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...
Gardado en:
| Principais autores: | , , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Springer Nature
2024-09-01
|
| Series: | Humanities & Social Sciences Communications |
| Acceso en liña: | https://doi.org/10.1057/s41599-024-03621-1 |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|