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Citations for "Waiting to Invest: Investment and Uncertainty"

by Ingersoll, Jonathan E, Jr & Ross, Stephen A

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  1. Luis H. R. Alvarez & Erkki Koskela, 2001. "Wicksellian Theory of Forest Rotation under Interest Rate Variability," CESifo Working Paper Series 606, CESifo Group Munich.
  2. Fan, Ying & Mo, Jian-Lei & Zhu, Lei, 2013. "Evaluating coal bed methane investment in China based on a real options model," Resources Policy, Elsevier, vol. 38(1), pages 50-59.
  3. Yu-Fu Chen & Michael Funke, 2004. "Option value, policy uncertainty, and the foreign direct investment decision," Money Macro and Finance (MMF) Research Group Conference 2003 14, Money Macro and Finance Research Group.
  4. Postali, Fernando A.S. & Picchetti, Paulo, 2006. "Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis," Energy Economics, Elsevier, vol. 28(4), pages 506-522, July.
  5. Pindyck, Robert S. & Solimano, Andrés., 1993. "Economic instability and aggregate investment," Working papers 3552-93., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  6. Auger, Felipe & Ignacio Guzmán, Juan, 2010. "How rational are investment decisions in the copper industry?," Resources Policy, Elsevier, vol. 35(4), pages 292-300, December.
  7. Tirtiroglu, Dogan & Bhabra, Harjeet S. & Lel, Ugur, 2004. "Political uncertainty and asset valuation: Evidence from business relocations in Canada," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2237-2258, September.
  8. Hevert, Kathleen T. & McLaughlin, Robyn M. & Taggart, Robert A., 1998. "Interest Rates, Inflation and the Value of Growth Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 599-613.
  9. Episcopos, Athanasios, 1995. "Evidence on the relationship between uncertainty and irreversible investment," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(1), pages 41-52.
  10. Christian Gollier & Edward Schlee, 2011. "Information And The Equity Premium," Journal of the European Economic Association, European Economic Association, vol. 9(5), pages 871-902, October.
  11. Capozza, Dennis R. & Li, Yuming, 2002. "Optimal Land Development Decisions," Journal of Urban Economics, Elsevier, vol. 51(1), pages 123-142, January.
  12. William R. Emmons & Frank A. Schmid, 2004. "Monetary policy actions and the incentive to invest," Working Papers 2004-018, Federal Reserve Bank of St. Louis.
  13. Vonnegut, Andrew, 2000. "Real option theories and investment in emerging economies," Emerging Markets Review, Elsevier, vol. 1(1), pages 82-100, May.
  14. Andrea Gamba & Ricardo Rigon, 2007. "The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - A Note," Working Papers wpn07-04, Warwick Business School, Finance Group.
  15. Armada, Manuel Rocha & Kryzanowski, Lawrence & Pereira, Paulo Jorge, 2007. "A modified finite-lived American exchange option methodology applied to real options valuation," Global Finance Journal, Elsevier, vol. 17(3), pages 419-438, March.
  16. Mansor Ibrahim & Abdullahi Ahmed, 2013. "Stock Market and Aggregate Investment Behavior in Malaysia: An Empirical Analysis," Transition Studies Review, Springer, vol. 20(2), pages 265-284, October.
  17. Luis H.R. Alvarez E., 2006. "Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty," Discussion Papers 4, Aboa Centre for Economics.
  18. Ebrahim, M. Shahid & Girma, Sourafel & Shah, M. Eskandar & Williams, Jonathan, 2014. "Rationalizing the value premium in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 51-70.
  19. Dai, Lili & Ngo, Phong T. H., 2013. "Political Uncertainty and Accounting Conservatism: Evidence from the U.S. Presidential Election Cycle," MPRA Paper 43606, University Library of Munich, Germany.
  20. Bellalah, Mondher & El Farissi, Inass, 2002. "On Real Options and Information Costs," Economics Papers from University Paris Dauphine 123456789/3018, Paris Dauphine University.
  21. Bragger, Jennifer DeNicolis & Bragger, Donald & Hantula, Donald A. & Kirnan, Jean, 1998. "Hyteresis and Uncertainty: The Effect of Uncertainty on Delays to Exit Decisions," Organizational Behavior and Human Decision Processes, Elsevier, vol. 74(3), pages 229-253, June.
  22. Alvarez, Luis H.R. & Koskela , Erkki, 2003. "Irreversible investment under interest rate variability: new results," Research Discussion Papers 29/2003, Bank of Finland.
  23. Luis H. R. Alvarez & Erkki Koskela, 2006. "Irreversible Investment under Interest Rate Variability: Some Generalizations," The Journal of Business, University of Chicago Press, vol. 79(2), pages 623-644, March.
  24. Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde, 2010. "Discounting and divergence of opinion," Journal of Economic Theory, Elsevier, vol. 145(2), pages 830-859, March.
  25. Paolo M. Panteghini, 2001. "Dual income taxation : the choice of the imputed rate of return," Finnish Economic Papers, Finnish Economic Association, vol. 14(1), pages 5-13, Spring.
  26. Lambie, N. Ross, 2009. "The role of real options analysis in the design of a greenhouse gas emissions trading scheme," 2009 Conference (53rd), February 11-13, 2009, Cairns, Australia 47626, Australian Agricultural and Resource Economics Society.
  27. Jokung N., Octave, 1998. "Timing of investments in emerging markets: the case of Malaysia and Singapore," Journal of Multinational Financial Management, Elsevier, vol. 8(2-3), pages 199-210, September.
  28. Tolis, Athanasios I. & Rentizelas, Athanasios A., 2011. "An impact assessment of electricity and emission allowances pricing in optimised expansion planning of power sector portfolios," Applied Energy, Elsevier, vol. 88(11), pages 3791-3806.
  29. Wambach, Achim, 2000. "Payback criterion, hurdle rates and the gain of waiting," International Review of Financial Analysis, Elsevier, vol. 9(3), pages 247-258.
  30. J. Peter Ferderer, 1999. "Credibility of the Interwar Gold Standard, Uncertainty, and the Great Depression," Macroeconomics 9907002, EconWPA.
  31. Tolis, Athanasios & Doukelis, Aggelos & Tatsiopoulos, Ilias, 2010. "Stochastic interest rates in the analysis of energy investments: Implications on economic performance and sustainability," Applied Energy, Elsevier, vol. 87(8), pages 2479-2490, August.
  32. I. Tzouramani & K. Mattas, 2004. "Employing real options methodology in agricultural investments: the case of greenhouse construction," Applied Economics Letters, Taylor & Francis Journals, vol. 11(6), pages 355-359.
  33. Jonathan B. Berk, 1998. "A Simple Approach for Deciding When to Invest," NBER Working Papers 6678, National Bureau of Economic Research, Inc.
  34. Shih-Chuan Tsai, 2005. "Dynamic Models of Investment Distortions," Review of Quantitative Finance and Accounting, Springer, vol. 25(4), pages 357-381, December.
  35. Rose, Simon, 1998. "Valuation of Interacting Real Options in a Tollroad Infrastructure Project," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 711-723.
  36. Pástor, Luboš & Veronesi, Pietro, 2003. "Stock Prices and IPO Waves," CEPR Discussion Papers 4002, C.E.P.R. Discussion Papers.
  37. Chi, T. & Nystrom, P. C., 1995. "Decision dilemmas facing managers: recognizing the value of learning while making sequential decisions," Omega, Elsevier, vol. 23(3), pages 303-312, June.
  38. Luis H.R. Alvarez & Jukka Lempa & Elias Oikarinen, 2009. "Do Standard Real Option Models Overestimate the Required Rate of Return of Real Estate Investment Opportunities?," Discussion Papers 52, Aboa Centre for Economics.
  39. M. Eskandar Shah & Sourafel Girm & R. Hudson, 2012. "Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market," Working Papers 12010, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  40. Michalski, Grzegorz, 2010. "Planning Optimal From The Firm Value Creation Perspective. Levels Of Operating Cash Investments," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 198-214, March.
  41. Gollier, Christian, 2003. "Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting," IDEI Working Papers 213, Institut d'Économie Industrielle (IDEI), Toulouse.
  42. repec:asi:ajoerj:2013:p:633-653 is not listed on IDEAS
  43. Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson, 2006. "Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden," Working Paper Series 2006-09, Federal Reserve Bank of San Francisco.
  44. Kong-Wing, Clement Chow, 1997. "Pre-commitment vs. flexibility: Uncertainty and distribution reform in P.R. China," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(1), pages 59-78.
  45. Smit, Han T.J. & Trigeorgis, Lenos, 2006. "Real options and games: Competition, alliances and other applications of valuation and strategy," Review of Financial Economics, Elsevier, vol. 15(2), pages 95-112.
  46. Calcagnini, Giorgio & Saltari, Enrico, 2000. "Real and Financial Uncertainty and Investment Decisions," Journal of Macroeconomics, Elsevier, vol. 22(3), pages 491-514, July.
  47. Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," 2012 Meeting Papers 636, Society for Economic Dynamics.
  48. Benjamin Born & Johannes Pfeifer, 2011. "Policy Risk and the Business Cycle," Bonn Econ Discussion Papers bgse06_2011, University of Bonn, Germany.
  49. Bo Young Chang & Bruno Feunou, 2013. "Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility," Working Papers 13-37, Bank of Canada.
  50. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007. "Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere," Central Banking, Analysis, and Economic Policies Book Series, in: Frederic S. Miskin & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.), Monetary Policy under Inflation Targeting, edition 1, volume 11, chapter 11, pages 415-465 Central Bank of Chile.
  51. Georgy Chabakauri, 2010. "Asset pricing with heterogeneous investors and portfolio constraints," LSE Research Online Documents on Economics 43142, London School of Economics and Political Science, LSE Library.
  52. Serven, Luis, 1997. "Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa," Policy Research Working Paper Series 1722, The World Bank.
  53. Georgi Lachov, 2008. "Evaluation of Corporative Value in Case of Insecurity: Determinants and Models," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 89-106.
  54. Spahr, Ronald W. & Schwebach, Robert G., 1998. "Comparing Mean Reverting Versus Pure Diffusion Interest Rate Processes in Valuing Postponement Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 579-598.
  55. Sandri, Serena & Schade, Christian & Mußhoff, Oliver & Odening, Martin, 2010. "Holding on for too long? An experimental study on inertia in entrepreneurs' and non-entrepreneurs' disinvestment choices," Journal of Economic Behavior & Organization, Elsevier, vol. 76(1), pages 30-44, October.
  56. Yasmeen Khwaja, 2000. "Should I Stay or Should I Go? Migration under Uncertainty: A New Approach," Working Papers 113, Department of Economics, SOAS, University of London, UK.
  57. Chuderewicz, Russell P., 2002. "Using interest rate uncertainty to predict the paper-bill spread and real output," Journal of Economics and Business, Elsevier, vol. 54(3), pages 293-312.
  58. Richard D. Farmer, 2006. "Risk-Smoothing Across Time and the Demand for Inventories: A Mean-Variance Approach," Eastern Economic Journal, Eastern Economic Association, vol. 32(4), pages 699-722, Fall.
  59. Taner Yigit, 2002. "Effects of Uncertainty on Credit Markets," Departmental Working Papers 0209, Bilkent University, Department of Economics.
  60. Brown, Christine & Davis, Kevin, 1998. "Options in Mutually Exclusive Projects of Unequal Lives," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 569-577.
  61. Michalski, Grzegorz, 2006. "Risk-based cash demand in a firm," MPRA Paper 4541, University Library of Munich, Germany, revised 06 Sep 2006.
  62. Lander, Diane M. & Pinches, George E., 1998. "Challenges to the Practical Implementation of Modeling and Valuing Real Options," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(3, Part 2), pages 537-567.
  63. Akamatsu, Takashi & Nagae, Takeshi, 2011. "A network of options: Evaluating complex interdependent decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 35(5), pages 714-729, May.
  64. Jonathan B. Berk, 1999. "A Simple Approach for Deciding When to Invest," American Economic Review, American Economic Association, vol. 89(5), pages 1319-1326, December.
  65. Tunaru, Radu & Clark, Ephraim & Viney, Howard, 2005. "An option pricing framework for valuation of football players," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 281-295.
  66. Luis Alvarez, 2010. "Irreversible capital accumulation under interest rate uncertainty," Computational Statistics, Springer, vol. 72(2), pages 249-271, October.
  67. Lindstrom, Tomas, 1998. "A fuzzy design of the willingness to invest in Sweden," Journal of Economic Behavior & Organization, Elsevier, vol. 36(1), pages 1-17, July.
  68. Lautier, Delphine, 2003. "Les options réelles : une idée séduisante, un concept utile et multiforme, un instrument facile à créer mais difficile à valoriser," Economics Papers from University Paris Dauphine 123456789/1046, Paris Dauphine University.
  69. Dias, José Carlos & Shackleton, Mark B., 2011. "Hysteresis effects under CIR interest rates," European Journal of Operational Research, Elsevier, vol. 211(3), pages 594-600, June.
  70. Duku-Kaakyire, Armstrong & Nanang, David M., 2004. "Application of real options theory to forestry investment analysis," Forest Policy and Economics, Elsevier, vol. 6(6), pages 539-552, October.
  71. Giovanni Villani, 2008. "An R&D Investment Game under Uncertainty in Real Option Analysis," Computational Economics, Society for Computational Economics, vol. 32(1), pages 199-219, September.
  72. Masci, Martín Ezequiel, 2012. "Irreversibilidad e incertidumbre de las decisiones financieras en i&d
    [Irreversibility and uncertainty of the financial investments on r&d]
    ," MPRA Paper 40970, University Library of Munich, Germany.
  73. Darragh Clancy & James Breen & A.M Butler & Fiona Thorne & M. Wallace, 2008. "A Discounted Cash Flow Analysis of Financial Returns from Biomass Crops in Ireland," Working Papers 0808, Rural Economy and Development Programme,Teagasc.
  74. Wang, Tan, 2001. "Equilibrium with new investment opportunities," Journal of Economic Dynamics and Control, Elsevier, vol. 25(11), pages 1751-1773, November.
  75. Newell, Richard G. & Pizer, William A., 2003. "Discounting the distant future: how much do uncertain rates increase valuations?," Journal of Environmental Economics and Management, Elsevier, vol. 46(1), pages 52-71, July.