SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
COVID-19 and safer investment bets
8 references·16 citing·56 second hopsampled
COVID-19 and safer investment bets (2020)COVID-19 and safer investment betsReturn and volatility spillovers among cryptocurrencies (2018)Return and volatility spillov…Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Social Capital, Trust, and Fi…Socially responsible funds and market crises (2014)Socially responsible funds an…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Psychological Bias as a Driver of Financial Regulation (2008)Psychological Bias as a Drive…Does risk aversion drive financial crises? Testing the predictive power of empirical indicators (2007)Does risk aversion drive fina…Regime switching in stock market returns (1997)Regime switching in stock mar…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market? (2023)Sustainability and stability:…Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter? (2023)Spillover of stock price cras…Mapping the environmental, social and governance literature: a bibliometric and content analysis (2023)Mapping the environmental, so…A Systematic Literature Review on ESG during the COVID-19 Pandemic (2023)A Systematic Literature Revie…The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model (2022)The Dynamic Volatility Connec…The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic (2022)The driving forces of green b…Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis (2022)Return and risk spillovers be…Does sustainability generate better financial performance? review, meta-analysis, and propositions (2022)Does sustainability generate …Are sustainable investments interdependent? The international evidence (2022)Are sustainable investments i…The effect of ESG on value creation from mergers and acquisitions. What changed during the COVID-19 pandemic? (2021)The effect of ESG on value cr…Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain (2021)Risk spillover analysis acros…Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis (2021)Is Corporate Social Responsib…Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices (2021)Does the Covid-19 pandemic af…COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets (2021)COVID-19 fear and volatility …Are ESG stocks safe-haven during COVID-19? (2021)Are ESG stocks safe-haven dur…Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis (2020)Stock Market Reactions to COV…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)The erosion of colonial trade linkages after independence (2010)Risk, Uncertainty and Monetary Policy (2011)The VIX, the variance premium and stock market volatility (2014)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient Capital Markets: II (1991)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Modeling the price dynamics of CO2 emission allowances (2008)Regime Changes and Financial Markets (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Social Capital in the Creation of Human Capital (1988)The Cross-Section of Expected Stock Returns (1992)Social Capital in the Creation of Human Capital (2000)Do Institutional Investors Drive Corporate Social Responsibility? International Evidence (2015)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Dynamic connectedness and integration in cryptocurrency markets (2018)Examining the Interrelatedness of NFT’s, DeFi Tokens and Cryptocurrencies (2021)Quantile connectedness in the cryptocurrency market (2021)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)A systematic literature review of socially responsible investment and environmental social governance metrics (2019)Inside the ESG ratings: (Dis)agreement and performance (2021)ESG disclosure and Firm performance: A bibliometric and meta analysis (2022)On the Pooling of Time Series and Cross Section Data (1978)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)ESG and systemic risk (2022)The environment, social and governance (ESG) activities and profitability under COVID-19: evidence from the global banking sector (2022)From ESG to holistic value addition: Rethinking sustainable investment from the lens of stakeholder theory (2024)Modeling and Forecasting Realized Volatility (2003)Education and the COVID-19 pandemic (2020)Financial markets under the global pandemic of COVID-19 (2020)How COVID-19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics (2021)The impact of economic and non-economic determinants on the natural resources commodity prices volatility in China (2022)The influence of economic factors on the sustainable energy consumption: evidence from China (2022)Corporate social responsibility and financial performance: correlation or misspecification? (2000)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Aggregate Confusion: The Divergence of ESG Ratings (2019)Climate Finance (2020)A review on ESG investing: Investors’ expectations, beliefs and perceptions (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2016Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis4,020 cited
  • 2014Socially responsible funds and market crises649 cited
  • 2018Return and volatility spillovers among cryptocurrencies346 cited
  • 1997Regime switching in stock market returns335 cited
  • 2007Does risk aversion drive financial crises? Testing the predictive power of empirical indicators217 cited
  • 2008Psychological Bias as a Driver of Financial Regulation119 cited

Cited by

  • 2022Does sustainability generate better financial performance? review, meta-analysis, and propositions304 cited
  • 2021Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis138 cited
  • 2021COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets123 cited
  • 2021Are ESG stocks safe-haven during COVID-19?123 cited
  • 2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?93 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2022The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic88 cited
  • 2022Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis79 cited
  • 2023Mapping the environmental, social and governance literature: a bibliometric and content analysis77 cited
  • 2021Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices75 cited
  • 2020Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis75 cited
  • 2021Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain74 cited
  • 2023A Systematic Literature Review on ESG during the COVID-19 Pandemic73 cited
  • 2021The effect of ESG on value creation from mergers and acquisitions. What changed during the COVID-19 pandemic?70 cited
  • 2023Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?64 cited
  • 2022The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model62 cited
  • 2022Are sustainable investments interdependent? The international evidence62 cited