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Journal of Financial Markets Vol. 12 No. 3 2009

Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977)

Rodney D. Boehme1; Bartley R. Danielsen2; Praveen Kumar3; Sorin M. Sorescu4

1 Wichita State University · 2 North Carolina State University · 3 University of Houston · 4 Texas A&M University

DOI
10.1016/j.finmar.2009.01.004
Volume
12
Issue
3
Pages
438-468
Language
en
Sources
crossref openalex

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