Growth to value : option exercise and the cross section of equity returns
Year of publication: |
2013
|
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Authors: | Ai, Hengjie ; Kiku, Dana |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 107.2013, 2, p. 325-349
|
Subject: | Value premium | Real options | General equilibrium | Long-run risks | Firm dynamics | CAPM | Realoptionsansatz | Real options analysis | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Allgemeines Gleichgewicht | Kapitalanlage | Financial investment |
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