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The effect of oil price volatility on strategic investment

Henriques, Irene; Sadorsky, Perry A. - In: Energy economics 33 (2011) 1, pp. 79-87

Persistent link: https://www.econbiz.de/10009260865

Compound real option valuation with phase-specific volatility : a multi-phase mobile payments case study

Cassimon, Danny; Engelen, Peter-Jan; Yordanov, V. - In: Technovation : the international journal of … 31 (2011) 5/6, pp. 240-255

Persistent link: https://www.econbiz.de/10009304076

Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model

Milanesi, Gastón; Pesce, Gabriela; El Alabi, Emilio - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 95-106

Persistent link: https://www.econbiz.de/10011392906

On the investment-uncertainty relationship in a real option model with stochastic volatility

Ting, Sai Hung Marten; Ewald, Christian-Oliver; Wang, … - In: Mathematical social sciences 66 (2013) 1, pp. 22-32

Persistent link: https://www.econbiz.de/10009751763

Empirical estimation of the option premium residential redevelopment

Clapp, John M.; Salavei Bardos, Katsiaryna; Wong, Siu Kei - In: Regional science & urban economics 42 (2012) 1/2, pp. 240-256

Persistent link: https://www.econbiz.de/10009621677

Investment under uncertainty and volatility estimation risk

Dotsis, George; Makropoulou, Vasiliki; Markellos, … - In: Applied economics letters 19 (2012) 1/3, pp. 133-137

Persistent link: https://www.econbiz.de/10009412657

Growth options and firm valuation

Kraft, Holger; Schwartz, Eduardo S.; Weiss, Farina - 2013 - This version: February 5, 2013

(average) Tobin's Q increases with firm-level volatility. However, the significance mainly comes from R&D firms, which have … more growth options than non-R&D firms. By decomposing firm-level volatility into its systematic and unsystematic part, we … also document that only idiosyncratic volatility (ivol) has a significant effect on valuation. Second, we analyze the …

Persistent link: https://www.econbiz.de/10010226082

Mickey Mouse and the IDioT principle for assessing research contribution : discussion of "Is the relationship between investment and conditional cash flow volatility ambiguous, asy...

Faff, Robert W. - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 949-960

Persistent link: https://www.econbiz.de/10010240305

Is the relationship between investment and contitional cash flow volatility ambiguous, asymmetric or both?

O'Connor Keefe, Michael; Tate, James - In: Accounting and finance : journal of the Accounting … 53 (2013) 4, pp. 913-947

Persistent link: https://www.econbiz.de/10010240308

Understanding the relation between accruals and volatility : a real options-based investment approach

Arif, Salman; Marshall, Nathan; Yohn, Teri Lombardi - In: Journal of accounting & economics 62 (2016) 1, pp. 65-86

Persistent link: https://www.econbiz.de/10011558866