ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis
ESG uncertainty refers to the discrepancies in ratings by multiple third-party ESG rating agencies, challenging investors in assessing a company’s true ESG status. This study integrates ESG rating data from six major Chinese agencies to construct an ESG Uncertainty Index. Using a PVAR model, it expl...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2024
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| Online Access: | http://psasir.upm.edu.my/id/eprint/114505/1/114505.pdf |