Cash flow immediacy and the value of investment timing

Journal of Financial Research

Volumn 26, Issue 4, 2003, Pages 553-570

  Boyle, Glenn W ^a   Guthrie, Graeme A ^b  

^a UNIVERSITY OF OTAGO   (New Zealand)

^b VICTORIA UNIVERSITY OF WELLINGTON   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344585507     PISSN: 02702592     EISSN: None     Source Type: Journal    
DOI: 10.1111/1475-6803.00074     Document Type: Article

References (5)

1. Cox, J. C., J. E. Ingersoll, and S. A Ross, 1985, A theory of the term structure of interest rates, Econometrica 53, 385-407.
2. Duffie, D., 1992, Dynamic Asset Pricing Theory (Princeton University Press, Princeton, NJ).
3. Ingersoll, J. E. and S. A. Ross, 1992, Waiting to invest: Investment and uncertainty, Journal of Business 65, 1-29.
4. Vasicek, O., 1977, An equilibrium characterization of the term structure, Journal of Financial Economics 5, 177-88.
5. Yan, H., 2001, Dynamic models of the term structure, Financial Analysts Journal 57, 60-76.