Investigation on the abnormal return of stocks with a low ESG score and creation of a factor to capture this anomaly.

Additional Metadata
Keywords	ESG Score, Sin stock, Seven Factor Model, ESG Factor
Thesis Advisor	Verbeek, Marno, Hut, Xander
Persistent URL	hdl.handle.net/2105/54317
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Seppi, Nicola. (2020). Investigation on the abnormal return of stocks with a low ESG score and creation of a factor to capture this anomaly. In Finance & Investments.http://hdl.handle.net/2105/54317

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