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Growth Options and Firm Valuation
16 references·2 citing·41 second hopsampled
Growth Options and Firm Valuation (2013)Growth Options and Firm ValuationThe common factor in idiosyncratic volatility: Quantitative asset pricing implications (2015)The common factor in idiosync…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…Idiosyncratic Volatility and the Cross Section of Expected Returns (2008)Idiosyncratic Volatility and …Idiosyncratic risk and the cross-section of expected stock returns (2008)Idiosyncratic risk and the cr…High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence (2008)High Idiosyncratic Volatility…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006)Can Growth Options Explain th…The Stock Market Valuation of Research and Development Expenditures (2001)The Stock Market Valuation of…Optimal Investment, Growth Options, and Security Returns (1998)Optimal Investment, Growth Op…Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Stock returns and volatility a firm-level analysis (1995)Stock returns and volatility …A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Corporate capital expenditure decisions and the market value of the firm (1985)Corporate capital expenditure…Theory of the Firm: Managerial Behavior, Agency Costs, and Ownership Structure (1979)Theory of the Firm: Manageria…Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response? (2021)Uncertainty and Business Cycl…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The theory and practice of econometrics (1986)The Relation between Price and Marginal Cost in U.S. Industry (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Liquidity and leverage (2008)Digesting Anomalies: An Investment Approach (2012)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)… and the Cross-Section of Expected Returns (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Toward an Implied Cost of Capital (2001)Value and Momentum Everywhere (2013)Risk, Uncertainty and Profit (1921)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)Really Uncertain Business Cycles (2014)Policy Uncertainty and Corporate Investment (2015)Measuring Economic Policy Uncertainty* (2016)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Inference With Multiway Clustering (2011)The Nature of the Firm (1937)An Economic Theory of Self-Control (1981)THE ROLE OF FAMILY TIES IN AGENCY CONTRACTS. (2001)Corporate Governance and Sustainability Performance: Analysis of Triple Bottom Line Performance (2016)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)The other side of value: The gross profitability premium (2013)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches11,238 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data7,191 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1979Theory of the Firm: Managerial Behavior, Agency Costs, and Ownership Structure3,372 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 2001The Stock Market Valuation of Research and Development Expenditures1,871 cited
  • 1998Optimal Investment, Growth Options, and Security Returns1,492 cited
  • 2008Idiosyncratic risk and the cross-section of expected stock returns1,067 cited
  • 1985Corporate capital expenditure decisions and the market value of the firm861 cited
  • 2008Idiosyncratic Volatility and the Cross Section of Expected Returns660 cited
  • 2015The common factor in idiosyncratic volatility: Quantitative asset pricing implications401 cited
  • 2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence393 cited
  • 1995Stock returns and volatility a firm-level analysis

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391 cited
  • 2006Can Growth Options Explain the Trend in Idiosyncratic Risk?371 cited
  • Cited by

    • 2014Fluctuations in Uncertainty2,098 cited
    • 2021Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?551 cited