Sin Stocks Revisited: Resolving the Sin Stock Anomaly

被引:65
作者
Blitz, David [1 ]
Fabozzi, Frank J. [2 ]
机构
[1] Robeco Asset Management, Quantitat Equ Res, Rotterdam, Netherlands
[2] EDHEC Business Sch, Finance, Nice, France
关键词
D O I
10.3905/jpm.2017.44.1.105
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:105 / 111
页数:7
相关论文
共 8 条
[1]  
[Anonymous], WORKING PAPER
[2]   A tale of values-driven and profit-seeking social investors [J].
Derwall, Jeroen ;
Koedijk, Kees ;
Ter Horst, Jenke .
JOURNAL OF BANKING & FINANCE, 2011, 35 (08) :2137-2147
[3]   Sin Stock Returns [J].
Fabozzi, Frank J. ;
Ma, K. C. ;
Oliphant, Becky J. .
JOURNAL OF PORTFOLIO MANAGEMENT, 2008, 35 (01) :82-+
[4]   A five-factor asset pricing model [J].
Fama, Eugene F. ;
French, Kenneth R. .
JOURNAL OF FINANCIAL ECONOMICS, 2015, 116 (01) :1-22
[5]   Betting against beta [J].
Frazzini, Andrea ;
Pedersen, Lasse Heje .
JOURNAL OF FINANCIAL ECONOMICS, 2014, 111 (01) :1-25
[6]   The price of sin: The effects of social norms on markets [J].
Hong, Harrison ;
Kacperczyk, Marcin .
JOURNAL OF FINANCIAL ECONOMICS, 2009, 93 (01) :15-36
[7]   Vice versus virtue investing around the world [J].
Lobe, Sebastian ;
Walkshaeusl, Christian .
REVIEW OF MANAGERIAL SCIENCE, 2016, 10 (02) :303-344
[8]   The Wages of Social Responsibility [J].
Statman, Meir ;
Glushkov, Denys .
FINANCIAL ANALYSTS JOURNAL, 2009, 65 (04) :33-46