Asset Pricing and Evidence of Price Discovery in Sustainable Equity Portfolios
Using the Fama-French three factor method, the size sorted liquidity-based three factor method, and the Fama-French five factor model, this study explores the dynamics of price discovery and asset pricing in sustainable equity portfolios. Based on the findings of the study, we propose the liquidity...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Lahore School of Economics
2021-10-01
|
| Series: | The Lahore Journal of Business |
| Subjects: | |
| Online Access: | https://journals.lahoreschool.edu.pk/LJB/LJB/article/view/99 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|