Expected and realized returns on stocks with high- and low-ESG exposure
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DOI: 10.1057/s41260-020-00203-z
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- Christina E. Bannier & Yannik Bofinger & Björn Rock, 2023. "The risk-return tradeoff: are sustainable investors compensated adequately?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 165-172, May.
- Chen, Fei & Liu, Yue-hu & Chen, Xue-zhao, 2024. "ESG performance and business risk—Empirical evidence from China's listed companies," Innovation and Green Development, Elsevier, vol. 3(3).
- Gil Cohen, 2023. "The impact of ESG risks on corporate value," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1451-1468, May.
- Donnelly, David & Fricaudet, Marie & Ameli, Nadia, 2023. "“Accelerating institutional funding of low-carbon investment: The potential for an investment emissions intensity tax”," Ecological Economics, Elsevier, vol. 207(C).
- Zhang, Chunqiang & Hao, Dayu & Gao, Lu & Xia, Fan & Zhang, Linlang, 2024. "Do ESG ratings improve capital market trading activities?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 195-210.
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More about this item
Keywords
Expected returns; Realized returns; Cash-flow news; Discount rate news; ESG; Sustainable investing;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
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