Pham, Linh - In: Journal of risk and financial management : JRFM 14 (2021) 1/39, pp. 1-58
investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing … the green equity market at the aggregate level, thereby overlooking the heterogeneity across green equity sub …-sectors. This paper contributes to the literature by investigating how interdependence between green equity markets and other …