ESG, time horizons, risks and stock returns

Minh Thi Hong Dinh

Research in International Business and Finance, 2023, vol. 65, issue C

Abstract: Investment time horizon is an important part of significance of ESG factors. This research examines the role of ESG factors in returns and risks in short- and medium-term investment periods. It compares (a) the returns and risks of ESG portfolios between before scoring and after scoring, and (b) the returns and risks between ESG portfolios and their peers.

Keywords: ESG portfolios; Risks; Returns; ESG factors; Stock market (search for similar items in EconPapers)
JEL-codes: G19 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001071

DOI: 10.1016/j.ribaf.2023.101981

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