Hong, H. and Kacperczyk, M., 2009. The price of sin: The effects of social norms on markets. Journal of financial economics, 93(1), pp.15-36. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=766465 The Price of Sin: The Effects of Social Norms on Markets The Price of Sin: The Effects of Social Norms on Markets Sauder School of Business Working Paper AFA 2008 New Orleans Meetings Paper EFA 2006 Zurich Meetings Marcin T. Kacperczyk Imperial College London - Accounting, Finance, and Macroeconomi...
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#ESG
#Hong_and_Kacperczyk_2009
#계량투자
#죄악주
#퀀트
#퀀트투자
원문링크 : 죄악주(Sin stock) 프리미엄은 존재하는가?: Hong and Kacperczyk (2009), Blitz and Fabozzi (2017)