Essays about: "Ludvig Annér"
Found 1 essay containing the words Ludvig Annér.
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 marketUniversity essay from
Abstract : There is a lack of uniformity throughout the literature regarding the effects of sociallyresponsible investing. By implementing a Fama-MacBeth style regression with theFama French three factors and the momentum factor, extended with several detailedenvironmental, social and governance scores the lack of uniformity of these effects areconfirmed. READ MORE