Idiosyncratic risk and the cross-section of stock returns : Merton (1987) meets Miller (1977)
Year of publication: |
2009
|
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Authors: | Boehme, Rodney D. ; Danielsen, Bartley R. ; Kumar, Praveen ; Sorescu, Sorin M. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 12.2009, 3, p. 438-468
|
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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