Paper Type

Short

Paper Number

PACIS2025-1952

Description

This study innovatively quantifies the process of belief updates concerning climate change, charting the progression toward the "carbon-aware" equilibrium where a carbon risk premium is priced, thereby providing a nuanced understanding of how market perceptions evolve in response to climate-related risks. In contrast to previous studies identifying climate change concerns in news media that lead to stock-pricing deviations away from the equilibrium, this research contributes to the literature on climate finance, asset pricing, and social media by discovering the social signal of climate conscience to assess the effects of aggregate belief updates on the transition from the realized positive equity greenium toward the expected positive carbon return in equilibrium with both unscaled and scaled carbon emission metrics. Through situating social media as a critical information system that amplifies collective climate conscience, this research also illuminates how digital platforms catalyze societal shifts and advance behavioral insights in climate finance.

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Jul 6th, 12:00 AM

Social Signal of Climate Conscience: Uncovering its Role in Transition to the Carbon-aware Equilibrium

This study innovatively quantifies the process of belief updates concerning climate change, charting the progression toward the "carbon-aware" equilibrium where a carbon risk premium is priced, thereby providing a nuanced understanding of how market perceptions evolve in response to climate-related risks. In contrast to previous studies identifying climate change concerns in news media that lead to stock-pricing deviations away from the equilibrium, this research contributes to the literature on climate finance, asset pricing, and social media by discovering the social signal of climate conscience to assess the effects of aggregate belief updates on the transition from the realized positive equity greenium toward the expected positive carbon return in equilibrium with both unscaled and scaled carbon emission metrics. Through situating social media as a critical information system that amplifies collective climate conscience, this research also illuminates how digital platforms catalyze societal shifts and advance behavioral insights in climate finance.