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Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
16 references·3 citing·46 second hopsampled
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2015Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach1,941 cited
  • 2014Corporate goodness and shareholder wealth1,897 cited
  • 2017Every Little Helps? ESG News and Stock Market Reaction608 cited
  • 2021Green credit policy and firm performance: What we learn from China469 cited
  • 2004Macro variables and international stock return predictability351 cited
  • 2019Emerging new themes in environmental, social and governance investing: a systematic literature review338 cited
  • 2026Corporate ESG Profiles and Investor Horizons318 cited
  • 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
  • 2008Predicting the bear stock market: Macroeconomic variables as leading indicators283 cited
  • 1991The Reversal of Large Stock-Price Decreases

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283 cited
  • 1997Winner‐Loser Reversals in National Stock Market Indices: Can They be Explained?248 cited
  • Cited by

    • 2024Climate risk and corporate ESG performance: Evidence from China46 cited
    • 2023A Sustainable Development Evaluation Framework for Chinese Electricity Enterprises Based on SDG and ESG Coupling36 cited
    • 2024Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis26 cited