ESG Confusion and Stock Returns: Tackling the Problem of Noise
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Existing measures of ESG (environmental, social, and governance) performance ESG ratings are noisy and, therefore, standard regression estimates of the effect of ESG performance on stock returns are biased. Addressing this as a classical errors-in-variables problem, we develop a noise-correction
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美国国家经济研究局创建时间：
2022-10-01
