IDEAS home Printed from https://ideas.repec.org/a/taf/apeclt/v33y2026i2p301-306.html

ESG rating divergence, information disclosure, and stock price volatility: evidence from Chinese listed companies

Author

Listed:
  • Chengming Li
  • Shuhao Lai

Abstract

This study utilizes ESG rating data from nine rating agencies covering Chinese A-share listed companies from 2006 to 2022 to construct a more rational measurement of ESG rating divergence and examines its impact on stock price volatility. The results indicate that excessive ESG divergence worsens stock price volatility, but this linkage between divergence and volatility is mitigated when corporate information disclosure compliance improves.

Suggested Citation

  • Chengming Li & Shuhao Lai, 2026. "ESG rating divergence, information disclosure, and stock price volatility: evidence from Chinese listed companies," Applied Economics Letters, Taylor & Francis Journals, vol. 33(2), pages 301-306, January.
    • Handle: RePEc:taf:apeclt:v:33:y:2026:i:2:p:301-306
    DOI: 10.1080/13504851.2024.2365327
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/13504851.2024.2365327
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/13504851.2024.2365327?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to

    for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:apeclt:v:33:y:2026:i:2:p:301-306. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/RAEL20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.