How Much Sustainability is Really in Stock Prices?
Machine learning finds no robust evidence that sustainability characteristics predict stock returns after multiple-testing corrections, contradicting prior research.
Featured in No. 139 on 13 Nov 2026 · 2 days after release
- Released
- 11 Nov 2026
- First featured
- No. 139 · 13 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7683171
- Authors
- Enrica Archetti et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).