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Valuation of Early-Stage Ventures: Option Valuation Models vs. Traditional Approaches
16 references·0 citing·42 second hop
Valuation of Early-Stage Ventures: Option Valuation Models vs. Traditional Approaches (1996)Valuation of Early-Stage Ventures: Option…Numerical Valuation of High Dimensional Multivariate American Securities (1995)Numerical Valuation of High D…The Post-Issue Operating Performance of IPO Firms (1994)The Post-Issue Operating Perf…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Venture Capitalist Certification in Initial Public Offerings (1991)Venture Capitalist Certificat…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…The Long-Run Performance of Initial Public Offerings (1991)The Long-Run Performance of I…Multinomial Approximating Models for Options with k State Variables (1991)Multinomial Approximating Mod…Options, Futures, and Other Derivative Securities. (1990)Options, Futures, and Other D…Empirical Estimates of Beta When Investors Face Estimation Risk (1990)Empirical Estimates of Beta W…Risk and return (1984)Risk and returnThe Valuation of Corporate Liabilities as Compound Options (1977)The Valuation of Corporate Li…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…ON THE ASSESSMENT OF RISK (1971)ON THE ASSESSMENT OF RISKFurther Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections (1971)Further Evidence on the Estim…The Association Between Market Determined and Accounting Determined Risk Measures. (1970)The Association Between Marke…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The American Put Option Valued Analytically (1984)The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications* (2005)Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables (2013)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Auditor independence, ‘low balling’, and disclosure regulation (1981)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The economics of small business finance: The roles of private equity and debt markets in the financial growth cycle (1998)Interorganizational Endorsements and the Performance of Entrepreneurial Ventures (1999)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)The New Issues Puzzle (1995)Detecting abnormal operating performance: The empirical power and specification of test statistics (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence (2001)Securities lending, shorting, and pricing (2002)Why does IPO volume fluctuate so much? (2002)5 Stochastic volatility (1996)Statistical aspects of ARCH and stochastic volatility (1996)Monte Carlo methods for security pricing (1997)The option pricing model and the risk factor of stock (1976)Risk measurement when shares are subject to infrequent trading (1979)Foundations of Portfolio Theory (1991)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1991Venture Capitalist Certification in Initial Public Offerings2,322 cited
  • 1990Options, Futures, and Other Derivative Securities.1,227 cited
  • 1994The Post-Issue Operating Performance of IPO Firms1,036 cited
  • 1977The Valuation of Corporate Liabilities as Compound Options830 cited
  • 1991The Long-Run Performance of Initial Public Offerings779 cited
  • 1971ON THE ASSESSMENT OF RISK721 cited
  • 1970The Association Between Market Determined and Accounting Determined Risk Measures.573 cited
  • 1971Further Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross Sections505 cited
  • 1995Numerical Valuation of High Dimensional Multivariate American Securities325 cited
  • 1984Risk and return317 cited
  • 1991Multinomial Approximating Models for Options with k State Variables283 cited
  • 1990

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Empirical Estimates of Beta When Investors Face Estimation Risk
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