ESG、公司形象和股票回报的解释力

IF 1.2 4区经济学 Q3 ECONOMICS

Applied Economics Letters Pub Date : 2024-03-27 DOI:10.1080/13504851.2024.2332579

Jeongseok Bang, Hankil Kang, Doojin Ryu

引用次数: 0

摘要

这封信探讨了由公司对自身形象的兴趣所控制的 ESG 是否能解释预期股票收益的横截面。我们使用 LASSO 方法选择有用的因素来解释...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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ESG, firm image, and explanatory power for stock returns

This letter examines whether ESG controlled by firms’ interest in their image explains the cross-section of expected stock returns. We use the LASSO method to select useful factors that explain the...

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来源期刊

Applied Economics Letters ECONOMICS-

CiteScore

2.90

自引率

6.20%

发文量

460

期刊介绍： Applied Economics Letters is a companion journal to Applied Economics and Applied Financial Economics. It publishes short accounts of new original research and encourages discussion of papers previously published in its two companion journals. Letters are reviewed by the Editor, a member of the Editorial Board or another suitable authority. They are generally applied in nature, but may include discussion of method and theoretical formulation. In a change to the format of the Applied Financial Series of journals, from 2009 Applied Financial Economics Letters will be incorporated into its sister journal Applied Economics Letters.