ESG rating disagreement, volatility, and stock returns
Year of publication: |
2025
|
---|---|
Authors: | Zeng, Qingduo ; Xu, Yang ; Hao, Mengshu ; Gao, Meiqi |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 72.2025, Art.-No. 106602, p. 1-9
|
Subject: | Volatility | ESG rating disagreement | Rational expectation | Stock returns | Volatilität | Kapitaleinkommen | Capital income | Rationale Erwartung | Rational expectations | Kapitalmarktrendite | Capital market returns | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment | CAPM | Theorie | Theory | Anlageverhalten | Behavioural finance |
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