ML-QuantSubscribe

SSRNLLMs & Text

Stock and Option Market Response to ESG News

The research finds that negative ESG incidents have minimal immediate impact on stock prices but cause increased volatility for severe incidents, particularly those related to Natural Capital.

Featured in No. 50 on 22 May 2024 ·

Released
21 Jun 2023
First featured
No. 50 · 22 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4832267

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

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page