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ESG, time horizons, risks and stock returns

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  • Dinh, Minh Thi Hong

Abstract

Investment time horizon is an important part of significance of ESG factors. This research examines the role of ESG factors in returns and risks in short- and medium-term investment periods. It compares (a) the returns and risks of ESG portfolios between before scoring and after scoring, and (b) the returns and risks between ESG portfolios and their peers.

Suggested Citation

  • Dinh, Minh Thi Hong, 2023. "ESG, time horizons, risks and stock returns," Research in International Business and Finance, Elsevier, vol. 65(C).
    • Handle: RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001071
    DOI: 10.1016/j.ribaf.2023.101981
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    References listed on IDEAS

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    1. Mario La Torre & Fabiomassimo Mango & Arturo Cafaro & Sabrina Leo, 2020. "Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50," Sustainability, MDPI, vol. 12(16), pages 1-12, August.
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    More about this item

    Keywords

    ESG portfolios; Risks; Returns; ESG factors; Stock market;
    All these keywords.

    JEL classification:

    • G19 - Financial Economics - - General Financial Markets - - - Other

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