Growth to value: Option exercise and the cross section of equity returns-Reference-Cited by-同舟云学术

Growth to value: Option exercise and the cross section of equity returns

Published:2013-02 Issue:2 Volume:107 Page:325-349
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Ai Hengjie,Kiku Dana

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference56 articles.

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2. A unified model of investment under uncertainty;Abel;American Economic Review,1994

3. Ai, H., 2010. Intangible capital and the value premium. Unpublished working paper. Duke University.

4. Ai, H., Croce, M.M., Li, K. Toward a quantitative general equilibrium asset pricing model with intangible capital. Review of Financial Studies, forthcoming.

5. Consumption, dividends, and the cross section of equity returns;Bansal;Journal of Finance,2005

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