Does It Pay To Be Good? An Analysis Of Vice And Virtue Stock Performance In The Eurozone
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References listed on IDEAS
- Hong, Harrison & Kacperczyk, Marcin, 2009. "The price of sin: The effects of social norms on markets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 15-36, July.
- repec:dau:papers:123456789/3028 is not listed on IDEAS
- Julie Salaber, 2007. "The Determinants of Sin Stock Returns: Evidence on the European Market," Working Papers halshs-00170219, HAL.
- Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
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- Khalil Al Ayoubi & Geoffroy Enjolras, 2022. "Does disinvestment from fossil fuels reduce the financial performance of responsible sovereign wealth funds?," Post-Print hal-03982863, HAL.
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More about this item
Keywords
CAPM; Eurozone; Four factor model; Sharpe ratio; Virtue stocks; Vice stocks;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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