Essays about: "William Lundell"

Found 1 essay containing the words William Lundell.

  1. 1. Is there a carbon emission-return relation? Exploring the existence of a carbon emission return relation in the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Gustaf Kaddik; William Lundell; [2023]
    Keywords : emission premium; emission alpha; carbon emissions; emission intensity; stock returns;

    Abstract : We use portfolio sorting and Fama-Macbeth regressions to investigate the potential relation between carbon emissions and stock returns in the Swedish stock market, a country with stringent carbon regulations and taxes. We research the Swedish stock market between 2010-2019 and do not find evidence of such a relationship. READ MORE