Zero-investment portfolio strategy and excess returns in ESG100 stocks
Parichat Sinlapates and Thawaree Chinnasaeng
| Year of publication: |
2023
|
|---|---|
| Authors: | Parichat Sinlapates ; Thawaree Chinnasaeng |
| Published in: |
Comparative analysis of trade and finance in emerging economies. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80455-760-0. - 2023, p. 51-66
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| Subject: | Trading strategy | holding period | ESG100 stocks | zeroinvestment portfolio strategy | excess returns | Fama and French (2015) five-factor model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Theorie | Theory | Frankreich | France | Aktienmarkt | Stock market | Kapitalanlage | Financial investment | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S1571-038620230000031007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014316845