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~subject:"Volatilität"
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Volatilität
Growth options
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growth options
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Bartram, Söhnke M.
2
Brown, Gregory W.
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Stulz, René M.
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Endogenous option pricing
Gamba, Andrea
;
Saretto, Alessio
-
2022
Persistent link: https://www.econbiz.de/10013170529
Saved in:
2
The effect of oil price uncertainty on corporate investment in the presence of
growth
options
: evidence from listed companies in China (1998–2019)
Chen, Lingtao
;
Yuan, Yongna
;
Zhao, Na
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013539044
Saved in:
3
A novel explanation for idiosyncratic volatility anomaly : An asset decomposition perspective
Liu, Hao
;
Chen, Yue
;
Wan, Wei
;
Zhang, Qun
- In:
Economics letters
206
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012886955
Saved in:
4
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2017
help explain the strength of the relation. We find evidence that the relation is weaker for firms with more
growth
options
…
Persistent link: https://www.econbiz.de/10011674278
Saved in:
5
Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.
;
Brown, Gregory W.
;
Stulz, René M.
-
2016
with the view that
growth
options
provide a hedge against macroeconomic uncertainty, we find evidence that the relation is … weaker for firms with more
growth
options
. …
Persistent link: https://www.econbiz.de/10011520321
Saved in:
6
Volatility risks and
growth
options
Ai, Hengjie
;
Kiku, Dana
- In:
Management science : journal of the Institute for …
62
(
2016
)
3
,
pp. 741-763
Persistent link: https://www.econbiz.de/10011453540
Saved in:
7
Investor sentiment and value and growth stock index options
Coakley, Jerry
;
Dotsis, George
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
The European journal of finance
20
(
2014
)
10/12
,
pp. 1211-1229
Persistent link: https://www.econbiz.de/10010465894
Saved in:
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