Real Options Models of the Firm, Capacity Overhang, and the Cross Section of Stock Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.12617
Reference69 articles.
1. Real Options, Product Market Competition, and Asset Returns
2. Formulation and estimation of stochastic frontier production function models
3. Empirical Evidence on Capital Investment, Growth Options, and Security Returns
4. The Cross-Section of Volatility and Expected Returns
5. High idiosyncratic volatility and low returns: International and further U.S. evidence
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