CORPORATE RISK-RETURN RELATIONS: RETURNS VARIABILITY VERSUS DOWNSIDE RISK.
Academy of Management JournalPublished 1 February 1996
Kent D. Miller, Michael J. Leiblein
Citations411
SJR quartileQ1
SJR score10.53
SNIP3.95
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Abstract
This study tested a model of firm risk-return relations in which risk was conceptualized in terms of downside outcomes. Drawing on the behavioral theory of the firm, we developed a set of hypothese...
Keywords
Economics, Econometrics and FinanceBusiness, Management and Accounting
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