Real Options, Volatility, and Stock Returns

Material TypeArticleLanguageEnglish
TitleReal Options, Volatility, and Stock Returns Author(S)GUSTAVO GRULLON (Author)
Abstract  We provide evidence that the positive relation between firm-level stock returns and firm-level return volatility is due to firms’ real options. ...Paginationp 1499–1537
SubjectEconomicsDescriptorsEconomics
Journal TitleThe Journal of Finance  
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