---
title: How Much Sustainability is Really in Stock Prices?
url: https://www.ml-quant.com/papers/ssrn/7683171/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-14
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7683171
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7683171
featured: 2026-11-13
citations: unknown
topic: Asset Pricing & Factors
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7683171
- Identifier: SSRN 7683171
- Released: 2026-11-11
- First featured: Quant Letter No. 139 (2026-11-13): https://www.ml-quant.com/issues/2026-11-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors
- Authors: Enrica Archetti, Eva Luetkebohmert, Markus Pelger, Marcus Rockel

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