Stochastic idiosyncratic cash flow risk and real options : implications for stock returns
Year of publication: |
March 2017
|
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Authors: | Bhamra, Harjoat Singh ; Shim, Kyung Hwan |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 168.2017, p. 400-431
|
Subject: | Asset pricing | Stock return and idiosyncratic volatility | Real options | Stochastic volatility | Regime-switching | Mixed jump-diffusion | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Kapitaleinkommen | Capital income | Experiment |
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