Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis
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DOI: 10.1016/j.irfa.2024.103698
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More about this item
Keywords
News sentiment index; ESG stocks; Wavelet coherence; Lead-lag relationships; Hedging;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G40 - Financial Economics - - Behavioral Finance - - - General
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