accumulation: A theoretical and empirical application of the accelerator principle under uncertainty16 cited