Corporate sustainability and asset pricing models: empirical evidence for the Brazilian stock market
Abstract The paper investigates the impact of corporate sustainability on asset prices. For that purpose, we develop a novel corporate sustainability factor and test the extent to which this factor is priced in an augmented four-factor version of the traditional Fama & French (1993) asset pricin...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Associação Brasileira de Engenharia de Produção (ABEPRO)
2016-01-01
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| Series: | Production |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0103-65132016005005101&lng=en&tlng=en |
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