ESG vs. ESG Momentum as risk premia: A multi-factor asset pricing study in the U.S. stock market

Additional Metadata
Keywords	Financial economics; asset pricing; ESG; ESG momentum; Fama-French; Fama-French three-factor; NYSE; NASDAQ.
Thesis Advisor	Dittmann, I
Persistent URL	hdl.handle.net/2105/70382
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA 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	Gede Krisna Wijaya Pande, . (2023, December 19). ESG vs. ESG Momentum as risk premia: A multi-factor asset pricing study in the U.S. stock market. Business Economics. Retrieved from http://hdl.handle.net/2105/70382

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