| dc.contributor | 金融系; 財管系 | - |
| dc.creator (作者) | 楊曉文; 陳鴻毅 | - |
| dc.creator (作者) | Yang, Sharon S. | - |
| dc.creator (作者) | Chen, Hong-Yi;Hsu, Chun-Huei | - |
| dc.date (日期) | 2022-03 | - |
| dc.date.accessioned | 5-Jul-2022 16:14:56 (UTC+8) | - |
| dc.date.available | 5-Jul-2022 16:14:56 (UTC+8) | - |
| dc.date.issued (上傳時間) | 5-Jul-2022 16:14:56 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/140781 | - |
| dc.description.abstract (摘要) | This study develops an environment, social, and governance (ESG) momentum strategy by combining information about ESG scores and the momentum effect. This study, subsequently, applies the ESG momentum strategy to Taiwanese and Japanese stock markets and investigates the performance of the ESG momentum strategy in each market. Detailed comparisons of the ESG scores and ESG momentum performance between the two markets are conducted. The empirical results show that the ESG momentum strategy can obtain enhanced profits in the Taiwanese market, while the ESG momentum strategy cannot lead to substantial profits in the Japanese market. In addition, the ESG momentum effect in the Taiwanese market can last for three years after portfolio formation. In the Japanese market, the ESG contrarian strategy may deliver better profits than the ESG momentum strategy. | - |
| dc.format.extent | 112 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Advances in Pacific Basin Business, Economics and Finance, Vol.10, pp.91-110 | - |
| dc.subject (關鍵詞) | ESG; ESG contrarian strategy; ESG momentum strategy; Japanese stock market; Momentum strategy; Taiwanese stock market; G11; G14 | - |
| dc.title (題名) | ESG Momentum Strategies: A Comparison between Taiwanese and Japanese Markets | - |
| dc.type (資料類型) | article | - |
| dc.identifier.doi (DOI) | 10.1108/S2514-465020220000010004 | - |
| dc.doi.uri (DOI) | https://doi.org/10.1108/S2514-465020220000010004 | - |
