New ESG Rating Drivers in European Stocks
Short-term ESG momentum significantly affects stock returns and reduces anticipated capital costs, suggesting it could be a new systematic risk factor.
Featured in No. 34 on 23 Jan 2024 · 56 days after release
- Released
- 28 Nov 2023
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:bla:jfnres:v:46:y:2023:i:s1:p:s133-s162
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).