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Purpose

The study explores the impact of climate change risk perception and greenwashing perception on sustainable investment intention of Generation Z business students and the moderating effect of personality traits. In addition, we examine the heterogeneous effect of investor gender and literacy.

Design/methodology/approach

To analyze the sustainable investment intention of Generation Z business students in Italy, we collect survey data and use partial least squares structural equation modeling and ordinary least squares.

Findings

While climate change risk perception positively increases the intention to invest in sustainable assets, the perception of greenwashing decreases it. Personality traits mostly act as moderators of the two relationships. Finally, the heterogeneity analysis reveals that gender and literacy also play a role in these relationships.

Originality/value

While our findings are limited in generalizability due to the focus on a single country and a specific group of potential investors, our research offers valuable insights for asset managers by revealing Generation Z's preferences for climate-aligned investments and that their sensitivity to greenwashing could act as a deterrent. Our findings identify the profiles of Generation Z investors that are more likely to be attracted or discouraged from sustainable investments when they recognize climate or greenwashing risk based on personality traits (openness, conscientiousness, agreeableness, neuroticism and extraversion), gender (female or male) and financial literacy, along with literacy in sustainable finance. Our findings also provide guidance for supervisory authorities on which groups would benefit the most from specific literacy programs.

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