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...

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Bibliographic Details
Main Authors: Yu, Danni, Meng, Tiantian, Zheng, Minyu, Ma, Rongyi
Format: Article
Language:English
Published: Springer Nature 2024
Online Access:http://psasir.upm.edu.my/id/eprint/114505/1/114505.pdf
http://psasir.upm.edu.my/id/eprint/114505/
https://www.nature.com/articles/s41599-024-03621-1?error=cookies_not_supported&code=80f50173-f71b-4459-8bf9-41904fd7fdeb
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Institution: Universiti Putra Malaysia
Language: English
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