Investing with ESG ratings and the performance of stock returns
This study examines the relationship between ESG ratings and stock returns over the period from January 1, 2006 to December 31, 2023. The model comparison results indicate that the prosed four three-factor model yields lower GRS F-statistics than both the Fama-French three-factor model and the conve...
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| Автор: | |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
Elsevier
2026-04-01
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| Серія: | International Review of Economics & Finance |
| Предмети: | |
| Онлайн доступ: | http://www.sciencedirect.com/science/article/pii/S105905602600153X |
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