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Reaction Asymmetries to Social Responsibility Index Recomposition: A Matching Portfolio Approach / Wanling Qiu

Swansea University Author: Wanling Qiu

Published: 2019
Online Access: https://arxiv.org/abs/1911.12582
URI: https://cronfa.swan.ac.uk/Record/cronfa54553
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Item Description: https://arxiv.org/abs/1911.12582
Keywords: Listing effects, abnormal returns, corporate social responsibility, index additions, synthetic control
College: School of Management