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William Pouliot

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Articles by William Pouliot

Which GRS Statistic Is Appropriate for Cross-Sectional Tests of Linear Multi-Factor Pricing Models?

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By Dimitrios Asteriou, Keith Pilbeam, William Pouliot
| Wiley Online Library Verified
Conflicts of Interest The authors declare no conflicts of interest. Data Availability Statement The data that support the findings of this study are available from the corresponding author upon reasonable request. References 2003. An Introduction to Multivariate Statistical Analysis. third ed. John Wiley & Sons. , and . 2017. “Which Alpha?” Review of Financial Studies 30: 1316–1338. , and . 2018. “Comparing Asset Pricing Models.” Journal of Finance 72: 715–754. 1995. Probability and Measure. third ed.
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ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?

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By Dimitrios Asteriou, Keith Pilbeam, Ioannis Litsios, William Pouliot
| Wiley Online Library Verified
1 Introduction The issue of ESG investing has grown in importance from both an academic and practical perspective as increasing amounts of funds are funnelled into different types of ESG investments on both the equity and bond sides.
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Does ESG investing pay‐off? An analysis of the Eurozone area before and during the Covid‐19 pandemic

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By Dimitrios Asteriou, Keith Pilbeam, William Pouliot
| Wiley Online Library Verified
1 INTRODUCTION A growing interest in environmental, social and governance issues (ESG) both in society as a whole and at the corporate level sees firms being increasingly judged both by their financial performance and also on issues such as corporate social responsibility (CSR) as well as ESG. The ESG agenda relates not only to the company itself, but also its various stakeholders including management, other employees, suppliers and both retail and institutional shareholders.
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