Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG

We investigate the importance of Environmental, Social and Governance (ESG) ratings in explaining different industry returns during the Covid-19 window. We build our ESG factor as the spread in returns between firms in the top ESG quartile and those in the bottom ESG quartile. The ESG factor shows t...

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Detalles Bibliográficos
Autores principales: Díaz, Violeta, Ibrushi, Denada, Zhao, Jialin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761191/
https://www.ncbi.nlm.nih.gov/pubmed/36569646
http://dx.doi.org/10.1016/j.frl.2020.101870

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761191/
https://www.ncbi.nlm.nih.gov/pubmed/36569646
http://dx.doi.org/10.1016/j.frl.2020.101870

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