Disagreement among ESG rating agencies: shall we be worried?
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References listed on IDEAS
- Rajna Gibson & Philipp Krueger & Nadine Riand & Peter Steffen Schmidt, 2019. "ESG Rating Disagreement and Stock Returns," Swiss Finance Institute Research Paper Series 19-67, Swiss Finance Institute.
- Gunnar Friede & Timo Busch & Alexander Bassen, 2015. "ESG and financial performance: aggregated evidence from more than 2000 empirical studies," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 5(4), pages 210-233, October.
- Tim Verheyden & Robert G. Eccles & Andreas Feiner, 2016. "ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification," Journal of Applied Corporate Finance, Morgan Stanley, vol. 28(2), pages 47-55, June.
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Keywords
ESG ratings; machine learning; Environmental; Social governance;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2020-10-19 (Big Data)
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