Rating changes revisited: New evidence on short-term ESG momentum
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DOI: 10.1016/j.frl.2023.103703
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Cited by:
- Xiao, Xiang & Ge, Ge & Yu, Ziqin, 2024. "Inhibition or inducement: ESG rating changes and earnings management – Based on the perspective of external supervision," Finance Research Letters, Elsevier, vol. 64(C).
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More about this item
Keywords
Calendar-time portfolio analysis; ESG rating; Portfolio management; Sustainable finance;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- M14 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Corporate Culture; Diversity; Social Responsibility
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