Three essays on asset pricing.

• Main Author: Wang, Ying.
• Other Authors: Hwang Chuan Yang
• Format: Theses and Dissertations
• Language: English
• Published: 2013
• Subjects: DRNTU::Business::Finance::Assets
• Online Access: http://hdl.handle.net/10356/52167
• Institution: Nanyang Technological University

Kinder, Lyndenberg, and Domini (KLD) provide Corporate Social Responsibility (CSR) scores for corporations. Using these scores, we classify institutions into socially responsible institutions (SRI) and non-socially-responsible institutions (NSRI) based on the value weighted Corporate Social Responsi...