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Stochastic Idiosyncratic Cash Flow Risk and Real Options: Implications for Stock Returns
63/63 checkable references clean · checked 2026-08-22
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
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The 63 checked references that resolve
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Empirical Evidence on Capital Investment, Growth Options, and Security Returns
resolves10.1016/j.jfineco.2007.12.005
High idiosyncratic volatility and low returns: International and further U.S. evidence
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1016/j.rfe.2004.09.002
Real options, irreversible investment and firm uncertainty: New evidence from U.S. firms
resolves10.1111/j.1540-6261.2004.00709.x
Corporate Investment and Asset Price Dynamics: Implications for the Cross‐section of Returns
resolves10.1111/j.1540-6261.2006.00865.x
Corporate Investment and Asset Price Dynamics: Implications for SEO Event Studies and Long‐Run Performance
resolves10.1016/s0304-405x(01)00066-6
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
resolves10.1111/j.1540-6261.2006.00832.x
Asset Pricing Implications of Nonconvex Adjustment Costs and Irreversibility of Investment
resolves10.1111/j.1540-6261.1990.tb03695.x
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
resolves10.3386/w20076
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/j.1540-6261.2004.00688.x
Forecast Dispersion and the Cross Section of Expected Returns
resolves10.2139/ssrn.970120
The Next Microsoft? Skewness, Idiosyncratic Volatility, and Expected Returns
resolves10.1093/rfs/hht026
Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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