Does ESG profile depicted in CSR reports affect stock returns? Evidence from China
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DOI: 10.1016/j.physa.2023.129118
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References listed on IDEAS
- Shanaev, Savva & Ghimire, Binam, 2022. "When ESG meets AAA: The effect of ESG rating changes on stock returns," Finance Research Letters, Elsevier, vol. 46(PA).
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Keywords
ESG profile; CSR report; Stock return; Portfolio; Factor model;All these keywords.
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