SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Rational Pricing of Internet Companies Revisited
4 references·16 citing·46 second hopsampled
Rational Pricing of Internet Companies Revisited (2001)Rational Pricing of Internet Companies Re…Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Valuing American Options by S…Learning to Be Overconfident (2001)Learning to Be OverconfidentRational Pricing of Internet Companies (2000)Rational Pricing of Internet …An Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…Market reaction to the COVID-19 pandemic: evidence from emerging markets (2021)Market reaction to the COVID-…A real options based decision support tool for R&D investment: Application to CO2 recycling technology (2020)A real options based decision…Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties (2019)Valuing portfolios of interde…Real options valuation of photovoltaic power investments in existing buildings (2019)Real options valuation of pho…Real option valuation of power transmission investments by stochastic simulation (2014)Real option valuation of powe…Valuing high technology growth firms (2013)Valuing high technology growt…The investment strategies for a dynamic supply chain under stochastic demands (2011)The investment strategies for…Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity (2011)Incorporating technical risk …Demand forecasting and smoothing capacity planning for products with high random demand volatility (2008)Demand forecasting and smooth…The Role of Real Options in Capital Budgeting: Theory and Practice1 (2006)The Role of Real Options in C…Wireless network capacity management: A real options approach (2005)Wireless network capacity man…Real R&D options1 (2004)Real R&D options1Patents and R&D as Real Options (2003)Patents and R&D as Real Optio…Real Options Valuation: A Monte Carlo Approach (2002)Real Options Valuation: A Mon…Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs (2001)Pricing an Emerging Industry:…Why Do (or Did?) Internet-Stock Ipos Leave so Much 'Money on the Table'? (2000)Why Do (or Did?) Internet-Sto…Short-Term Variations and Long-Term Dynamics in Commodity Prices (2000)Do the individuals closest to internet firms believe they are overvalued (2001)Stock Valuation and Learning About Profitability (2002)Determinants of the Size and Structure of Corporate Boards: 1935-2000 (2003)The Pricing of Options and Corporate Liabilities (1973)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)How can carbon capture utilization and storage be incentivized in China? A perspective based on the 45Q tax credit provisions (2019)Valuing investment decisions of renewable energy projects considering changing volatility (2020)Theory of Rational Option Pricing (1973)Regression methods for pricing complex American-style options (2001)New frontiers for arch models (2002)Option Pricing Under a Double Exponential Jump Diffusion Model (2004)Theory of rational option pricing (2005)Determinants of corporate borrowing (1977)Managing the New Product Development Project Portfolio: A Review of the Literature and Empirical Evidence (2007)25 Years of Real Option Empirical Research in Management (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Option pricing when underlying stock returns are discontinuous (1976)Option pricing: A simplified approach (1979)Optimal Investment Strategy for Solar PV Integration in Residential Buildings: A Case Study in The Philippines (2020)Advances in technology and utilization of natural resources for achieving carbon neutrality and a sustainable solution to neutral environment (2022)Economic and Regulatory Uncertainty in Renewable Energy System Design: A Review (2023)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Chapter 18 A survey of behavioral finance (2003)The Adaptive Markets Hypothesis (2004)Investor attention, overconfidence and category learning (2006)Corporate financing and investment decisions when firms have information that investors do not have (1984)Generalized autoregressive conditional heteroskedasticity (1986)On Persistence in Mutual Fund Performance (1997)Identifying and analysis of key flexible sustainable supply chain management strategies toward overcoming the post-COVID-19 impacts (2022)What do border disputes cost? Evidence from an emerging market (2022)Market Shocks and Stock Volatility: Evidence from Emerging and Developed Markets (2024)Response to Comments on Brandão et al. (2005) (2005)Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method (2006)On improving the least squares Monte Carlo option valuation method (2008)Open innovation: A real option to restore value to the biopharmaceutical R&D (2013)When do Firms Invest in Corporate Social Responsibility? A Real Option Framework (2015)A Real Option Approach to Sustainable Corporate Tax Behavior (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973An Intertemporal Capital Asset Pricing Model6,557 cited
  • 2001Valuing American Options by Simulation: A Simple Least-Squares Approach3,218 cited
  • 2001Learning to Be Overconfident1,664 cited
  • 2000Rational Pricing of Internet Companies320 cited

Cited by

  • 2014Real option valuation of power transmission investments by stochastic simulation88 cited
  • 2021Market reaction to the COVID-19 pandemic: evidence from emerging markets88 cited
  • 2002Real Options Valuation: A Monte Carlo Approach74 cited
  • 2004Real R&D options170 cited
  • 2019Real options valuation of photovoltaic power investments in existing buildings69 cited
  • 2011Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity67 cited
  • 2001Pricing an Emerging Industry: Evidence from Internet Subsidiary Carve-Outs61 cited
  • 2006The Role of Real Options in Capital Budgeting: Theory and Practice147 cited
  • 2020A real options based decision support tool for R&D investment: Application to CO2 recycling technology47 cited
  • 2008Demand forecasting and smoothing capacity planning for products with high random demand volatility39 cited
  • 2011

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The investment strategies for a dynamic supply chain under stochastic demands
37 cited
  • 2013Valuing high technology growth firms30 cited
  • 2019Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties28 cited
  • 2005Wireless network capacity management: A real options approach28 cited
  • 2000Why Do (or Did?) Internet-Stock Ipos Leave so Much 'Money on the Table'?27 cited
  • 2003Patents and R&D as Real Options26 cited