Divestment Announcement Abnormal Stock Returns
收藏NIAID Data Ecosystem2026-03-13 收录
下载链接：
https://doi.org/10.7910/DVN/JZNFZ0
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资源简介：
A dataset where the abnormal returns using a Fama-French three factor model and a Capital Asset Price Model are estimated for the largest publicly traded US fossil fuel firms. These abnormal returns are estimated on days when there are university fossil fuel divestment announcements. This includes a ten-day event window around each event, and information on the universities divesting and the 72 largest publicly traded fossil fuel firms.
创建时间：
2021-11-16
