ESG controversy as a potential asset-pricing factor
J Bang, D Ryu, RI Webb - Finance Research Letters, 2023 - Elsevier
We examine whether ESG and ESG controversy scores are pricing factors that systemically
affect the risk-return relationship of stocks. We test their additional explanatory power after …
affect the risk-return relationship of stocks. We test their additional explanatory power after …
[HTML][HTML] Government environmental protection expenditure and national ESG performance: Global evidence
B Niu - Innovation and Green Development, 2024 - Elsevier
Drawing on comprehensive indicator data of national ESG performance across 27 countries
from 2006 to 2020, this study employs a panel Tobit model to examine the impact of …
from 2006 to 2020, this study employs a panel Tobit model to examine the impact of …
Does ESG performance improve firm creditworthiness?
M Kanno - Finance Research Letters, 2023 - Elsevier
This study examines whether ESG performance improves a firm's creditworthiness. To this
end, we develop two methodologies for logistic regression with or without two-stage least …
end, we develop two methodologies for logistic regression with or without two-stage least …
Firm value, ownership structure, and strategic approaches to ESG activities
The strategic role of environmental, social, and governance (ESG) activities in firm
performance has recently drawn increasing attention. In particular, the dynamics of ESG …
performance has recently drawn increasing attention. In particular, the dynamics of ESG …
[HTML][HTML] Anti-competition and anti-corruption controversies in the european financial sector: Examining the anti-ESG factors with entropy weight and TOPSIS methods
G Zournatzidou, G Sklavos, K Ragazou… - Journal of Risk and …, 2024 - mdpi.com
(1) Background: This research aims to investigate the impact of environmental, social, and
governance (ESG) factors on European banking corruption. Thus, its novelty is based on …
governance (ESG) factors on European banking corruption. Thus, its novelty is based on …
Does effective corporate governance mitigate the negative effect of ESG controversies on firm value?
Z Wu, S Lin, T Chen, C Luo, H Xu - Economic Analysis and Policy, 2023 - Elsevier
This study examines the effect of corporate governance on the relationship between ESG
controversies and firm value. Panel data consisting of 883 non-financial Chinese listed firms …
controversies and firm value. Panel data consisting of 883 non-financial Chinese listed firms …
Environmental, social and governance controversies: the role of European bank boards
Purpose In recent years, European banks have been required to integrate environmental
and social objectives into their business practices. At the same time, they have become …
and social objectives into their business practices. At the same time, they have become …
Unlocking online insights: LSTM exploration and transfer learning prospects
Abstract Machine learning algorithms can improve the time series data analysis as
compared to the traditional methods such as moving averages or auto-regressive …
compared to the traditional methods such as moving averages or auto-regressive …
[HTML][HTML] Evolving roles of energy futures markets: A Survey
A Kim, D Ryu, RI Webb - Borsa Istanbul Review, 2024 - Elsevier
Energy markets are important in global trade and economic stability, and energy futures play
a critical role in energy market dynamics. This study reviews: i) the important role energy …
a critical role in energy market dynamics. This study reviews: i) the important role energy …
Stock price synchronicity and market liquidity: The role of funding liquidity
We examine the role of funding liquidity in sha** the relationship between stock price
synchronicity and equity market liquidity in the context of an emerging market. Equity market …
synchronicity and equity market liquidity in the context of an emerging market. Equity market …