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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
|
| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S221484502400142X |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|