ESG, Environmental, Social, Governance, Market capitalization, Book-to-Market ratio, Profitability, ESG Strengths, ESG Concerns
Explaining Changing “Investor Exuberance"
TR CAPE, Cyclically Adjusted Price-to-Earnings ratio, investor exuberance, PCA, Principal Components Analysis, Lasso regression, Ridge regression, determinants, stock market variables, economy-wide variables, fixed income variables, commodity variables