1-1 of 1
Keywords: volatility modeling
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
The Accounting Review (2025) 100 (2): 299–328.
Published: 01 March 2025
... option returns volatility modeling valuation variance risk Firms with “high” discount rates have “high” firm-level discount rate volatility, which implies that, all else equal, the variance of stock return variance is higher among high discount rate firms. This variance risk is “priced...