ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis

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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/ http://psasir.upm.edu.my/id/eprint/114505/1/114505.pdf

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