Beyond polarity: How ESG sentiment influences idiosyncratic volatility in the Turkish stock market

This study investigates the influence of Environmental, Social, and Governance (ESG) sentiment in corporate disclosures on idiosyncratic volatility (IVOL) in the Turkish stock market. Using FinBERT-ESG, a language model specifically designed for financial and ESG-related texts, we construct four nov...

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Bibliographic Details
Main Author: Alev Atak
Format: Article
Language:English
Published: Elsevier 2024-12-01
Series:Borsa Istanbul Review
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S221484502400142X
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