My bibliography
Save this item
Option Exercise Games: An Application to the Equilibrium Investment Strategies of Firms
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gang-Zhi Fan & Ming Pu & Seow Ong, 2012. "Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 3-29, June.
- Frank Riedel & Xia Su, 2011.
"On irreversible investment,"
Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
- Riedel, Frank & Su, Xia, 2006. "On Irreversible Investment," Bonn Econ Discussion Papers 13/2006, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Michi Nishihara, 2009. "Preemptive Investment Game with Alternative Projects," Discussion Papers in Economics and Business 09-16, Osaka University, Graduate School of Economics.
- Atal, Vidya & Bar, Talia & Gordon, Sidartha, 2016.
"Project selection: Commitment and competition,"
Games and Economic Behavior, Elsevier, vol. 96(C), pages 30-48.
- Vidya Atal & Talia Bar & Sidartha Gordon, 2014. "Project Selection: Commitment and Competition," Working papers 2014-28, University of Connecticut, Department of Economics.
- Vidya Atal & Talia Bar & Sidartha Gordon, 2016. "Project selection: Commitment and competition," Post-Print hal-01408902, HAL.
- Huang, Ying Sophie & Wu, Jiajia & Guo, Feng, 2022. "Venture capital staging under economic policy uncertainty," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 572-596.
- Boyer, Marcel & Lasserre, Pierre & Moreaux, Michel, 2012.
"A dynamic duopoly investment game without commitment under uncertain market expansion,"
International Journal of Industrial Organization, Elsevier, vol. 30(6), pages 663-681.
- Marcel Boyer & Pierre Lasserre & Michel Moreaux, 2011. "A Dynamic Duopoly Investment Game without Commitment under Uncertain Market Expansion," CIRANO Working Papers 2011s-65, CIRANO.
- Laurent Frésard & Philip Valta, 2016.
"How Does Corporate Investment Respond to Increased Entry Threat?,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(1), pages 1-35.
- Valta, Philip & Frésard , Laurent, 2014. "How Does Corporate Investment Respond to Increased Entry Threat?," HEC Research Papers Series 1046, HEC Paris.
- Bulan, Laarni & Mayer, Christopher & Somerville, C. Tsuriel, 2009.
"Irreversible investment, real options, and competition: Evidence from real estate development,"
Journal of Urban Economics, Elsevier, vol. 65(3), pages 237-251, May.
- Laarni Bulan & Christopher Mayer & C. Tsuriel Somerville, "undated". "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," Zell/Lurie Center Working Papers 391, Wharton School Samuel Zell and Robert Lurie Real Estate Center, University of Pennsylvania.
- Laarni Bulan & Christopher J. Mayer & C. Tsuriel Somerville, 2006. "Irreversible Investment, Real Options, and Competition: Evidence from Real Estate Development," NBER Working Papers 12486, National Bureau of Economic Research, Inc.
- Chen, Yu-Fu & Funke, Michael, 2008.
"Product market competition, investment and employment-abundant versus job-poor growth: A real options perspective,"
European Journal of Political Economy, Elsevier, vol. 24(1), pages 218-238, March.
- Yu-Fu Chen & Michael Funke, 2005. "Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective," Quantitative Macroeconomics Working Papers 20510, Hamburg University, Department of Economics.
- Yu-Fu Chen & Michael Funke, 2008. "Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective," Quantitative Macroeconomics Working Papers 20802, Hamburg University, Department of Economics.
- Yu-Fu Chen & Michael Funke, 2005. "Product Market Competition, Investment and Employment-Abundant versus Job-Poor Growth: A Real Options Perspective," CESifo Working Paper Series 1563, CESifo.
- Yu-Fu Chen & Michael Funke, 2005. "Product Market Competition, Investment and Employment-Abundant versus Job-poor Growth: A Real Options Perspective," Dundee Discussion Papers in Economics 180, Economic Studies, University of Dundee.
- Bustamante, Maria Cecilia, 2011. "Strategic investment, industry concentration and the cross section of returns," LSE Research Online Documents on Economics 37454, London School of Economics and Political Science, LSE Library.
- Arasteh, Abdollah, 2017. "Considering the investment decisions with real options games approach," Renewable and Sustainable Energy Reviews, Elsevier, vol. 72(C), pages 1282-1294.
- Aray, Henry & Gardeazabal, Javier, 2010.
"Going multinational under exchange rate uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1171-1191, October.
- Aray, Henry & Gardeazabal, Javier, 2005. "Going Multinational under Exchange Rate Uncertainty," DFAEII Working Papers 1988-088X, University of the Basque Country - Department of Foundations of Economic Analysis II.
- Henry Aray & Javier Gardeazabal, 2008. "Going Multinational under Exchange Rate Uncertainty," ThE Papers 08/19, Department of Economic Theory and Economic History of the University of Granada..
- Colombo, Luca & Labrecciosa, Paola, 2021. "A stochastic differential game of duopolistic competition with sticky prices," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- Moretto, Michele, 2008.
"Competition and irreversible investments under uncertainty,"
Information Economics and Policy, Elsevier, vol. 20(1), pages 75-88, March.
- Michele Moretto, 2003. "Competition and Irreversible Investments under Uncertainty," Working Papers 2003.32, Fondazione Eni Enrico Mattei.
- Michele Moretto, 2007. "Competition and Irreversible Investments under Uncertainty," "Marco Fanno" Working Papers 0058, Dipartimento di Scienze Economiche "Marco Fanno".
- Antill, Samuel & Grenadier, Steven R., 2019. "Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation," Journal of Financial Economics, Elsevier, vol. 133(1), pages 198-224.
- Sergio Vergalli, 2011.
"Entry and Exit Strategies in Migration Dynamics,"
Journal of Labor Research, Springer, vol. 32(4), pages 362-389, December.
- Sergio Vergalli, 2006. "Entry and Exit Strategies in Migration Dynamics," Working Papers 2006.123, Fondazione Eni Enrico Mattei.
- Sergio Vergalli, 2007. "Entry and Exit Strategies in Migration Dynamics," Working Papers 0701, University of Brescia, Department of Economics.
- Vergalli, Sergio, 2006. "Entry and Exit Strategies in Migration Dynamics," Knowledge, Technology, Human Capital Working Papers 12068, Fondazione Eni Enrico Mattei (FEEM).
- Camelia M. Kuhnen & Paul Oyer, 2016.
"Exploration for Human Capital: Evidence from the MBA Labor Market,"
Journal of Labor Economics, University of Chicago Press, vol. 34(S2), pages 255-286.
- Kuhnen, Camelia M. & Oyer, Paul, 2014. "Exploration for Human Capital: Evidence from the MBA Labor Market," Research Papers 3042, Stanford University, Graduate School of Business.
- Camelia M. Kuhnen & Paul Oyer, 2015. "Exploration for Human Capital: Evidence from the MBA Labor Market," NBER Working Papers 20825, National Bureau of Economic Research, Inc.
- Boyarchenko Svetlana & Levendorskii Sergei Z, 2006.
"General Option Exercise Rules, with Applications to Embedded Options and Monopolistic Expansion,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-53, June.
- Svetlana Boyarchenko & Sergei Levendorskii, 2005. "General option exercise rules, with applications to embedded options and monopolistic expansion," Finance 0511001, University Library of Munich, Germany.
- Svetlana Boyarchenko & Sergei Levendorskii, 2006. "General option exercise rules, with applications to embedded options and monopolistic expansion," 2006 Meeting Papers 312, Society for Economic Dynamics.
- Genc, Talat S., 2017.
"The impact of lead time on capital investments,"
Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 142-164.
- Talat S. Genc, 2017. "The Impact of Lead Time on Capital Investments," Working Papers 1704, University of Guelph, Department of Economics and Finance.
- Wang, Tracy Yue & Winton, Andrew, 2021. "Industry informational interactions and corporate fraud," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Charalampopoulos, George & Katsianis, Dimitris & Varoutas, Dimitris, 2020. "Investigating the intertwining impact of wholesale access pricing and the commitment to net neutrality principle on European next-generation access networks private investment plans: An options-game a," Telecommunications Policy, Elsevier, vol. 44(3).
- Chen, Yu-Fu & Funke, Michael, 2009.
"China's new Labour Contract Law: No harm to employment?,"
China Economic Review, Elsevier, vol. 20(3), pages 558-572, September.
- Chen, Yu-Fu & Funke, Michael, 2008. "China's new labour contract law: No harm to employment?," BOFIT Discussion Papers 29/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Yu-Fu Chen & Michael Funke, 2008. "China's New Labour Contract Law:No Harm to Employment?," Dundee Discussion Papers in Economics 220, Economic Studies, University of Dundee.
- Michael Funke & Yu-Fu Chen, 2009. "China's new labour contract law: No harm to employment?," Quantitative Macroeconomics Working Papers 20909b, Hamburg University, Department of Economics.
- Thijssen, Jacco J.J. & Huisman, Kuno J.M. & Kort, Peter M., 2012.
"Symmetric equilibrium strategies in game theoretic real option models,"
Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 219-225.
- Thijssen, J.J.J. & Huisman, K.J.M. & Kort, P.M., 2002. "Symmetric Equilibrium Strategies in Game Theoretical Real Option Models," Other publications TiSEM 1836bd01-0eb5-4163-8929-c, Tilburg University, School of Economics and Management.
- Thijssen, J.J.J. & Huisman, K.J.M. & Kort, P.M., 2002. "Symmetric Equilibrium Strategies in Game Theoretical Real Option Models," Discussion Paper 2002-81, Tilburg University, Center for Economic Research.
- Feil, Jan-Henning & Musshoff, Oliver, 2013. "Modelling investment and disinvestment decisions under competition, uncertainty and different market interventions," Economic Modelling, Elsevier, vol. 35(C), pages 443-452.
- Grenadier, Steven R. & Wang, Neng, 2005.
"Investment timing, agency, and information,"
Journal of Financial Economics, Elsevier, vol. 75(3), pages 493-533, March.
- Steven R. Grenadier & Neng Wang, 2005. "Investment Timing, Agency, and Information," NBER Working Papers 11148, National Bureau of Economic Research, Inc.
- Jyh‐Bang Jou & Tan (Charlene) Lee, 2021. "Uncertainty, hiring and firing costs, and the determinants of profit‐sharing rules," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(1), pages 185-197, January.
- Rau, Philipp & Spinler, Stefan, 2017. "Alliance formation in a cooperative container shipping game: Performance of a real options investment approach," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 101(C), pages 155-175.
- Weiß, Dominik, 2009. "Keeping the Bubble Alive! The Effects of Urban Renewal and Demolition Subsidies in the East German Housing Market," IWH Discussion Papers 11/2009, Halle Institute for Economic Research (IWH).
- Aïd, René & Federico, Salvatore & Pham, Huyên & Villeneuve, Bertrand, 2015.
"Explicit investment rules with time-to-build and uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 240-256.
- René Aïd & Salvatore Federico & Huyen Pham & Bertrand Villeneuve, 2014. "Explicit investment rules with time-to-build and uncertainty," Working Papers hal-00997994, HAL.
- Ren'e Aid & Salvatore Federico & Huy^en Pham & Bertrand Villeneuve, 2014. "Explicit investment rules with time-to-build and uncertainty," Papers 1406.0055, arXiv.org.
- Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017.
"Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost,"
Energy Economics, Elsevier, vol. 67(C), pages 300-314.
- Jerome Dumortier & Nathan S. Kauffman & Dermot J. Hayes, 2016. "Production and Spatial Distribution of Switchgrass and Miscanthus in the United States under Uncertainty and Sunk Cost," Center for Agricultural and Rural Development (CARD) Publications 16-wp568, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Dumortier, Jerome & Kauffman, Nathan & Hayes, Dermot J., 2017. "Production and spatial distribution of switchgrass and miscanthus in the United States under uncertainty and sunk cost," ISU General Staff Papers 201709010700001686, Iowa State University, Department of Economics.
- Wilson, Nathan E., 2012. "Uncertain regulatory timing and market dynamics," International Journal of Industrial Organization, Elsevier, vol. 30(1), pages 102-115.
- Moretto, Michele & Parigi, Bruno M., 2024. "Competitive runs on Government debt," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 131-158.
- repec:zbw:bofitp:2008_029 is not listed on IDEAS
- Julien Prat & Benjamin Walter, 2021.
"An Equilibrium Model of the Market for Bitcoin Mining,"
Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2415-2452.
- Julien Prat & Walter Benjamin, 2017. "An Equilibrium Model of the Market for Bitcoin Mining," Working Papers 2017-15, Center for Research in Economics and Statistics.
- Julien Prat & Benjamin Walter, 2021. "An Equilibrium Model of the Market for Bitcoin Mining," Post-Print hal-03506522, HAL.
- Julien Prat & Benjamin Walter, 2018. "An Equilibrium Model of the Market for Bitcoin Mining," CESifo Working Paper Series 6865, CESifo.
- Wu-Lung Li & Kenneth Zheng, 2017. "Product market competition and cost stickiness," Review of Quantitative Finance and Accounting, Springer, vol. 49(2), pages 283-313, August.
- Holger Kraft & Eduardo S. Schwartz, 2010. "Cash Flow Multipliers and Optimal Investment Decisions," NBER Working Papers 15807, National Bureau of Economic Research, Inc.
- repec:ebl:ecbull:v:7:y:2007:i:5:p:1-11 is not listed on IDEAS
- Cesare Dosi & Michele Moretto, 2010.
"Environmental Innovation, War Of Attrition And Investment Grants,"
International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 37-59.
- Cesare Dosi & Michele Moretto, "undated". "Environmental Innovation, War of Attrition and Investment Grants," Working Papers ubs0406, University of Brescia, Department of Economics.
- Michele Moretto & Cesare Dosi, 2004. "Environmental Innovation, War of Attrition and Investment Grants," Working Papers 2004.156, Fondazione Eni Enrico Mattei.
- Cesare Dosi & Michele Moretto, 2007. "Environmental Innovation, War of Attrition and Investment Grants," "Marco Fanno" Working Papers 0045, Dipartimento di Scienze Economiche "Marco Fanno".
- Takashima, Ryuta & Goto, Makoto & Kimura, Hiroshi & Madarame, Haruki, 2008. "Entry into the electricity market: Uncertainty, competition, and mothballing options," Energy Economics, Elsevier, vol. 30(4), pages 1809-1830, July.
- Boyarchenko, Svetlana & Levendorskii, Sergei, 2008. "Exit problems in regime-switching models," Journal of Mathematical Economics, Elsevier, vol. 44(2), pages 180-206, January.
- Dianetti, Jodi, 2023. "Linear-Quadratic-Singular Stochastic Differential Games and Applications," Center for Mathematical Economics Working Papers 678, Center for Mathematical Economics, Bielefeld University.
- Grenadier, Steven R. & Wang, Neng, 2007.
"Investment under uncertainty and time-inconsistent preferences,"
Journal of Financial Economics, Elsevier, vol. 84(1), pages 2-39, April.
- Grenadier, Steven R. & Wang, Neng, 2005. "Investment under Uncertainty and Time-Inconsistent Preferences," Research Papers 1899, Stanford University, Graduate School of Business.
- Steven R. Grenadier & Neng Wang, 2006. "Investment Under Uncertainty and Time-Inconsistent Preferences," NBER Working Papers 12042, National Bureau of Economic Research, Inc.
- Moretto, Michele & Vergalli, Sergio, 2008.
"Managing Migration through Quotas: An Option-theory Perspective,"
Knowledge, Technology, Human Capital Working Papers
37818, Fondazione Eni Enrico Mattei (FEEM).
- Michele Moretto & Sergio Vergalli, 2008. "Managing Migration through Quotas: an Option-theory Perspective," Working Papers 0805, University of Brescia, Department of Economics.
- Michele Moretto & Sergio Vergalli, 2008. "Managing Migration through Quotas: an Option-theory Perspective," Working Papers 2008.51, Fondazione Eni Enrico Mattei.
- Hugonnier, Julien & Morellec, Erwan, 2007. "Corporate control and real investment in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1781-1800, May.
- Boyle, Glenn & Evans, Lewis & Guthrie, Graeme, 2006. "Estimating the WACC in a Regulatory Setting: An Assessment of Dr Martin Lally's paper 'The Weighted Average Cost of Capital for Electricity Lines Businesses' of 8 September 2005," Working Paper Series 18939, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Guthrie, Graeme, 2007.
"Missed Opportunities: Optimal Investment Timing When Information is Costly,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(2), pages 467-488, June.
- Guthrie, Graeme, 2005. "Missed Opportunities: Optimal Investment Timing when Information is Costly," Working Paper Series 3990, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Huang, Hsing-Hua & Lee, Han-Hsing, 2013. "Product market competition and credit risk," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 324-340.
- Kovacs, Kent F., 2009. "The Timing of Rapid Farmland Conversion Events: Evidence from California's Differential Assessment Program," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49252, Agricultural and Applied Economics Association.
- Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2021.
"Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(8), pages 1969-1997, December.
- Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016. "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Working Papers 16-10R, Federal Reserve Bank of Cleveland.
- Jiang, Fuxiu & Kim, Kenneth A. & Nofsinger, John R. & Zhu, Bing, 2015. "Product market competition and corporate investment: Evidence from China," Journal of Corporate Finance, Elsevier, vol. 35(C), pages 196-210.
- Luca Corato & Michele Moretto & Sergio Vergalli, 2013.
"Land conversion pace under uncertainty and irreversibility: too fast or too slow?,"
Journal of Economics, Springer, vol. 110(1), pages 45-82, September.
- Luca Di Corato & Michele Moretto & Sergio Vergalli, 2011. "Land Conversion Pace under Uncertainty and Irreversibility: too fast or too slow?," Working Papers 2011.84, Fondazione Eni Enrico Mattei.
- Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2011. "Land Conversion Pace under Uncertainty and Irreversibility: too fast or too slow?," Climate Change and Sustainable Development 119107, Fondazione Eni Enrico Mattei (FEEM).
- Robert Lensink & Victor Murinde, 2006. "The Inverted-U hypothesis for the effect of uncertainty on investment: Evidence from UK firms," The European Journal of Finance, Taylor & Francis Journals, vol. 12(2), pages 95-105.
- Kuno J.M. Huisman & Peter M. Kort, 2015.
"Strategic capacity investment under uncertainty,"
RAND Journal of Economics, RAND Corporation, vol. 46(2), pages 376-408, June.
- Huisman, K.J.M. & Kort, P.M., 2013. "Strategic Capacity Investment Under uncertainty," Other publications TiSEM d8f47e8c-1550-4a51-b0fb-3, Tilburg University, School of Economics and Management.
- Huisman, K.J.M. & Kort, P.M., 2013. "Strategic Capacity Investment Under uncertainty," Discussion Paper 2013-003, Tilburg University, Center for Economic Research.
- Ball, Daniel R. & Deshmukh, Abhijit & Kapadia, Nikunj, 2015. "An options-based approach to coordinating distributed decision systems," European Journal of Operational Research, Elsevier, vol. 240(3), pages 706-717.
- Han T.J. Smit & Lenos Trigeorgis, 2006. "Real options and games: Competition, alliances and other applications of valuation and strategy," Review of Financial Economics, John Wiley & Sons, vol. 15(2), pages 95-112.
- Bowen Zheng & Mengjie Zhang & Xuefang Zhang, 2022. "The rise of market power and firms' investment: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(5), pages 4807-4830, December.
- Angelou, Georgios N. & Economides, Anastasios A., 2013. "Broadband business by utilities infrastructure exploitation: A multistage competition model," Telecommunications Policy, Elsevier, vol. 37(1), pages 63-79.
- Si Li & Xintong Zhan, 2019. "Product Market Threats and Stock Crash Risk," Management Science, INFORMS, vol. 65(9), pages 4011-4031, September.
- Altug, Sumru & Demers, Fanny S. & Demers, Michel, 2009. "The investment tax credit and irreversible investment," Journal of Macroeconomics, Elsevier, vol. 31(4), pages 509-522, December.
- Holger Kraft & Eduardo Schwartz, 2015. "Cash Flow Multipliers and Optimal Investment Decisions," European Financial Management, European Financial Management Association, vol. 21(3), pages 399-429, June.
- Adriana Breccia, 2019. "R&D appropriability and market structure in a preemption model," Birkbeck Working Papers in Economics and Finance 1902, Birkbeck, Department of Economics, Mathematics & Statistics.
- Robert S. Pindyck, 2009. "Sunk Costs and Risk-Based Barriers to Entry," NBER Working Papers 14755, National Bureau of Economic Research, Inc.
- Kent Kovacs, 2013. "An empirical examination of the location and timing of non-renewals in a farmland differential assessment program," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(1), pages 245-263, February.
- Ryan Kellogg, 2014.
"The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling,"
American Economic Review, American Economic Association, vol. 104(6), pages 1698-1734, June.
- Ryan Kellogg, 2010. "The Effect of Uncertainty on Investment: Evidence from Texas Oil Drilling," NBER Working Papers 16541, National Bureau of Economic Research, Inc.
- Paolo M. Panteghini & Michele Moretto, 2007.
"Preemption, Start-Up Decisions and the Firms' Capital Structure,"
Economics Bulletin, AccessEcon, vol. 4(39), pages 1-14.
- Michele Moretto & Paolo Panteghini, 2007. "Preemption, Start-Up Decisions and the Firms’ Capital Structure," CESifo Working Paper Series 2006, CESifo.
- L.J. Basson & Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2022. "Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 84-95, March.
- Li, X. & Zuidwijk, R.A. & de Koster, M.B.M. & Dekker, R., 2016. "Competitive Capacity Investment under Uncertainty," ERIM Report Series Research in Management ERS-2016-005-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Almaghrabi, Khadija S., 2023. "Local product market competition and investment home bias," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Michele Moretto & Sergio Vergalli, 2010.
"Managing Migration Through Conflicting Policies: An Option‐Theory Perspective,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(3), pages 318-342, July.
- Michele Moretto & Sergio Vergalli, 2009. "Managing Migration through Conflicting Policies: an Option-theory Perspective," CESifo Working Paper Series 2731, CESifo.
- Michele Moretto & Sergio Vergalli, 2010. "Managing Migration through Conflicting Policies: an Option-theory Perspective," "Marco Fanno" Working Papers 0110, Dipartimento di Scienze Economiche "Marco Fanno".
- Yu-Fu Chen & Michael Funke, 2015. "Going Offshore: Investments in German Wind Energy under Uncertainty," CESifo Working Paper Series 5408, CESifo.
- Muro, Kazunobu, 2007. "Individual preferences and the effect of uncertainty on irreversible investment," Research in Economics, Elsevier, vol. 61(4), pages 191-207, December.
- Jing Li & Charles Dhanaraj & Richard L. Shockley, 2008. "Joint venture evolution: extending the real options approach," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 317-336.
- Yu‐Fu Chen & Michael Funke, 2010.
"Booms, Recessions And Financial Turmoil: A Fresh Look At Investment Decisions Under Cyclical Uncertainty,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(3), pages 290-317, July.
- Chen, Yu-Fu & Funke, Michael, 2009. "Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty," SIRE Discussion Papers 2009-31, Scottish Institute for Research in Economics (SIRE).
- Michael Funke & Yu-Fu Chen, 2010. "Booms, recessions and financial turmoil: A fresh look at investment decisions under cyclical uncertainty," Quantitative Macroeconomics Working Papers 21007, Hamburg University, Department of Economics.
- Michael Funke & Yu-Fu Chen, 2009. "Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty," Quantitative Macroeconomics Working Papers 20908, Hamburg University, Department of Economics.
- Yu-Fu Chen & Michael Funke, 2009. "Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty," Dundee Discussion Papers in Economics 225, Economic Studies, University of Dundee.
- Yu-Fu Chen & Michael Funke, 2009. "Booms, Recessions and Financial Turmoil: A Fresh Look at Investment Decisions under Cyclical Uncertainty," CESifo Working Paper Series 2759, CESifo.
- David McAdams, 2011.
"Performance and Turnover in a Stochastic Partnership,"
American Economic Journal: Microeconomics, American Economic Association, vol. 3(4), pages 107-142, November.
- David McAdams, 2010. "Performance and Turnover in a Stochastic Partnership," Working Papers 10-61, Duke University, Department of Economics.
- David McAdams, 2010. "Performance and Turnover in a Stochastic Partnership," Levine's Working Paper Archive 661465000000000193, David K. Levine.
- Boyle, Glenn & Evans, Lewis & Guthrie, Graeme, 2006. "Estimating the WACC in a Regulatory Setting: An Assessment of Dr Martin Lally's paper 'The Weighted Average Cost of Capital for Electricity Lines Businesses' of 8 September 2005," Working Paper Series 3844, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Piaskowska, D., 2005. "Essays on firm growth and value creation," Other publications TiSEM 89053610-79c6-4c52-9d1c-6, Tilburg University, School of Economics and Management.
- Ebina, Takeshi & Kumakura, Yuya & Nishide, Katsumasa, 2022. "Hostile takeovers or friendly mergers? Real options analysis," Journal of Corporate Finance, Elsevier, vol. 77(C).
- Chortareas, Georgios & Noikokyris, Emmanouil & Rakeeb, Fathima Roshan, 2021. "Investment, firm-specific uncertainty, and market power in South Africa," Economic Modelling, Elsevier, vol. 96(C), pages 389-395.
- Morellec, Erwan & Zhdanov, Alexei, 2005. "The dynamics of mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 77(3), pages 649-672, September.
- Bonaime, Alice & Gulen, Huseyin & Ion, Mihai, 2018. "Does policy uncertainty affect mergers and acquisitions?," Journal of Financial Economics, Elsevier, vol. 129(3), pages 531-558.
- Dalida Kadyrzhanova & Antonio Falato, 2008.
"Optimal CEO Incentives and Industry Dynamics,"
2008 Meeting Papers
880, Society for Economic Dynamics.
- Antonio Falato & Dalida Kadyrzhanova, 2012. "Optimal CEO incentives and industry dynamics," Finance and Economics Discussion Series 2012-78, Board of Governors of the Federal Reserve System (U.S.).
- Sha, Yezhou & Kang, Chenlei & Wang, Zilong, 2020. "Economic policy uncertainty and mergers and acquisitions: Evidence from China," Economic Modelling, Elsevier, vol. 89(C), pages 590-600.
- Hackbarth, Dirk & Miao, Jianjun, 2012.
"The dynamics of mergers and acquisitions in oligopolistic industries,"
Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 585-609.
- Dirk Hackbarth & Jianjun Maio, 2007. "The Dynamics of Mergers and Acquisitions in Oligopolistic Industries," Boston University - Department of Economics - Working Papers Series WP2007-017, Boston University - Department of Economics.
- Jianjun Miao & Dirk Hackbarth, 2011. "The dynamics of mergers and acquisitions in oligopolistic industries," Boston University - Department of Economics - Working Papers Series WP2011-029, Boston University - Department of Economics.
- Clapp, John M. & Bardos, Katsiaryna Salavei & Wong, S.K., 2012. "Empirical estimation of the option premium for residential redevelopment," Regional Science and Urban Economics, Elsevier, vol. 42(1-2), pages 240-256.
- Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021. "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, vol. 133(2), pages 167-189, July.
- Matthew Burgess & Lewis Evans, 2005. "Parallel Importation And Service Quality: An Empirical Investigation Of Competition Between Dvds And Cinemas In New Zealand," Journal of Competition Law and Economics, Oxford University Press, vol. 1(4), pages 747-770.
- Joao Carlos Monteiro & Jose António Filipe, 2012. "Managerial Flexibility in Turbulent Times of Crisis," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 2(4), pages 263-263.
- Kendall, Chad, 2018. "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, vol. 176(C), pages 118-157.
- Marco Antonio Guimaraes Dias & Jose Paulo Teixeira, 2010. "Continuous-Time Option Games: Review of Models and Extensions," Multinational Finance Journal, Multinational Finance Journal, vol. 14(3-4), pages 219-254, September.
- Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2014.
"Long-run investment under uncertain demand,"
Economic Modelling, Elsevier, vol. 41(C), pages 80-89.
- Di Corato, Luca & Moretto, Michele & Vergalli, Sergio, 2013. "Long-run Investment under Uncertain Demand," Economy and Society 156574, Fondazione Eni Enrico Mattei (FEEM).
- Luca Di Corato & Michele Moretto & Sergio Vergalli, 2013. "Long-run Investment under Uncertain Demand," Working Papers 2013.65, Fondazione Eni Enrico Mattei.
- Hongyan Chen & Ruwen Qin, 2012. "Real options as an incentive scheme for managing revenues in transportation infrastructure projects," International Journal of Revenue Management, Inderscience Enterprises Ltd, vol. 6(1/2), pages 77-101.
- repec:vuw:vuwscr:19091 is not listed on IDEAS
- Iulian Obreja & Chris Telmer, 2008.
"Accounting for Low Frequency Variation in Tobin's q,"
2008 Meeting Papers
815, Society for Economic Dynamics.
- Iulian Obreja & Chris Telmer, 2009. "Accounting for Low Frequency Variation in Tobin's q," 2009 Meeting Papers 47, Society for Economic Dynamics.
- Randrianarisoa, Laingo M. & Zhang, Anming, 2019. "Adaptation to climate change effects and competition between ports: Invest now or later?," Transportation Research Part B: Methodological, Elsevier, vol. 123(C), pages 279-322.
- Bouis, Romain & Huisman, Kuno J.M. & Kort, Peter M., 2009.
"Investment in oligopoly under uncertainty: The accordion effect,"
International Journal of Industrial Organization, Elsevier, vol. 27(2), pages 320-331, March.
- Bouis, R. & Huisman, K.J.M. & Kort, P.M., 2006. "Investment in Oligopoly under Uncertainty : The Accordion Effect," Other publications TiSEM 61ded6eb-63fa-4233-8733-b, Tilburg University, School of Economics and Management.
- Bouis, R. & Huisman, K.J.M. & Kort, P.M., 2006. "Investment in Oligopoly under Uncertainty : The Accordion Effect," Discussion Paper 2006-69, Tilburg University, Center for Economic Research.
- Bustamante, Maria Cecilia & Donangelo, Andrés, 2014. "Product market competition and industry returns," LSE Research Online Documents on Economics 119031, London School of Economics and Political Science, LSE Library.
- Guthrie, Graeme, 2010. "House prices, development costs, and the value of waiting," Journal of Urban Economics, Elsevier, vol. 68(1), pages 56-71, July.
- Masao Nakagawa, 2007. "Synergies and Investment Decisions," Economics Bulletin, AccessEcon, vol. 7(5), pages 1-11.
- repec:dau:papers:123456789/12655 is not listed on IDEAS
- YongQiang Chu & Tien Sing, 2007. "Optimal Timing of Real Estate Investment under an Asymmetric Duopoly," The Journal of Real Estate Finance and Economics, Springer, vol. 34(3), pages 327-345, April.
- Young Gwan Lee & Kihyun Park & Hyun Jae Kim & Seong-Hoon Cho, 2023. "Creating portfolios of firm-specific energy R&D investment under market uncertainty," Energy & Environment, , vol. 34(5), pages 1548-1563, August.
- Jou, Jyh-Bang & Lee, Tan (Charlene), 2016. "How does statutory redemption affect a buyer's decision at the foreclosure sale?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 263-272.
- Kazuhiro Ohnishi, 2019. "Capacity choice in an international mixed triopoly," Working Papers e140, Tokyo Center for Economic Research.
- M. Cecilia Bustamante & Andres Donangelo, 2017.
"Product Market Competition and Industry Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(12), pages 4216-4266.
- M. Cecilia Bustamante & Andrés Donangelo, 2014. "Product Market Competition and Industry Returns," FMG Discussion Papers dp728, Financial Markets Group.
- Aïd, René & Basei, Matteo & Ferrari, Giorgio, 2023. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Center for Mathematical Economics Working Papers 679, Center for Mathematical Economics, Bielefeld University.
- Chevalier-Roignant, Benoît & Flath, Christoph M. & Huchzermeier, Arnd & Trigeorgis, Lenos, 2011. "Strategic investment under uncertainty: A synthesis," European Journal of Operational Research, Elsevier, vol. 215(3), pages 639-650, December.
- Kuhnen, Camelia M. & Oyer, Paul, 2012. "Exploration for human capital: Theory and evidence from the MBA labor market," MPRA Paper 39411, University Library of Munich, Germany.
- Enrico Pennings & Carlo Altomonte, 2006.
"The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real‐option Model,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 569-593, October.
- Carlo Altomonte & Enrico Pennings, 2004. "The Hazard Rate of Foreign Direct Investment: A Structural Estimation of a Real Option Model," Working Papers 259, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Jeon, Haejun, 2021. "Investment timing and capacity decisions with time-to-build in a duopoly market," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- Nikunj Kapadia & Gregory Willette, 2012. "Equilibrium exercise of European warrants," Review of Derivatives Research, Springer, vol. 15(2), pages 129-156, July.
- Chen, Yu-Fu & Funke, Michael, 2008. "China´s new labour contract law: no harm to employment?," SIRE Discussion Papers 2008-51, Scottish Institute for Research in Economics (SIRE).
- Irwin, Elena G. & Bockstael, Nancy E., 2004. "Land use externalities, open space preservation, and urban sprawl," Regional Science and Urban Economics, Elsevier, vol. 34(6), pages 705-725, November.
- 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.
- Boyarchenko, Svetlana & Levendorskii, Sergei, 2010. "Optimal stopping in Levy models, for non-monotone discontinuous payoffs," MPRA Paper 27999, University Library of Munich, Germany.
- Danmo Lin, 2023. "Accelerability vs. Scalability: R&D Investment Under Financial Constraints and Competition," Management Science, INFORMS, vol. 69(7), pages 4078-4107, July.
- Chen, Yu-Fu & Funke, Michael, 2009.
"China's new Labour Contract Law: No harm to employment?,"
China Economic Review, Elsevier, vol. 20(3), pages 558-572, September.
- Yu-Fu Chen & Michael Funke, 2008. "China's New Labour Contract Law:No Harm to Employment?," Dundee Discussion Papers in Economics 220, Economic Studies, University of Dundee.
- Chen, Yu-Fu & Funke, Michael, 2008. "China's new labour contract law : No harm to employment?," BOFIT Discussion Papers 29/2008, Bank of Finland, Institute for Economies in Transition.
- Chen, Yu-Fu & Funke, Michael, 2008. "China's new labour contract law: No harm to employment?," BOFIT Discussion Papers 29/2008, Bank of Finland Institute for Emerging Economies (BOFIT).
- Michael Funke & Yu-Fu Chen, 2009. "China's new labour contract law: No harm to employment?," Quantitative Macroeconomics Working Papers 20909b, Hamburg University, Department of Economics.
- Strebulaev, Ilya A. & Whited, Toni M., 2012. "Dynamic Models and Structural Estimation in Corporate Finance," Foundations and Trends(R) in Finance, now publishers, vol. 6(1–2), pages 1-163, November.
- Michele Moretto & Gianpaolo Rossini, 2008.
"Are Workers' Enterprises Entry Policies Conventional?,"
LABOUR, CEIS, vol. 22(2), pages 369-381, June.
- Moretto, Michele & Rossini, Gianpaolo, 2007. "Are Workers' Enterprises Entry Policies Conventional," Economic Theory and Applications Working Papers 9334, Fondazione Eni Enrico Mattei (FEEM).
- Michele Moretto & Gianpaolo Rossini, 2007. "Are Workers. Enterprises Entry Policies Conventional," Working Papers 2007.31, Fondazione Eni Enrico Mattei.
- M. Moretto & G. Rossini, 2007. "Are Workers' Enterprises entry policies conventional?," Working Papers 582, Dipartimento Scienze Economiche, Universita' di Bologna.
- Michele Moretto & Gianpaolo Rossini, 2008. "Are Workers Enterprises Entry Policies Conventional?," "Marco Fanno" Working Papers 0066, Dipartimento di Scienze Economiche "Marco Fanno".
- Jia Li & Zhengying Luo, 2021. "Product market competition and cost stickiness: Evidence from China," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(7), pages 1808-1821, October.
- Mbanyele, William & Muchenje, Linda Tinofirei, 2022. "Climate change exposure, risk management and corporate social responsibility: Cross-country evidence," Journal of Multinational Financial Management, Elsevier, vol. 66(C).
- Shang, Longfei & Lin, Ji-Chai & Yang, Nan, 2023. "Easy money and competitive industries’ booms and busts," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 65-85.
- Arnoud Boot & Vladimir Vladimirov, 2019.
"(Non-)Precautionary Cash Hoarding and the Evolution of Growth Firms,"
Management Science, INFORMS, vol. 65(11), pages 5290-5307, November.
- Boot, Arnoud & Vladimirov, Vladimir, 2016. "Non-Precautionary Cash Hoarding and the Evolution of Growth Firms," CEPR Discussion Papers 11510, C.E.P.R. Discussion Papers.
- Huang, Hsing-Hua & Chuang, Wei-Liang, 2013. "Real options game over the business cycle," Economic Modelling, Elsevier, vol. 35(C), pages 715-721.
- Erwan Morellec & Alexei Zdhanov, 2004. "The Dynamics of Mergers and Acquisitions," FAME Research Paper Series rp126, International Center for Financial Asset Management and Engineering.
- Chen Yu-Fu & Funke Michael, 2009.
"Threshold Effects of Dismissal Protection Regulation and the Emergence of Temporary Work Agencies,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(4), pages 1-29, September.
- Yu-Fu Chen & Michael Funke, 2007. "Threshold Effects of Dismissal Protection Regulation and the Emergence of Temporary Work Agencies," Dundee Discussion Papers in Economics 207, Economic Studies, University of Dundee.
- Chen, Yu-Fu & Funke, Michael, 2008. "Threshold Effects of Dismissal Protection Regulation and the Emergence of Temporary Work Agencies," SIRE Discussion Papers 2008-05, Scottish Institute for Research in Economics (SIRE).
- Ohnishi, Kazuhiro, 2019. "Capacity choice in an international mixed triopoly," MPRA Paper 94051, University Library of Munich, Germany.
- Seong-Hoon Cho & Jaimin Lee, 2021. "Estimating the uncertainty–R&D investment relationship and its interactions with firm size," Small Business Economics, Springer, vol. 57(3), pages 1243-1267, October.
- Dirk Hackbarth & Jianjun Miao, "undated".
"The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries,"
Boston University - Department of Economics - Working Papers Series
wp2008-022, Boston University - Department of Economics.
- Jianjun Miao & Dirk Hackbarth, 2008. "The Timing and Returns of Mergers and Acquisitions in Oligopolistic Industries," 2008 Meeting Papers 12, Society for Economic Dynamics.
- Balmann, Alfons & Kataria, Karin & Musshoff, Oliver, 2013. "Investment reluctance in supply chains: An agent-based real options approach," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 3(2A), pages 1-10.
- Jia, Jing & Li, Zhongtian, 2020. "Does external uncertainty matter in corporate sustainability performance?," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Yao-Wen Hsu & Bart Lambrecht, 2007. "Preemptive patenting under uncertainty and asymmetric information," Annals of Operations Research, Springer, vol. 151(1), pages 5-28, April.
- Georgios Petropoulos & Bert Willems, 2016.
"Providing efficient network access to green power generators- A long-term property rights perspective,"
Working Papers
17317, Bruegel.
- Petropoulos, G. & Willems, Bert, 2017. "Providing Efficient Network Access to Green Power Generators : A Long-term Property Rights Perspective," Other publications TiSEM 6d7117f0-0893-4db9-a668-c, Tilburg University, School of Economics and Management.
- Petropoulos, G. & Willems, Bert, 2017. "Providing Efficient Network Access to Green Power Generators : A Long-term Property Rights Perspective," Discussion Paper 2017-010, Tilburg University, Center for Economic Research.
- Petropoulos, Georgios & Willems, Bert, 2017. "Providing efficient network access to green power generators:: A long-term property rights perspective," TSE Working Papers 17-770, Toulouse School of Economics (TSE).
- Petropoulos, G. & Willems, Bert, 2017. "Providing Efficient Network Access to Green Power Generators : A Long-term Property Rights Perspective," Discussion Paper 2017-007, Tilburg University, Tilburg Law and Economic Center.
- Petropoulos, G. & Willems, Bert, 2017. "Providing Efficient Network Access to Green Power Generators : A Long-term Property Rights Perspective," Other publications TiSEM f70cf82e-fedd-4e68-8e8f-a, Tilburg University, School of Economics and Management.
- Gang‐Zhi Fan & Ming Pu & Tien Foo Sing & Xiaoyu Zhang, 2022. "Risk aversion and urban land development options," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(3), pages 767-788, September.
- Chevalier-Roignant, Benoît & Flath, Christoph M. & Kort, Peter M. & Trigeorgis, Lenos, 2021. "Capacity investment choices under cost heterogeneity and output flexibility in oligopoly," European Journal of Operational Research, Elsevier, vol. 290(3), pages 1154-1173.
- Gerard Hoberg & Gordon Phillips, 2010.
"Real and Financial Industry Booms and Busts,"
Journal of Finance, American Finance Association, vol. 65(1), pages 45-86, February.
- Gerard Hoberg & Gordon M. Phillips, 2008. "Real and Financial Industry Booms and Busts," NBER Working Papers 14290, National Bureau of Economic Research, Inc.
- Gorno, Leandro & Iachan, Felipe S., 2020. "Competitive real options under private information," Journal of Economic Theory, Elsevier, vol. 185(C).
- Jan-Henrik Steg, 2012.
"Irreversible investment in oligopoly,"
Finance and Stochastics, Springer, vol. 16(2), pages 207-224, April.
- Steg, Jan-Henrik, 2011. "Irreversible investment in oligopoly," Center for Mathematical Economics Working Papers 415, Center for Mathematical Economics, Bielefeld University.
- Roques, Fabien A. & Savva, Nicos, 2009. "Investment under uncertainty with price ceilings in oligopolies," Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 507-524, February.
- Vo, Lai Van & Le, Huong Thi Thu, 2017. "Strategic growth option, uncertainty, and R&D investment," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 16-24.
- Hagspiel, Verena & Kort, Peter M. & Nunes, Cláudia & Pimentel, Rita & Støre, Kristian, 2021. "Capacity optimization of an innovating firm," International Journal of Production Economics, Elsevier, vol. 233(C).
- Liu, Yu-Hong & Jiang, I-Ming, 2019. "Optimal proportion decision-making for two stages investment," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 776-785.
- Giovannoni, Francesco & de Dios Tena, Juan, 2008.
"Market concentration, macroeconomic uncertainty and monetary policy,"
European Economic Review, Elsevier, vol. 52(6), pages 1097-1123, August.
- Juan de Dios Tena & Francesco Giovannoni, 2005. "Market Concentration, Macroeconomic Uncertainty and Monetary Policy," Bristol Economics Discussion Papers 05/576, School of Economics, University of Bristol, UK.
- Feng Li & Russell Lundholm & Michael Minnis, 2013. "A Measure of Competition Based on 10‐K Filings," Journal of Accounting Research, Wiley Blackwell, vol. 51(2), pages 399-436, May.
- Marc Deloof & Jie Yang & Chaoyang Xu, 2022. "How uncertainty in industry policy affects corporate investment in China," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(7-8), pages 1289-1313, July.
- Kejriwal, Mohitosh & Perron, Pierre, 2008.
"Data Dependent Rules For Selection Of The Number Of Leads And Lags In The Dynamic Ols Cointegrating Regression,"
Econometric Theory, Cambridge University Press, vol. 24(5), pages 1425-1441, October.
- Mohitosh Kejriwal & Pierre Perron, 2006. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2006-035, Boston University - Department of Economics.
- Mohitosh Kejriwal & Pierre Perron, 2007. "Data Dependent Rules for the Selection of the Number of Leads and Lags in the Dynamic OLS Cointegrating Regression," Boston University - Department of Economics - Working Papers Series WP2007-018, Boston University - Department of Economics.
- Boyer, Marcel & Lasserre, Pierre & Moreaux, Michel, 2010.
"A Dynamic Duopoly Investment Game under Uncertain Market Growth,"
TSE Working Papers
10-171, Toulouse School of Economics (TSE).
- Boyer, Marcel & Lasserre, Pierre & Moreaux, Michel, 2010. "A Dynamic Duopoly Investment Game under Uncertain Market Growth," IDEI Working Papers 617, Institut d'Économie Industrielle (IDEI), Toulouse.
- Boyer, Marcel & Lasserre, Pierre & Moreaux, Michel, 2010. "A Dynamic Duopoly Investment Game under Uncertain Market Growth," LERNA Working Papers 10.12.318, LERNA, University of Toulouse.
- repec:vuw:vuwscr:18944 is not listed on IDEAS
- Shima, Keiichi, 2016. "Negative uncertainty sensitivity of investment and market structure," Economics Letters, Elsevier, vol. 147(C), pages 93-95.
- Matthew Burgess & Lewis Evans, 2005.
"Parallel Importation And Service Quality: An Empirical Investigation Of Competition Between Dvds And Cinemas In New Zealand,"
Journal of Competition Law and Economics, Oxford University Press, vol. 1(4), pages 747-770.
- Evans, Lewis & Burgess, Matt, 2005. "Parallel Importation and Service Quality: An Empirical Investigation of Competition between DVDs and Cinemas in New Zealand," Working Paper Series 3849, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Beauchêne, D., 2019. "Is ambiguity aversion bad for innovation?," Journal of Economic Theory, Elsevier, vol. 183(C), pages 1154-1176.
- Akdoğu, Evrim & MacKay, Peter, 2012. "Product markets and corporate investment: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 439-453.
- Andrea Chegut & Piet Eichholtz & Nils Kok, 2014. "Supply, Demand and the Value of Green Buildings," Urban Studies, Urban Studies Journal Limited, vol. 51(1), pages 22-43, January.
- Alexander, Carol & Chen, Xi & Ward, Charles, 2021.
"Risk-adjusted valuation for real option decisions,"
Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
- Carol Alexander & Xi Chen & Charles Ward, 2021. "Risk-Adjusted Valuation for Real Option Decisions," Papers 2109.04793, arXiv.org.
- Flôres Junior, Renato Galvão, 2008. "Are CGE Models still useful in economic policy making?," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 674, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Niemann, Rainer & Sureth-Sloane, Caren, 2015. "Investment effects of wealth taxes under uncertainty and irreversibility," arqus Discussion Papers in Quantitative Tax Research 192, arqus - Arbeitskreis Quantitative Steuerlehre.
- Klaus Mohn & Bård Misund, 2011.
"Shifting sentiments in firm investment: an application to the oil industry,"
Applied Financial Economics, Taylor & Francis Journals, vol. 21(7), pages 469-479.
- Mohn, Klaus & Misund, Bård, 2008. "Shifting sentiments in Firm Investment: An Application to the Oil Industry," UiS Working Papers in Economics and Finance 2009/12, University of Stavanger.
- A. Mantovi, 2009. "Long run value stabilization in a real options perspective," Economics Department Working Papers 2009-EP01, Department of Economics, Parma University (Italy).
- Sears, Joshua B., 2019. "A real options model of market entry: Endogenous uncertainty and exogenous uncertainty," Journal of International Management, Elsevier, vol. 25(3), pages 1-1.
- Steg, Jan-Henrik, 2013. "Strategic Capital Accumulation with Singular Control," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79948, Verein für Socialpolitik / German Economic Association.
- Haehl, Christian & Spinler, Stefan, 2020. "Technology Choice under Emission Regulation Uncertainty in International Container Shipping," European Journal of Operational Research, Elsevier, vol. 284(1), pages 383-396.
- Nishihara, Michi & Fukushima, Masao, 2008. "Evaluation of firm's loss due to incomplete information in real investment decision," European Journal of Operational Research, Elsevier, vol. 188(2), pages 569-585, July.
- Yang, Zhenyi & Yu, Yiwei & Zhang, Yubing & Zhou, Sili, 2019. "Policy uncertainty exposure and market value: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Laarni T. Bulan, 2005. "Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms," Review of Financial Economics, John Wiley & Sons, vol. 14(3-4), pages 255-279.
- Bai, Ye & Girma, Sourafel & Riaño, Alejandro, 2024.
"Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals,"
Journal of International Money and Finance, Elsevier, vol. 140(C).
- Ye Bai & Sourafel Girma & Alejandro Riano, 2020. "Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals," Discussion Papers 2020-01, University of Nottingham, GEP.
- Bai, Y. & Girma, S. & Riaño, A., 2020. "Corporate Acquisitions and Firm-level Uncertainty: Domestic versus Cross-Border Deals," Working Papers 20/09, Department of Economics, City University London.
- Ye Bai & Sourafel Girma & Alejandro Riaño, 2020. "Corporate Acquisitions and Firm-Level Uncertainty: Domestic Versus Cross-Border Deals," CESifo Working Paper Series 8079, CESifo.
- Ye Bai & Sourafel Girma & Alejandro Riano, 2020. "Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals," Discussion Papers 2020/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
- Katsumasa Nishide & Kyoko Yagi, 2013. "Competition and the Bad News Principle in a Real Options Framework," KIER Working Papers 860, Kyoto University, Institute of Economic Research.
- Evans, Lewis & Burgess, Matt, 2005. "Parallel Importation and Service Quality: An Empirical Investigation of Competition between DVDs and Cinemas in New Zealand," Working Paper Series 18944, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Carlos Andrés Zapata Quimbayo, 2020. "OPCIONES REALES Una guía teórico-práctica para la valoración de inversiones bajo incertidumbre mediante modelos en tiempo discreto y simulación de Monte Carlo," Books, Universidad Externado de Colombia, Facultad de Finanzas, Gobierno y Relaciones Internacionales, number 138, March.
- Nathan E. Wilson, 2021. "The Impact of Competition on Investment: Evidence From California Hospitals," Journal of Industrial Economics, Wiley Blackwell, vol. 69(1), pages 1-32, March.
- Michael Ball & Paul Cheshire & Christian A. L. Hilber & Xiaolun Yu, 2024. "Why delay? Understanding the construction lag, aka the build out rate," CEP Discussion Papers dp1990, Centre for Economic Performance, LSE.
- Boyarchenko, Svetlana & Levendorskiĭ, Sergei, 2014.
"Preemption games under Lévy uncertainty,"
Games and Economic Behavior, Elsevier, vol. 88(C), pages 354-380.
- Svetlana Boyarchenko & Sergei Levendorskii, 2011. "Preemption Games under Levy Uncertainty," Department of Economics Working Papers 131101, The University of Texas at Austin, Department of Economics, revised Oct 2014.
- Rainer Niemann & Caren Sureth-Sloane, 2019. "Investment timing effects of wealth taxes under uncertainty and irreversibility," Journal of Business Economics, Springer, vol. 89(4), pages 385-415, June.
- Shinsuke Kamoto, 2009. "Strategic Investment Decisions under Uncertainty, Tacit Collusion and Product Differentiation," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 16(1), pages 39-54.
- Keiichi Hori & Keizo Mizuno, 2004. "Network Investment and Competition with Access-to-Bypass," Econometric Society 2004 Australasian Meetings 138, Econometric Society.
- Paul Décaire & Erik P. Gilje & Jérôme P. Taillard, 2019. "Real Option Exercise: Empirical Evidence," NBER Working Papers 25624, National Bureau of Economic Research, Inc.
- Johan Walden, 2004. "Real Investments under Knightian Uncertainty," Yale School of Management Working Papers amz2496, Yale School of Management, revised 01 Apr 2004.
- D'Souza, Reagan & Ho, Choy Yeing (Chloe) & Yang, Joey W., 2024. "The cost of corporate social irresponsibility for acquirers," Journal of Banking & Finance, Elsevier, vol. 162(C).
- Maria Cecillia Bustamante, 2011. "Strategic Investment, Industry Concentration and the Cross Section of Returns," FMG Discussion Papers dp681, Financial Markets Group.
- Balter, Anne G. & Huisman, Kuno J.M. & Kort, Peter M., 2022. "New insights in capacity investment under uncertainty," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Ren'e Aid & Matteo Basei & Giorgio Ferrari, 2023. "A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy," Papers 2305.00541, arXiv.org.
- Guthrie, Graeme, 2012. "Regulated prices and real options," Telecommunications Policy, Elsevier, vol. 36(8), pages 650-663.
- Toole, Andrew A. & Czarnitzki, Dirk, 2008. "The R&D Investment-Uncertainty Relationship: Do Competition and Firm Size Matter?," ZEW Discussion Papers 08-013, ZEW - Leibniz Centre for European Economic Research.
- HOSONO Kaoru & TAKIZAWA Miho & YAMANOUCHI Kenta, 2017. "Competition, Uncertainty, and Misallocation," Discussion papers 17071, Research Institute of Economy, Trade and Industry (RIETI).
- Corato, Luca Di & Maoz, Yishay D., 2023.
"Externality control and endogenous market structure under uncertainty: The price vs. quantity dilemma,"
Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
- Luca Di Corato & Yishay D. Maoz, 2022. "Externality Control and Endogenous Market Structure under Uncertainty: the Price vs. Quantity dilemma," Working Papers 2022: 13, Department of Economics, University of Venice "Ca' Foscari".
- Yrjö Koskinen & Joril Maeland, 2016.
"Innovation, Competition, and Investment Timing,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 5(2), pages 166-199.
- Koskinen, Yrjö & Mæland, Jøril, 2012. "Innovation, Competition, and Investment Timing," CEPR Discussion Papers 9187, C.E.P.R. Discussion Papers.
- Roques, F.A. & Savva , N.S., 2006. "Price Cap Regulation and Investment Incentives under Demand Uncertainty," Cambridge Working Papers in Economics 0636, Faculty of Economics, University of Cambridge.
- repec:vuw:vuwscr:18939 is not listed on IDEAS
- Steven R. Grenadier, 2003. "An Equilibrium Analysis of Real Estate," NBER Working Papers 9475, National Bureau of Economic Research, Inc.
- Petropoulos, Georgios & Willems, Bert, 2020. "Long-term transmission rights and dynamic efficiency," Energy Economics, Elsevier, vol. 88(C).
- Jianjun Miao & Neng Wang, 2004. "Investment, Hedging, and Consumption Smoothing," Finance 0407014, University Library of Munich, Germany.
- Ahlers, Oliver & Hack, Andreas & Kellermanns, Franz W., 2014. "“Stepping into the buyers’ shoes”: Looking at the value of family firms through the eyes of private equity investors," Journal of Family Business Strategy, Elsevier, vol. 5(4), pages 384-396.
- Meng, Rujing, 2008. "A patent race in a real options setting: Investment strategy, valuation, CAPM beta, and return volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 32(10), pages 3192-3217, October.
- Rau, Philipp & Spinler, Stefan, 2016. "Investment into container shipping capacity: A real options approach in oligopolistic competition," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 93(C), pages 130-147.
- Winston Wei Dou & Yan Ji, 2021. "External Financing and Customer Capital: A Financial Theory of Markups," Management Science, INFORMS, vol. 67(9), pages 5569-5585, September.
- Shen, Zhe & Sowah, Joseph Sowahfio & Dak-Adzaklo, Cephas Simon Peter & Li, Shan, 2023. "Competition laws and corporate risk-taking around the world," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Yu-Fu Chen & Michael Funke, 2011.
"Institutional Uncertainty, Economic Integration, and Vertical Foreign Direct Investment Decisions,"
Open Economies Review, Springer, vol. 22(4), pages 593-612, September.
- Michael Funke & Yu-Fu Chen, 2009. "Institutional uncertainty, economic integration and vertical foreign direct investment decisions," Quantitative Macroeconomics Working Papers 20911, Hamburg University, Department of Economics.
- Michael Funke & Yu-Fu Chen, 2011. "Institutional Uncertainty, Economic Integration, and Vertical Foreign Direct Investment Decisions," Quantitative Macroeconomics Working Papers 21108b, Hamburg University, Department of Economics.
- Bulan, Laarni T., 2005. "Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms," Review of Financial Economics, Elsevier, vol. 14(3-4), pages 255-279.
- Di Corato, Luca & Maoz, Yishay D., 2019.
"Production externalities and investment caps: A welfare analysis under uncertainty,"
Journal of Economic Dynamics and Control, Elsevier, vol. 106(C), pages 1-1.
- Luca Di Corato & Yishay D. Maoz, 2019. "Production Externalities and Investment Caps: a Welfare Analysis under Uncertainty," Working Papers 2019:07, Department of Economics, University of Venice "Ca' Foscari".
- Carol Alexander & Xi Chen, 2014. "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance icma-dp2014-19, Henley Business School, University of Reading.
- Li, Xishu & Zuidwijk, Rob & de Koster, M.B.M, 2023. "Optimal competitive capacity strategies: Evidence from the container shipping market," Omega, Elsevier, vol. 115(C).
- Jyh‐Bang Jou, 2004. "Environment, irreversibility and optimal effluent standards," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 48(1), pages 127-158, March.
- Biao Chen & Jinqiang Yang & Chuanqian Zhang, 2021. "Corporate investment and financing with uncertain growth opportunities," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 821-842, September.
- BOBTCHEFF Catherine, 2008. "Real Options and Technology Choice under Bertrand Competition," LERNA Working Papers 08.16.260, LERNA, University of Toulouse.
- Min Hwang, 2014. "Financing real estate development: a case study of the US real estate market in the 2000s," Chapters, in: Susan Wachter & Man Cho & Moon Joong Tcha (ed.), The Global Financial Crisis and Housing, chapter 7, pages 149-179, Edward Elgar Publishing.
- Robert Fourt & Gianluca Marcato & Charles Ward, 2007.
"Real Option Pricing in Mixed-use Development Projects,"
Real Estate & Planning Working Papers
rep-wp2007-09, Henley Business School, University of Reading.
- Gianluca Marcato & Robert Fourt & Ch Ward & Robert Fourt & Charles Ward, 2007. "Real Option Pricing in Mixed-use Development Projects," ERES eres2007_223, European Real Estate Society (ERES).
- Shams, Syed & Gunaskerage, Abeyratna & Velayutham, Eswaran, 2022. "Economic policy uncertainty and acquisition performance: Australian evidence," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 286-308.
- Zhang, Heng & Yang, Ming & Bao, Jiye & Gong, Pu, 2013. "Competitive investing equilibrium under a procurement mechanism," Economic Modelling, Elsevier, vol. 31(C), pages 734-738.
- Zhang, Zhou, 2023. "Competition, investment reversibility, and equity risk premium," Journal of Banking & Finance, Elsevier, vol. 154(C).
- repec:ebl:ecbull:v:4:y:2007:i:39:p:1-14 is not listed on IDEAS
- Azevedo, Alcino & Paxson, Dean, 2014. "Developing real option game models," European Journal of Operational Research, Elsevier, vol. 237(3), pages 909-920.
- Graeme Guthrie, 2014. "Real Options And The Cross-Section Of Expected Stock Returns," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 265-283, April.
- Nishide, Katsumasa & Yagi, Kyoko, 2016. "Investment under regime uncertainty: Impact of competition and preemption," International Journal of Industrial Organization, Elsevier, vol. 45(C), pages 47-58.
- Акинфиев Валерий Константинович, 2016. "Моделирование Инвестиционных Стратегий Компаний В Условиях Неопределённости," Управление большими системами: сборник трудов, CyberLeninka;Федеральное государственное бюджетное учреждение науки Институт проблем управления им. В.А. Трапезникова РАН, issue 61, pages 136-167.
- Nishihara, Michi, 2014. "Preemptive investment game with alternative projects," Economic Modelling, Elsevier, vol. 43(C), pages 124-135.
- Liu, Clark & Wang, Shujing, 2021. "Investment, idiosyncratic risk, and growth options," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 118-138.
- Yang, Baochen & Song, Xinyu, 2023. "Does oil price uncertainty matter in firm innovation? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Nick Huberts & Kuno Huisman & Peter Kort & Maria Lavrutich, 2015. "Capacity Choice in (Strategic) Real Options Models: A Survey," Dynamic Games and Applications, Springer, vol. 5(4), pages 424-439, December.
- Marcel Boyer & Pierre Lasserre & Michel Moreaux, 2007. "The Dynamics of Industry Investments," CIRANO Working Papers 2007s-09, CIRANO.
- Tailan Chi & Jing Li & Lenos G Trigeorgis & Andrianos E Tsekrekos, 2019. "Real options theory in international business," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 50(4), pages 525-553, June.
- Liang Peng & Thomas G. Thibodeau, 2020. "Interest Rates and Investment: Evidence from Commercial Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 554-586, May.
- Felipe L. Aguerrevere, 2009. "Real Options, Product Market Competition, and Asset Returns," Journal of Finance, American Finance Association, vol. 64(2), pages 957-983, April.
- Guthrie, Graeme, 2005. "Missed Opportunities: Optimal Investment Timing when Information is Costly," Working Paper Series 19091, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
- Gkochari, Christiana C., 2015. "Optimal investment timing in the dry bulk shipping sector," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 79(C), pages 102-109.
- L. Sereno, 2006. "Valuing R & D Investments With A Jump-Diffusion Process," Working Papers 569, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mohn, Klaus & Misund, Bård, 2009. "Investment and uncertainty in the international oil and gas industry," Energy Economics, Elsevier, vol. 31(2), pages 240-248, March.
- Rainer Niemann & Caren Sureth-Sloane, 2015. "Investment Effects of Wealth Taxes under Uncertainty and Irreversibility," CESifo Working Paper Series 5610, CESifo.