Environmental sentiment and stock performance in the U.S. energy sector

Wang, Xue.

2017

Description
  • Abstract: This thesis studies how energy sector stocks perform under environment- related risks. I constructed the environmental sentiment factor and 7 subgroup environment-related risk factors using Dynamic Factor Model and took the abnormal returns as financial performance measure. The regression results show that during January 2004 to October 2016, all energy company stocks had negative abnorm... read more
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