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The Determinants of Sin Stock Returns: Evidence on the European Market · Study

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PreprintThe Determinants of Sin Stock Returns: Evidence on the European Market

Julie M. Salaber2009

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Preprintgreen2009

The Determinants of Sin Stock Returns: Evidence on the European Market

Julie M. Salaber

48 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Social Responsibility Reporting Sustainable Finance and Green Bonds

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1997Legal Determinants of External Finance 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1998Value versus Growth: The International Evidence 2003Culture, openness, and finance 2003Alcohol: No Ordinary Commodity. Research and public policy 2003People's opium? Religion and economic attitudes 1998Introduction to the Economics of Religion

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations48

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1443187

openalex_workW1594422630

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Cited by

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