ESG rating dispersion and expected stock return in China
Year of publication: |
2023
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Authors: | Xiao, Xinrong ; Liu, Xu ; Liu, Jian |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 59.2023, 11, p. 3422-3437
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Subject: | ESG rating dispersion | portfolio choice | return predictability | sustainable finance | Kapitaleinkommen | Capital income | China | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment |
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