Huy Pham; Long Thang Van Nguyen; Vikash Ramiah; … - In: Journal of risk and financial management : JRFM 12 (2019) 4/175, pp. 1-19
This study examines the impact of environmental regulation on the Singapore stock market using the event study methodology. Several asset pricing models are used to estimate sectoral abnormal returns. Additionally, we estimate the change in systematic risk after the introduction of the carbon...