Strong vs. stable : the impact of ESG ratings momentum and their volatility on the cost of equity capital
Year of publication: |
2024
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Authors: | Magnani, Monia ; Guidolin, Massimo ; Berk, Ian |
Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 7, p. 666-699
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Subject: | Cross-sectional pricing | ESG momentum | ESG ratings | ESG score volatility | Systematic risk factor | Volatilität | Volatility | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment | CAPM | Kapitalkosten | Cost of capital | Portfolio-Management | Portfolio selection | Welt | World | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
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