---
title: Carbon Neutrality Commitment Announcements and Subsequent Stock Returns
url: https://www.ml-quant.com/papers/repec/prg-jnlwps-v-6-y-2026-id-6-005/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-30
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:prg:jnlwps:v:6:y:2026:id:6.005
source_url: https://econpapers.repec.org/RePEc:prg:jnlwps:v:6:y:2026:id:6.005
featured: 2026-10-30
citations: unknown
topic: Asset Pricing & Factors
---


# Carbon Neutrality Commitment Announcements and Subsequent Stock Returns

Market analysis of 887 carbon neutrality announcements reveals statistically significant negative abnormal returns over 12 months, suggesting investors view pledges as signals of future cost burdens.

- Source: https://econpapers.repec.org/RePEc:prg:jnlwps:v:6:y:2026:id:6.005
- Identifier: RePEc:prg:jnlwps:v:6:y:2026:id:6.005
- Released: 2026-10-27
- First featured: Quant Letter No. 137 (2026-10-30): https://www.ml-quant.com/issues/2026-10-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors
- Authors: Michal Vyletelka

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