Strong vs. stable : the impact of ESG ratings momentum and their volatility on the cost of equity capital
Monia Magnani, Massimo Guidolin, Ian Berk
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00377-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192396