Vyletelka, Michal - In: Prague economic papers : a bimonthly journal of … 33 (2024) 2, pp. 137-163
The study explores a relationship between divergence in ESG scores (measurements of a company's performance in environmental, social and governance issues) and excess stock returns on the European equity market. The sample consists of 851 European stocks in the period from January 2015 to May...