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- W4367840266 abstract "For a typical firm, idiosyncratic volatility is as sensitive to the relative value of assets in place as to growth options. However, for firms dominated by assets in place (growth options), idiosyncratic volatility is more sensitive to the relative value of assets in place (growth options). Binding irreversibility constraint (uncertainty) makes the effect of assets in place (growth options) more pronounced." @default.
- W4367840266 created "2023-05-04" @default.
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- W4367840266 date "2023-05-03" @default.
- W4367840266 modified "2023-10-18" @default.
- W4367840266 title "Three Essays in Volatility" @default.
- W4367840266 doi "https://doi.org/10.25148/etd.fidc010213" @default.
- W4367840266 hasPublicationYear "2023" @default.
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