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Keywords: Transfer entropy
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Journal Articles
Journal:
EconomiA
EconomiA (2023) 24 (1): 68–85.
Published: 21 March 2023
... for 20 companies listed on the Johannesburg Stock Exchange between 2015 and 2021. Design/methodology/approach The authors use Shannonian transfer entropy to examine whether information significantly flows from ESG news sentiment to stock returns and a modified event study analysis to establish how...
