Performance of Nordic Sin Stocks

dc.contributor.author	Solem, Thomas Anker
dc.contributor.author	Nikolic, Emilie
dc.date.accessioned	2023-12-13T14:16:58Z
dc.date.available	2023-12-13T14:16:58Z
dc.date.issued	2023
dc.identifier.uri	https://hdl.handle.net/11250/3107412
dc.description	Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2023	en_US
dc.description.abstract	This thesis investigates the performance of Nordic sin stocks between 2005 and 2022. We study the risk adjusted returns of sin stocks and compare them against returns from comparable stocks. We apply various risk adjustment methods to the CAPM framework as well as the Fama Macbeth method in order to investigate the hypothesized existence of a sin stock premium. We conclude that there is no evidence of sin stocks having sup	en_US
dc.language.iso	eng	en_US
dc.publisher	Handelshøyskolen BI	en_US
dc.subject	finans	en_US
dc.subject	finance	en_US
dc.title	Performance of Nordic Sin Stocks	en_US
dc.type	Master thesis	en_US