Stochastic idiosyncratic cash flow risk and real options : implications for stock returns
Harjoat S. Bhamra, Kyung Hwan Shim
| Year of publication: |
March 2017
|
|---|---|
| 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
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| Subject: | Asset pricing | Stock return and idiosyncratic volatility | Real options | Stochastic volatility | Regime-switching | Mixed jump-diffusion | Volatilität | Volatility | Realoptionsansatz | Real options analysis | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Cash Flow | Cash flow | CAPM | Risiko | Risk | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2016.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747518