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Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns
16 references·2 citing·53 second hop
Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns (2022)Understanding how ESG-focused airlines re…The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)The role of ESG performance d…DOES ENVIRONMENTAL, SOCIAL AND GOVERNANCE PERFORMANCE INFLUENCE ECONOMIC PERFORMANCE? (2020)DOES ENVIRONMENTAL, SOCIAL AN…Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance (2019)Foundations of ESG Investing:…Does corporate social responsibility impact firms' innovation capacity? The indirect link between environmental & social governance implementation and innovation performance (2019)Does corporate social respons…A Stakeholder Theory Perspective on Business Models: Value Creation for Sustainability (2019)A Stakeholder Theory Perspect…CSR engagement and financial risk: A virtuous circle? International evidence (2018)CSR engagement and financial …ESG performance and firm value: The moderating role of disclosure (2017)ESG performance and firm valu…Jump risk, stock returns, and slope of implied volatility smile (2010)Jump risk, stock returns, and…Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk (2008)Stock Returns and Volatility:…Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Roughing It Up: Including Jum…News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns (2004)News Arrival, Jump Dynamics, …Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case (2004)Asymptotic Normality of the Q…Conditional Jump Dynamics in Stock Market Returns (2002)Conditional Jump Dynamics in …A Long-Run and Short-Run Component Model of Stock Return Volatility (1999)A Long-Run and Short-Run Comp…Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Return Volatility and Trading…Instrumental Stakeholder Theory: A Synthesis of Ethics and Economics (1995)Instrumental Stakeholder Theo…The Impact of ESG Criteria on Firm Value: A Strategic Analysis of the Airline Industry (2024)The Impact of ESG Criteria on…The impact of ESG news on the volatility of the Portuguese stock market—Does it change during recessions? (2023)The impact of ESG news on the…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Statistical aspects of ARCH and stochastic volatility (1996)The Economic Value of Volatility Timing (2001)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Toward a New Conception of the Environment-Competitiveness Relationship (1995)Econometric Analysis of Cross Section and Panel Data (2001)Do environmental, social, and governance activities improve corporate financial performance? (2018)The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review (2019)ESG disclosure and financial performance: Moderating role of ESG investors (2022)Firm Resources and Sustained Competitive Advantage (1991)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Firm resources and sustained competitive advantage (2004)Barriers and drivers to sustainable business model innovation: Organization design and dynamic capabilities (2019)Stakeholder Engagement: Past, Present, and Future (2022)Value of corporate social responsibility for multiple stakeholders and social impact – Relationship marketing perspective (2022)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)Measuring the efficiency of decision making units (1978)Absorptive Capacity: A New Perspective on Learning and Innovation (1990)Strategic management a stakeholder approach (2010)Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector (2021)Environmental-, social-, and governance-related factors for business investment and sustainability: a scientometric review of global trends (2023)The impact of government environmental attention on firms’ ESG performance: Evidence from China (2023)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities (2010)Market Skewness Risk and the Cross Section of Stock Returns (2013)The common factor in idiosyncratic volatility: Quantitative asset pricing implications (2015)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)ESG activities and banking performance: International evidence from emerging economies (2020)Connecting the COVID-19 pandemic, environmental, social and governance (ESG) investing and calls for ‘harmonisation’ of sustainability reporting (2021)Sustainable development, ESG performance and company market value: Mediating effect of financial performance (2022)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Granger causality in risk and detection of extreme risk spillover between financial markets (2009)Undeserved Loss: The Spread of Legitimacy Loss to Innocent Organizations in Response to Reported Corporate Deviance (2009)Threshold bipower variation and the impact of jumps on volatility forecasting (2010)Option pricing when underlying stock returns are discontinuous (1976)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Modeling and Forecasting Realized Volatility (2003)Expected Stock Returns and Variance Risk Premia (2009)The VIX, the variance premium and stock market volatility (2014)Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)Managers' Personal Values as Drivers of Corporate Social Responsibility (2004)Corporate responsibility and financial performance: the role of intangible resources (2009)The New Political Role of Business in a Globalized World: A Review of a New Perspective on CSR and its Implications for the Firm, Governance, and Democracy (2010)
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References

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  • 2019Does corporate social responsibility impact firms' innovation capacity? The indirect link between environmental & social governance implementation and innovation performance442 cited
  • 2002Conditional Jump Dynamics in Stock Market Returns358 cited
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  • 2010Jump risk, stock returns, and slope of implied volatility smile327 cited
  • 2018

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CSR engagement and financial risk: A virtuous circle? International evidence
222 cited
  • 2020DOES ENVIRONMENTAL, SOCIAL AND GOVERNANCE PERFORMANCE INFLUENCE ECONOMIC PERFORMANCE?184 cited
  • 2004Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case146 cited
  • Cited by

    • 2024The Impact of ESG Criteria on Firm Value: A Strategic Analysis of the Airline Industry35 cited
    • 2023The impact of ESG news on the volatility of the Portuguese stock market—Does it change during recessions?26 cited