Enhancing Market Return Forecasts with an Incident-Based ESG Indicator

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Journal of Forecasting
Early online date	17 Feb 2026
DOIs	https://doi.org/10.1016/j.ijforecast.2025.11.012
Publication status	E-pub ahead of print - 17 Feb 2026

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predictability_ESG_ijf_version
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@article{fc12c56304e1418aa7527a3cfaa7d593,

title = "Enhancing Market Return Forecasts with an Incident-Based ESG Indicator",

author = "Zhiyong Li and Weiping Qin",

year = "2026",

month = feb,

day = "17",

doi = "10.1016/j.ijforecast.2025.11.012",

language = "English",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier BV",

}