Saudi Green Banks and Stock Return Volatility: GLE Algorithm and Neural Network Models
This study investigates the effects of ESG factors on stock return volatility from 2012 to 2020 using linear regression, GLE algorithm, and neural network models. This paper used the ESG factors and main control variables (ROA, EPS, and year) as independent variables. The regression model results sh...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-10-01
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| Series: | Economies |
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| Online Access: | https://www.mdpi.com/2227-7099/10/10/242 |