Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options? Article

Hu, Yu, Jiang, Xiaoquan. (2024). Which value component has a larger effect on idiosyncratic volatility, assets in place or growth options? . APPLIED ECONOMICS, 56(46), 5530-5554. 10.1080/00036846.2023.2257037

cited authors

  • Hu, Yu; Jiang, Xiaoquan

sustainable development goals

authors

publication date

  • October 1, 2024

published in

keywords

  • ADJUSTMENT
  • Business & Economics
  • CORPORATE-INVESTMENT
  • COST
  • CROSS-SECTION
  • Economics
  • G10
  • G12
  • Idiosyncratic volatility
  • LEVERAGE
  • OPPORTUNITIES
  • PRICING MODEL
  • RISK
  • STOCK-PRICES
  • Social Sciences
  • book-to-market
  • irreversibility
  • valuation identity

Digital Object Identifier (DOI)

publisher

  • ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD

start page

  • 5530

end page

  • 5554

volume

  • 56

issue

  • 46