Corporate investment decisions under asymmetric information and uncertainty
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Other versions of this item:
- Bell, Peter N, 2012. "Corporate investment decisions under asymmetric information and uncertainty," MPRA Paper 38348, University Library of Munich, Germany.
References listed on IDEAS
- Laurent Calvet & Adlai Fisher, 2002.
"Multifractality In Asset Returns: Theory And Evidence,"
The Review of Economics and Statistics,
MIT Press, vol. 84(3), pages 381-406, August.
- Laurent-Emmanuel Calvet & Adlai J. Fisher, 2002. "Multifractality in Asset Returns: Theory and Evidence," Post-Print hal-00478175, HAL.
- T. Di Matteo, 2007. "Multi-scaling in finance," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 21-36.
- Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2008. "Multifractality in stock indexes: Fact or Fiction?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(14), pages 3605-3614.
More about this item
KeywordsCorporate decision making; issuance of stock; value of investment;
- C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-15 (All new papers)
- NEP-CTA-2012-05-15 (Contract Theory & Applications)
- NEP-PPM-2012-05-15 (Project, Program & Portfolio Management)
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