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Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China
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Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China (2022)Are ESG indexes a safe-haven or hedging a…The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)The role of ESG performance d…The impact of Covid-19 pandemic on corporate social responsibility and marketing philosophy (2020)The impact of Covid-19 pandem…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Social Capital, Trust, and Fi…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach (2015)Does Corporate Social Respons…Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Corporate Social Responsibili…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)The relationship between corp…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…The Social Responsibility of Business Is to Increase Its Profits (2007)The Social Responsibility of …Strategy and society: the link between competitive advantage and corporate social responsibility (2007)Strategy and society: the lin…The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective (2005)The Relationship Between Corp…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments (2024)Safe haven properties of indu…Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements (2023)Global energy supply risk: Ev…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate Sustainability: First Evidence on Materiality (2016)Corporate green bonds (2021)Mandatory CSR and sustainability reporting: economic analysis and literature review (2021)Firm Resources and Sustained Competitive Advantage (1991)Firm resources and sustained competitive advantage (2004)Strategic management a stakeholder approach (2010)What drives corporate social performance? The role of nation-level institutions (2012)Social Capital in the Creation of Human Capital (1988)The Cross-Section of Expected Stock Returns (1992)Bowling alone (2000)Do institutional investors drive corporate social responsibility? International evidence (2018)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Aggregate Confusion: The Divergence of ESG Ratings (2022)Judgment Under Uncertainty: Heuristics and Biases. 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(2020)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)“Implicit” and “Explicit” CSR: A Conceptual Framework for a Comparative Understanding of Corporate Social Responsibility (2008)A framework of sustainable supply chain management: moving toward new theory (2008)The Business Case for Corporate Social Responsibility: A Review of Concepts, Research and Practice (2010)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2007The Social Responsibility of Business Is to Increase Its Profits11,534 cited
  • 2007Strategy and society: the link between competitive advantage and corporate social responsibility7,425 cited
  • 2017Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis3,754 cited
  • 2008The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis3,151 cited
  • 2005The Relationship Between Corporate Philanthropy And Shareholder Wealth: A Risk Management Perspective2,836 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2015Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach1,941 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2012Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors1,742 cited
  • 2020The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China1,686 cited

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2020
COVID-19 and finance: Agendas for future research
1,596 cited
  • 2020The impact of Covid-19 pandemic on corporate social responsibility and marketing philosophy1,456 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • Cited by

    • 2023Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements53 cited
    • 2024Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments17 cited