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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| 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 |