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 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	Gede Krisna Wijaya Pande, . (2023). ESG vs. ESG Momentum as risk premia: A multi-factor asset pricing study in the U.S. stock market. In Business Economics.http://hdl.handle.net/2105/70382

Publication