Reexamination of stock price reaction to environmental performance: A GARCH application

Business & Economics

• Stock Price Reaction 100%
• Generalized Autoregressive Conditional Heteroskedasticity 97%
• Ranking 80%
• Environmental Performance 73%
• Environmental Management 57%
• Corporate Environmental Performance 54%
• Stock Prices 31%
• EGARCH Model 25%
• Market Reaction 21%
• Market Model 19%
• Ordinary Least Squares 18%

Earth & Environmental Sciences

• environmental performance 86%
• ranking 73%
• price 64%
• firm 57%
• environmental management 38%
• market 28%
• effect 13%
• analysis 5%