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Understanding the effect of ESG scores on stock returns using mediation theory

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  • Gaëlle Le Fol

    (DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

Abstract

AMSE organizes the 6th QFFE (Quantitative Finance and Financial Econometrics). The International Conference will be held on June 6-7, and the Spring School on June 4-5.The QFFE 2024 has received support from SoFiE (The Society for Financial Econometrics).Submissions on the following topics are welcome: Big-data in finance; Empirical finance; High-frequency data; New methods in quantitative finance; Time series forecasting; Volatility and risk modelling.

Suggested Citation

  • Gaëlle Le Fol, 2024. "Understanding the effect of ESG scores on stock returns using mediation theory," Post-Print hal-04660291, HAL.
    • Handle: RePEc:hal:journl:hal-04660291
    as

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    References listed on IDEAS

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    1. Bardos, Katsiaryna Salavei & Ertugrul, Mine & Gao, Lucia Silva, 2020. "Corporate social responsibility, product market perception, and firm value," Journal of Corporate Finance, Elsevier, vol. 62(C).
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    14. Philipp Krueger & Zacharias Sautner & Laura T Starks, 2020. "The Importance of Climate Risks for Institutional Investors," The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1067-1111.
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