The Performance of Socially Responsible Investments Across Different Market Regimes
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References listed on IDEAS
- Timotheos Angelidis & Nikolaos Tessaromatis, 2007. "Does idiosyncratic risk matter? Evidence from European stock markets," Applied Financial Economics, Taylor & Francis Journals, pages 125-137.
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KeywordsSocially responsible investment; Financial performance; Market regimes; Markov Switching model;
- G00 - Financial Economics - - General - - - General
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