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ESG Rating Disagreement and Stock Returns

ESG Rating Disagreement and Stock Returns

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_0015198X_2021_1963186

ESG Rating Disagreement and Stock Returns

About this item

Full title

ESG Rating Disagreement and Stock Returns

Publisher

Charlottesville: Routledge

Journal title

Financial analysts journal, 2021-10, Vol.77 (4), p.104-127

Language

English

Formats

Publication information

Publisher

Charlottesville: Routledge

More information

Scope and Contents

Contents

Using environmental, social, and governance (ESG) ratings from seven different data providers for a sample of firms in the S&P 500 Index between 2010 and 2017, we studied the relationship between ESG rating disagreement and stock returns. We found that stock returns are positively related to ESG rating disagreement, suggesting a risk premium for fi...

Alternative Titles

Full title

ESG Rating Disagreement and Stock Returns

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_crossref_primary_10_1080_0015198X_2021_1963186

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_0015198X_2021_1963186

Other Identifiers

ISSN

0015-198X

E-ISSN

1938-3312

DOI

10.1080/0015198X.2021.1963186

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