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Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
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Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue (2008)Pricing an Option on Revenue from an Inno…How Critical are Critical Reviews? The Box Office Effects of Film Critics, Star Power, and Budgets (2003)How Critical are Critical Rev…Demand and Supply Dynamics for Sequentially Released Products in International Markets: The Case of Motion Pictures (2003)Demand and Supply Dynamics fo…Do Firms Hedge in Response to Tax Incentives? (2002)Do Firms Hedge in Response to…Spanning and derivative-security valuation (2000)Spanning and derivative-secur…10.1007/978-1-4899-4485-6 (2000)10.1007/978-1-4899-4485-6The Variance Gamma Process and Option Pricing (1998)The Variance Gamma Process an…Information, Blockbusters and Stars? A Study of the Film Industry (1997)Information, Blockbusters and…Film Critics: Influencers or Predictors? (1997)Film Critics: Influencers or …Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry (1996)Who Manages Risk? An Empirica…Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Risk Management: Coordinating…The Variance Gamma (V.G.) Model for Share Market Returns (1990)The Variance Gamma (V.G.) Mod…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…A New Product Growth Model for Consumer Durables (1976)A New Product Growth Model fo…An Analytic Derivation of the Efficient Portfolio Frontier (1972)An Analytic Derivation of the…A New Product Growth for Model Consumer Durables (1969)A New Product Growth for Mode…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Portfolio Selection: Efficient Diversification of Investments (1959)A Note on Uncertainty and Indifference Curves (1969)An Intertemporal Capital Asset Pricing Model (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Theory of Financial Decision Making. (1988)The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Continuous Martingales and Brownian Motion (1999)Option valuation using the fast Fourier transform (1999)A Jump-Diffusion Model for Option Pricing (2002)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Limited-dependent and qualitative variables in econometrics (1983)The Determinants of Firms' Hedging Policies (1985)Managerial discretion and optimal financing policies (1990)Agency Costs, Risk Management, and Capital Structure (1998)The sensitivity of CEO wealth to equity risk: an analysis of the magnitude and determinants (1999)Founding family ownership and the agency cost of debt (2003)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)The theory and practice of corporate finance: evidence from the field (2001)The Cash Flow Sensitivity of Cash (2004)Why Do U.S. Firms Hold So Much More Cash than They Used To? (2009)The Fine Structure of Asset Returns: An Empirical Investigation (2002)Stochastic Volatility for Lévy Processes (2003)Time-changed Lévy processes and option pricing (2003)Using Online Conversations to Study Word-of-Mouth Communication (2004)Electronic word-of-mouth in hospitality and tourism management (2007)What Makes Online Content Viral? (2011)Advanced methods in meta‐analysis: multivariate approach and meta‐regression (2002)Combination of direct and indirect evidence in mixed treatment comparisons (2004)Considering context, place and culture: the National Latino and Asian American Study (2004)
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  • 2003Demand and Supply Dynamics for Sequentially Released Products in International Markets: The Case of Motion Pictures

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675 cited
  • 1997Information, Blockbusters and Stars? A Study of the Film Industry568 cited
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