SSRNTrading, Microstructure & Execution
Liquidity Market Impact and Crowding in ESG Integration
The authors discuss the effect of transaction costs on ESG-aware portfolios, concluding that simple liquidity constraints can reduce market impact while maintaining a good ESG profile.
Featured in No. 31 on 3 Jan 2024 · 55 days after release
- Released
- 9 Nov 2023
- First featured
- No. 31 · 3 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4671329
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