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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. Postali, Fernando A.S. & Picchetti, Paulo, 2006. "Geometric Brownian Motion and structural breaks in oil prices: A quantitative analysis," Energy Economics, Elsevier, Elsevier, vol. 28(4), pages 506-522, July.
  2. Pizer, William & Newell, Richard, 2000. "Discounting the Distant Future: How Much Do Uncertain Rates Increase Valuations?," Discussion Papers, Resources For the Future dp-00-45, Resources For the Future.
  3. Luis Alvarez, 2010. "Irreversible capital accumulation under interest rate uncertainty," Computational Statistics, Springer, Springer, vol. 72(2), pages 249-271, October.
  4. Refet Gurkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2007. "Inflation targeting and the anchoring of inflation expectations in the western hemisphere," Economic Review, Federal Reserve Bank of San Francisco, Federal Reserve Bank of San Francisco, pages 25-47.
  5. 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.
  6. Robert S. Pindyck & Andres Solimano, 1993. "Economic Instability and Aggregate Investment," NBER Working Papers 4380, National Bureau of Economic Research, Inc.
  7. Dias, José Carlos & Shackleton, Mark B., 2011. "Hysteresis effects under CIR interest rates," European Journal of Operational Research, Elsevier, Elsevier, vol. 211(3), pages 594-600, June.
  8. 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, Elsevier, vol. 29(C), pages 51-70.
  9. Gollier, Christian, 2003. "Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 213, Institut d'Économie Industrielle (IDEI), Toulouse.
  10. Grzegorz Michalski, 2013. "Planning Optimal From the Firm Value Creation Perspective Levels of Operating Cash Investments," Papers 1301.3824, arXiv.org.
  11. Lindstrom, Tomas, 1998. "A fuzzy design of the willingness to invest in Sweden," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 36(1), pages 1-17, July.
  12. 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, Rural Economy and Development Programme,Teagasc 0808, Rural Economy and Development Programme,Teagasc.
  13. Gollier, Christian & Schlee, Edward, 2003. "Information and the Equity Premium," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 251, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2011.
  14. 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.
  15. I. Tzouramani & K. Mattas, 2004. "Employing real options methodology in agricultural investments: the case of greenhouse construction," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 11(6), pages 355-359.
  16. 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.
  17. Yu-Fu Chen & Michael Funke, 2003. "Option Value, Policy Uncertainty and The Foreign Direct Investment Decision," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee 139, Economic Studies, University of Dundee.
  18. Auger, Felipe & Ignacio Guzmán, Juan, 2010. "How rational are investment decisions in the copper industry?," Resources Policy, Elsevier, Elsevier, vol. 35(4), pages 292-300, December.
  19. Fan, Ying & Mo, Jian-Lei & Zhu, Lei, 2013. "Evaluating coal bed methane investment in China based on a real options model," Resources Policy, Elsevier, Elsevier, vol. 38(1), pages 50-59.
  20. 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, Federal Reserve Bank of San Francisco 2006-09, Federal Reserve Bank of San Francisco.
  21. Episcopos, Athanasios, 1995. "Evidence on the relationship between uncertainty and irreversible investment," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 35(1), pages 41-52.
  22. Alvarez, Luis H.R. & Koskela , Erkki, 2003. "Irreversible investment under interest rate variability: new results," Research Discussion Papers, Bank of Finland 29/2003, Bank of Finland.
  23. J. Peter Ferderer, 1999. "Credibility of the Interwar Gold Standard, Uncertainty, and the Great Depression," Macroeconomics, EconWPA 9907002, EconWPA.
  24. Jonathan B. Berk, 1998. "A Simple Approach for Deciding When to Invest," NBER Working Papers 6678, National Bureau of Economic Research, Inc.
  25. Bo Young Chang & Bruno Feunou, 2013. "Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility," Working Papers, Bank of Canada 13-37, Bank of Canada.
  26. 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, Aboa Centre for Economics 52, Aboa Centre for Economics.
  27. Vonnegut, Andrew, 2000. "Real option theories and investment in emerging economies," Emerging Markets Review, Elsevier, Elsevier, vol. 1(1), pages 82-100, May.
  28. Alvarez, Luis H. R. & Koskela, Erkki, 2005. "Wicksellian theory of forest rotation under interest rate variability," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 29(3), pages 529-545, March.
  29. Benjamin Born & Johannes Pfeifer, 2013. "Policy Risk and the Business Cycle," CESifo Working Paper Series 4336, CESifo Group Munich.
  30. 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, Elsevier, vol. 15(2), pages 95-112.
  31. Luis H. R. Alvarez & Erkki Koskela, 2006. "Irreversible Investment under Interest Rate Variability: Some Generalizations," The Journal of Business, University of Chicago Press, University of Chicago Press, vol. 79(2), pages 623-644, March.
  32. 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.
  33. Bellalah, Mondher & El Farissi, Inass, 2002. "On Real Options and Information Costs," Economics Papers from University Paris Dauphine 123456789/3018, Paris Dauphine University.
  34. Mansor Ibrahim & Abdullahi Ahmed, 2013. "Stock Market and Aggregate Investment Behavior in Malaysia: An Empirical Analysis," Transition Studies Review, Springer, Springer, vol. 20(2), pages 265-284, October.
  35. Pástor, Luboš & Veronesi, Pietro, 2003. "Stock Prices and IPO Waves," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4002, C.E.P.R. Discussion Papers.
  36. Duku-Kaakyire, Armstrong & Nanang, David M., 2004. "Application of real options theory to forestry investment analysis," Forest Policy and Economics, Elsevier, Elsevier, vol. 6(6), pages 539-552, October.
  37. Luis H.R. Alvarez E., 2006. "Irreversible Investment, Incremental Capital Accumulation, and Price Uncertainty," Discussion Papers, Aboa Centre for Economics 4, Aboa Centre for Economics.
  38. Georgy Chabakauri, 2010. "Asset pricing with heterogeneous investors and portfolio constraints," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 43142, London School of Economics and Political Science, LSE Library.
  39. Shih-Chuan Tsai, 2005. "Dynamic Models of Investment Distortions," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 25(4), pages 357-381, December.
  40. Brown, Christine & Davis, Kevin, 1998. "Options in Mutually Exclusive Projects of Unequal Lives," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 38(3, Part 2), pages 569-577.
  41. 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, Elsevier, vol. 38(3, Part 2), pages 537-567.
  42. Akamatsu, Takashi & Nagae, Takeshi, 2011. "A network of options: Evaluating complex interdependent decisions under uncertainty," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(5), pages 714-729, May.
  43. Anastasios Michailidis & Konstadinos Mattas, 2007. "Using Real Options Theory to Irrigation Dam Investment Analysis: An Application of Binomial Option Pricing Model," Water Resources Management, Springer, Springer, vol. 21(10), pages 1717-1733, October.
  44. Chuderewicz, Russell P., 2002. "Using interest rate uncertainty to predict the paper-bill spread and real output," Journal of Economics and Business, Elsevier, Elsevier, vol. 54(3), pages 293-312.
  45. Georgy Chabakauri, 2012. "Asset Pricing with Heterogeneous Investors and Portfolio Constraints," 2012 Meeting Papers, Society for Economic Dynamics 636, Society for Economic Dynamics.
  46. 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, Elsevier, vol. 38(3, Part 2), pages 599-613.
  47. Giovanni Villani, 2008. "An R&D Investment Game under Uncertainty in Real Option Analysis," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 32(1), pages 199-219, September.
  48. Jouini, Elyès & Marin, Jean-Michel & Napp, Clotilde, 2010. "Discounting and divergence of opinion," Journal of Economic Theory, Elsevier, Elsevier, vol. 145(2), pages 830-859, March.
  49. William R. Emmons & Frank A. Schmid, 2004. "Monetary policy actions and the incentive to invest," Working Papers, Federal Reserve Bank of St. Louis 2004-018, Federal Reserve Bank of St. Louis.
  50. 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, Elsevier, vol. 26(1), pages 59-78.
  51. Tirtiroglu, Dogan & Bhabra, Harjeet S. & Lel, Ugur, 2004. "Political uncertainty and asset valuation: Evidence from business relocations in Canada," Journal of Banking & Finance, Elsevier, Elsevier, vol. 28(9), pages 2237-2258, September.
  52. Jonathan B. Berk, 1999. "A Simple Approach for Deciding When to Invest," American Economic Review, American Economic Association, American Economic Association, vol. 89(5), pages 1319-1326, December.
  53. Andrea Gamba & Ricardo Rigon, 2007. "The Value of Embedded Real Options: Evidence from Consumer Automobile Lease Contracts - A Note," Working Papers, Warwick Business School, Finance Group wpn07-04, Warwick Business School, Finance Group.
  54. Calcagnini, Giorgio & Saltari, Enrico, 2000. "Real and Financial Uncertainty and Investment Decisions," Journal of Macroeconomics, Elsevier, Elsevier, vol. 22(3), pages 491-514, July.
  55. Wang, Tan, 2001. "Equilibrium with new investment opportunities," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 25(11), pages 1751-1773, November.
  56. Michalski, Grzegorz, 2006. "Risk-based cash demand in a firm," MPRA Paper 4541, University Library of Munich, Germany, revised 06 Sep 2006.
  57. Chi, T. & Nystrom, P. C., 1995. "Decision dilemmas facing managers: recognizing the value of learning while making sequential decisions," Omega, Elsevier, Elsevier, vol. 23(3), pages 303-312, June.
  58. 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.
  59. 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, Elsevier, vol. 87(8), pages 2479-2490, August.
  60. Tunaru, Radu & Clark, Ephraim & Viney, Howard, 2005. "An option pricing framework for valuation of football players," Review of Financial Economics, Elsevier, Elsevier, vol. 14(3-4), pages 281-295.
  61. 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," Structural Change in Agriculture/Strukturwandel im Agrarsektor (SiAg) Working Papers, Humboldt University Berlin, Department of Agricultural Economics 59518, Humboldt University Berlin, Department of Agricultural Economics.
  62. repec:asi:ajoerj:2013:p:633-653 is not listed on IDEAS
  63. Serven, Luis, 1997. "Uncertainty, instability, and irreversible investment : theory, evidence, and lessons for Africa," Policy Research Working Paper Series 1722, The World Bank.
  64. 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, Australian Agricultural and Resource Economics Society 47626, Australian Agricultural and Resource Economics Society.
  65. Jokung N., Octave, 1998. "Timing of investments in emerging markets: the case of Malaysia and Singapore," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 8(2-3), pages 199-210, September.
  66. 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, Elsevier, vol. 88(11), pages 3791-3806.
  67. 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.
  68. Taner Yigit, 2002. "Effects of Uncertainty on Credit Markets," Departmental Working Papers, Bilkent University, Department of Economics 0209, Bilkent University, Department of Economics.
  69. 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, Elsevier, vol. 74(3), pages 229-253, June.
  70. Paolo M. Panteghini, 2001. "Dual income taxation : the choice of the imputed rate of return," Finnish Economic Papers, Finnish Economic Association, Finnish Economic Association, vol. 14(1), pages 5-13, Spring.
  71. 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, Elsevier, vol. 38(3, Part 2), pages 579-598.
  72. Wambach, Achim, 2000. "Payback criterion, hurdle rates and the gain of waiting," International Review of Financial Analysis, Elsevier, Elsevier, vol. 9(3), pages 247-258.
  73. 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).
  74. Capozza, Dennis R. & Li, Yuming, 2002. "Optimal Land Development Decisions," Journal of Urban Economics, Elsevier, vol. 51(1), pages 123-142, January.
  75. Rose, Simon, 1998. "Valuation of Interacting Real Options in a Tollroad Infrastructure Project," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 38(3, Part 2), pages 711-723.
  76. Yasmeen Khwaja, 2000. "Should I Stay or Should I Go? Migration under Uncertainty: A New Approach," Working Papers, Department of Economics, SOAS, University of London, UK 113, Department of Economics, SOAS, University of London, UK.
  77. Anastasios Michailidis & Konstadinos Mattas & Irene Tzouramani & Diamantis Karamouzis, 2009. "A Socioeconomic Valuation of an Irrigation System Project Based on Real Option Analysis Approach," Water Resources Management, Springer, Springer, vol. 23(10), pages 1989-2001, August.