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  1. 1. The effects of Environmental, Social and Governance measures on the cross section of stock return, a compensation for risk or mispricing? Evidence from the Swedish stock market

    Kandidat-uppsats,

    Författare :Ludvig Annér; Nora Jakobsson van Stam; [2018-08-31]
    Nyckelord :;

    Sammanfattning : There is a lack of uniformity throughout the literature regarding the effects of socially responsible investing. By implementing a Fama-MacBeth style regression with the Fama French three factors and the momentum factor, extended with several detailed environmental, social and governance scores the lack of uniformity of these effects are confirmed. LÄS MER