Pasquini-Descomps, Hélène; Sahut, Jean-Michel - Institut de Préparation à l'Administration et à la … - 2014
This study investigates how news-based scores in Environmental, Social and Corporate governance (ESG)will influence the … variation of the Global ESG score is a significant but slightly negative factor of a stock’s monthly performance in the UK, but …’s performance to its ESG news–based scores’ changes is probably not linear. …