Event-Study

In this workbook, I'll show how to compute (cumulative) abnormal returns adjusted for the CAPM

Climate_Responsibility_Premium

Master Thesis Project: Donald Trump's election in 2016, Scott Pruitt's nomination to lead the Environmental Protection Agency, and the withdrawal of the US from the Paris agreement. How were these events perceived in the stock market, and how did they affect the valuation of carbon intensive and environmentally responsible firms?

IBM-DS-course