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Keywords: Diamond risk
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Journal Articles
The effects of announcement of green policies on equity portfolios: Evidence from the United Kingdom
Journal:
Managerial Auditing Journal
Managerial Auditing Journal (2016) 31 (2): 138–155.
Published: 01 February 2016
... component in turn. The first step in this first process is to calculate the daily returns as the logarithmic difference of the underlying stock price: Equation 1 Systematic risk Event study Abnormal returns Diamond risk Environmental regulation Green policies G1, G11, H56 Within...
