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Real Options, Volatility, and Stock Returns

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  • GUSTAVO GRULLON
  • EVGENY LYANDRES
  • ALEXEI ZHDANOV
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    File URL: http://hdl.handle.net/10.1111/j.1540-6261.2012.01754.x
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    Bibliographic Info

    Article provided by American Finance Association in its journal Journal of Finance.

    Volume (Year): 67 (2012)
    Issue (Month): 4 (08)
    Pages: 1499-1537

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    Handle: RePEc:bla:jfinan:v:67:y:2012:i:4:p:1499-1537

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    Cited by:
    1. Kraft, Holger & Schwartz, Eduardo & Weiss, Farina, 2013. "Growth options and firm valuation," SAFE Working Paper Series 6, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    2. Lund, Diderik & Nymoen, Ragnar, 2013. "Comparative statics for real options on oil: What stylized facts to use?," Memorandum 14/2013, Oslo University, Department of Economics.
    3. Dutt, Tanuj & Humphery-Jenner, Mark, 2013. "Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 999-1017.
    4. Holger Kraft & Eduardo S. Schwartz & Farina Weiss, 2013. "Growth Options and Firm Valuation," NBER Working Papers 18836, National Bureau of Economic Research, Inc.

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