Nyakurukwa, Kingstone; Seetharam, Yudhvir - In: Economia : revista da ANPEC 24 (2023) 1, pp. 68-85
Purpose Utilising a database that distinctly classifies firm-level ESG (environmental, social and governance) news sentiment as positive or negative, the authors examine the information flow between the two types of ESG news sentiment and stock returns for 20 companies listed on the Johannesburg...