Investor sentiment and the time-varying sustainability premium

Keyphrases

• Investor Sentiment 100%
• Pricing Factors 50%
• Expected Returns 25%
• Low Intensity 25%
• Environmental Variables 25%
• Excess Returns 25%
• Abnormal Returns 25%
• Return Difference 25%
• Corporate Social Responsibility 25%
• Underpricing 25%
• Corporate Environmental Responsibility 25%
• Social Variables 25%
• Inconclusive Result 25%

Economics, Econometrics and Finance

• Investor Sentiment 100%
• Pricing 50%
• Social Responsibility 25%
• Principal Components 25%
• Environmental Responsibility 25%