메뉴 건너뛰기




Volumn 19, Issue 6, 2001, Pages 535-553

Empirical evaluation of the value of waiting to invest

Author keywords

Empirical study; Investment; Land use; Property markets

Indexed keywords


EID: 84986097838     PISSN: 1463578X     EISSN: None     Source Type: Journal    
DOI: 10.1108/14635780110406888     Document Type: Article
Times cited : (12)

References (12)
  • 1
    • 84984001547 scopus 로고
    • The asset approach to pricing urban land: empirical evidence
    • Capozza, D.R. and Schwann, G.M. (1989), “The asset approach to pricing urban land: empirical evidence”, AREUEA Journal, Vol. 17 No. 2, pp. 161-74.
    • (1989) AREUEA Journal , vol.17 , Issue.2 , pp. 161-174
    • Capozza, D.R.1    Schwann, G.M.2
  • 4
    • 84960586010 scopus 로고
    • The value of waiting to invest
    • McDonald, R. and Siegel, D. (1986), “The value of waiting to invest”, Quarterly Journal of Economics, Vol. 101 No. 4, pp. 707-27.
    • (1986) Quarterly Journal of Economics , vol.101 , Issue.4 , pp. 707-727
    • McDonald, R.1    Siegel, D.2
  • 5
    • 0034420969 scopus 로고    scopus 로고
    • Implied volatility in UK commercial property market: empirical evidence based on transaction data
    • Patel, K. and Sing, T.F. (2000), “Implied volatility in UK commercial property market: empirical evidence based on transaction data”, Journal of Real Estate Finance and Economics, Vol. 20 No. 1, pp. 5-24.
    • (2000) Journal of Real Estate Finance and Economics , vol.20 , Issue.1 , pp. 5-24
    • Patel, K.1    Sing, T.F.2
  • 7
    • 84993911739 scopus 로고
    • Empirical testing of real option-pricing models
    • Quigg, L. (1993), “Empirical testing of real option-pricing models”, The Journal of Finance, Vol. 68 No. 2, pp. 621-39.
    • (1993) The Journal of Finance , vol.68 , Issue.2 , pp. 621-639
    • Quigg, L.1
  • 8
    • 84986068491 scopus 로고    scopus 로고
    • The stochastic behavior of commodity prices: implications implied by option premia
    • Schwartz, E.S. (1997), “The stochastic behavior of commodity prices: implications implied by option premia”, The Journal of Finance, Vol. 32, pp. 129-47.
    • (1997) The Journal of Finance , vol.32 , pp. 129-147
    • Schwartz, E.S.1
  • 9
    • 84983965379 scopus 로고
    • Contracts as options: some evidence from condominium developments
    • Shilling, J.D., Benjamin, J.D. and Sirmans, C.F. (1985), “Contracts as options: some evidence from condominium developments”, AREUEA Journal, Vol. 13 No. 2, pp. 143-52.
    • (1985) AREUEA Journal , vol.13 , Issue.2 , pp. 143-152
    • Shilling, J.D.1    Benjamin, J.D.2    Sirmans, C.F.3
  • 11
    • 84986065901 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, H. (1980), “A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity”, Econometrica, Vol. 48, pp. 817-38.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.