ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis
Abstract ESG uncertainty refers to the discrepancies in ratings by multiple third-party ESG rating agencies, challenging investors in assessing a company’s true ESG status. This study integrates ESG rating data from six major Chinese agencies to construct an ESG Uncertainty Index. Using a PVAR model...
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| Principais autores: | , , , |
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| פורמט: | Artigo |
| שפה: | Inglês |
| יצא לאור: |
Springer Nature
2024-09-01
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| סדרה: | Humanities & Social Sciences Communications |
| גישה מקוונת: | https://doi.org/10.1057/s41599-024-03621-1 |
| תגים: |
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