Asset Pricing and Evidence of Price Discovery in Sustainable Equity Portfolios
Using the Fama-French three factor method, the size sorted liquidity-based three factor method, and the Fama-French five factor model, this study explores the dynamics of price discovery and asset pricing in sustainable equity portfolios. Based on the findings of the study, we propose the liquidity...
| Main Authors: | , |
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| 格式: | 文件 |
| 语言: | English |
| 出版: |
Lahore School of Economics
2021-10-01
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| 丛编: | The Lahore Journal of Business |
| 主题: | |
| 在线阅读: | https://journals.lahoreschool.edu.pk/LJB/LJB/article/view/99 |