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ESG investing in good and bad times: An international study
16 references·0 citing·32 second hopsampled
ESG investing in good and bad times: An international study (2023)ESG investing in good and bad times: An i…Dissecting green returns (2022)Dissecting green returnsAggregate Confusion: The Divergence of ESG Ratings (2022)Aggregate Confusion: The Dive…Sustainable investing with ESG rating uncertainty (2021)Sustainable investing with ES…Sustainable investing in equilibrium (2020)Sustainable investing in equi…Corporate Immunity to the COVID-19 Pandemic (2020)Corporate Immunity to the COV…The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review (2019)The Influence of Firm Size on…Choosing factors (2018)Choosing factorsESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)ESG and financial performance…Value and Momentum Everywhere (2013)Value and Momentum EverywhereSize, value, and momentum in international stock returns (2012)Size, value, and momentum in …Individualism and Momentum around the World (2010)Individualism and Momentum ar…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)An Intertemporal Capital Asset Pricing Model (1973)Industry costs of equity (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A power primer. (1992)G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007)Environmental, Social and Governance (ESG) Scores and Financial Performance of Multilatinas: Moderating Effects of Geographic International Diversification and Financial Slack (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Institutionalized Organizations: Formal Structure as Myth and Ceremony (1977)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)lavaan : An R Package for Structural Equation Modeling (2012)ESG: Research Progress and Future Prospects (2021)Climate Change Concerns and the Performance of Green vs. Brown Stocks (2022)ESG disclosure and Firm performance: A bibliometric and meta analysis (2022)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Firm‐Level Climate Change Exposure (2023)Intraclass correlations: Uses in assessing rater reliability. (1979)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Content Analysis: An Introduction to Its Methodology (2019)Climate Risks and Financial Stability (2020)Climate risks and market efficiency (2018)Time Series Momentum (2011)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)Hedging Climate Change News (2019)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies4,715 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2022Aggregate Confusion: The Divergence of ESG Ratings3,411 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
  • 2019The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review1,548 cited
  • 2020Corporate Immunity to the COVID-19 Pandemic1,480 cited
  • 2021Sustainable investing with ESG rating uncertainty1,340 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 2022Dissecting green returns1,129 cited
  • 2018Choosing factors1,020 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence

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