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Contracts for changing times : sourcing with raw material price volatility and information asymmetry
Zhang, Wei; Zhou, Deke; Liu, Liwen - In: Manufacturing & service operations management : M & SOM 16 (2014) 1, pp. 133-148
Persistent link: https://www.econbiz.de/10010339102
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The Information Risk Drivers - 15 Years of Analysis to Support a Risk Premia Modelling
Mantovani, Guido Max - 2012
Information risk is an endogenous element of the market dynamics that can be independent from contingent levels of … market efficiency. Being structural, it may require to be remunerated by a specific risk premia or by returns from specific … portfolio strategies. Drivers of information risk are detected applying an original model developed by the Author to the case of …
Persistent link: https://www.econbiz.de/10013116526
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Feedback from stock prices to cash flows
Subrahmanyam, Avanidhar; Titman, Sheridan - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2389-2413
Persistent link: https://www.econbiz.de/10001631759
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How do ambiguity and risk aversion affect price volatility under asymmetric information?
Hahn, Guangsug; Kwon, Joon Yeop - In: Asia-Pacific journal of financial studies 44 (2015) 4, pp. 616-634
Persistent link: https://www.econbiz.de/10011470975
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Risk aversion, business volatility and exchange rate regimes in small open economies
Pardo, Cristian - In: Eastern economic journal 38 (2012) 2, pp. 167-188
Persistent link: https://www.econbiz.de/10009618542
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Capital supply uncertainty, cash holdings, and investment
Hugonnier, Julien; Malamud, Semyon; Morellec, Erwan - 2011
We develop a model of investment, payout, and financing policies in which firms face uncertainty regarding their ability to raise funds and have to search for investors when in need of capital. We show that capital supply uncertainty leads firms to value financial slack and to adjust their...
Persistent link: https://www.econbiz.de/10009375158
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Capital supply uncertainty, cash holdings, and investment
Hugonnier, Julien; Malamud, Semyon; Morellec, Erwan - In: The review of financial studies 28 (2015) 2, pp. 391-445
Persistent link: https://www.econbiz.de/10011289277
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Firm life cycle and idiosyncratic volatility
Hasan, Mostafa Monzur; Habib, Ahsan - In: International review of financial analysis 50 (2017), pp. 164-175
Persistent link: https://www.econbiz.de/10011820664
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The impact of cash flow volatility on systematic risk
Scordis, Nicos A.; Barrese, James; Wang, Ping - In: The journal of insurance issues : official journal of … 31 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10003937732
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Value or Growth? Pricing of Idiosyncratic Cash-Flow Risk with Heterogeneous Beliefs
Gallmeyer, Michael F. - 2015
We study a continuous-time pure exchange economy where idiosyncratic cash flow risks are priced via investors' heterogeneous beliefs. Investors perceive idiosyncratic cash flow risks differently through heterogeneous subjective mean growth rates on a firm's cash flow. This impacts equilibrium...
Persistent link: https://www.econbiz.de/10013019887