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Sustainable Investment - Exploring the Linkage between Alpha, ESG, and SDG's
16 references·3 citing·35 second hop
Sustainable Investment - Exploring the Linkage between Alpha, ESG, and SDG's (2020)Sustainable Investment - Exploring the Li…Sustainable development and financial system: Integrating ESG risks through sustainable investment strategies in a climate change context (2021)Sustainable development and f…ESG Rating Disagreement and Stock Returns (2021)ESG Rating Disagreement and S…Sustainable investing in equilibrium (2020)Sustainable investing in equi…Public Sentiment and the Price of Corporate Sustainability (2020)Public Sentiment and the Pric…ESG Preferences, Risk and Return (2020)ESG Preferences, Risk and Ret…Divergent ESG Ratings (2020)Divergent ESG RatingsResponsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Four Things No One Will Tell You About ESG Data (2019)Four Things No One Will Tell …Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance (2019)Foundations of ESG Investing:…Aggregate Confusion: The Divergence of ESG Ratings (2019)Aggregate Confusion: The Dive…The risk-adjusted return potential of integrating ESG strategies into emerging market equities (2017)The risk-adjusted return pote…Corporate Sustainability Performance and Assurance on Sustainability Reports: Diffusion of Accounting Practices in the Realm of Sustainable Development (2017)Corporate Sustainability Perf…ESG Integration in Investment Management: Myths and Realities (2016)ESG Integration in Investment…A five-factor asset pricing model (2014)A five-factor asset pricing m…Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk? (2011)Stock returns in relation to …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Sustainable metaverse ecosystems: from ESG compliance to multilayer network scalability (2025)Sustainable metaverse ecosyst…Role of Environmental, Social, and Governance in achieving the UN Sustainable Development Goals: A special focus on India (2023)Role of Environmental, Social…The moderating role of innovative organizational climate on the relationship between environmental monitoring social monitoring, governance monitoring and sustainable development goals (case of Vietnam) (2022)The moderating role of innova…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)ESG Importance for Long-Term Shareholder Value Creation: Literature vs. Practice (2021)Inside the ESG ratings: (Dis)agreement and performance (2021)Past, present, and future of sustainable finance: insights from big data analytics through machine learning of scholarly research (2022)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Investment and Asset Pricing with ESG Disagreement (2020)Firm‐Level Climate Change Exposure (2023)The arbitrage theory of capital asset pricing (1976)Size and Book-to-Market Factors in Earnings and Returns (1995)ESG disclosure and financial performance: Moderating role of ESG investors (2022)The effect of ESG rating events on corporate green innovation in China: The mediating role of financial constraints and managers' environmental awareness (2022)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Intraclass correlations: Uses in assessing rater reliability. (1979)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Corporate Green Bonds (2018)Content Analysis: An Introduction to Its Methodology (2019)Corporate uptake of the Sustainable Development Goals: Mere greenwashing or an advent of institutional change? (2021)Socially responsible investment strategies for the transition towards sustainable development: the importance of integrating and communicating ESG (2021)Understanding the effects of Environment, Social, and Governance conduct on financial performance: Arguments for a process and integrated modelling approach (2022)Aggregate Confusion: The Divergence of ESG Ratings (2019)Why is Corporate Virtue in the Eye of The Beholder? The Case of ESG Ratings (2021)Editor's Choice Digesting Anomalies: An Investment ApproachDigesting Anomalies: An Investment Approach (2012)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2019Aggregate Confusion: The Divergence of ESG Ratings4,251 cited
  • 2020Sustainable investing in equilibrium2,262 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,140 cited
  • 2021ESG Rating Disagreement and Stock Returns930 cited
  • 2019Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance785 cited
  • 2019Four Things No One Will Tell You About ESG Data680 cited
  • 2016ESG Integration in Investment Management: Myths and Realities418 cited
  • 2020ESG Preferences, Risk and Return418 cited
  • 2020Divergent ESG Ratings417 cited
  • 2011Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk?211 cited
  • 2017Corporate Sustainability Performance and Assurance on Sustainability Reports: Diffusion of Accounting Practices in the Realm of Sustainable Development194 cited
  • 2020Public Sentiment and the Price of Corporate Sustainability189 cited
  • 2021Sustainable development and financial system: Integrating ESG risks through sustainable investment strategies in a climate change context

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150 cited
  • 2017The risk-adjusted return potential of integrating ESG strategies into emerging market equities144 cited
  • Cited by

    • 2023Role of Environmental, Social, and Governance in achieving the UN Sustainable Development Goals: A special focus on India29 cited
    • 2022The moderating role of innovative organizational climate on the relationship between environmental monitoring social monitoring, governance monitoring and sustainable development goals (case of Vietnam)6 cited
    • 2025Sustainable metaverse ecosystems: from ESG compliance to multilayer network scalability5 cited