Reexamination of stock price reaction to environmental performance: A GARCH application

Ecological Economics

Volumn 68, Issue 1-2, 2008, Pages 345-352

  Yamaguchi, Keiko ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

EGARCH; Environmental performance; Event study; Stock price

Indexed keywords

ENVIRONMENTAL MANAGEMENT; ENVIRONMENTAL RESPONSE; LEAST SQUARES METHOD; PRICE DETERMINATION; REGRESSION; STOCK ASSESSMENT;

EID: 53649094891     PISSN: 09218009     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ecolecon.2008.04.004     Document Type: Article

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