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...
Gespeichert in:
| Hauptverfasser: | , , , |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Springer Nature
2024-09-01
|
| Schriftenreihe: | Humanities & Social Sciences Communications |
| Online-Zugang: | https://doi.org/10.1057/s41599-024-03621-1 |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|