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Persistent link: https://www.econbiz.de/10010374601
This study analyzes how the stock market returns, the factor loadings from the Carhart (1997) 4-factor model, and the idiosyncratic volatility of shares in energy firms have been affected by the Fukushima nuclear accident. Unlike existing studies, which provide evidence of a wealth transfer from...
Persistent link: https://www.econbiz.de/10010729331