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What is ESG Sentiment and Stock Volatility in Turkey about?

This study explores the impact of Environmental, Social, and Governance (ESG) sentiment on idiosyncratic volatility (IVOL) in the Turkish stock market, utilizing a language model called FinBERT-ESG to create four novel sentiment indices. The findings indicate that positive ESG sentiment is associated with reduced IVOL, while negative sentiment correlates with increased volatility, highlighting the complex relationship between ESG disclosures and investor behavior. This research contributes to the understand

Author

Hieu Pham

Language

EN