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RePEcAsset Pricing & Factors

New ESG Rating Drivers in European Stocks

Short-term ESG momentum significantly affects stock returns and reduces anticipated capital costs, suggesting it could be a new systematic risk factor.

Featured in No. 34 on 23 Jan 2024 · 56 days after release

Released
28 Nov 2023
First featured
No. 34 · 23 Jan 2024
Published in
Not yet, as far as Semantic Scholar knows
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17
Identifier
RePEc:bla:jfnres:v:46:y:2023:i:s1:p:s133-s162

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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