Quantitative ESG disclosure and divergence of ESG ratings
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Psychology"
DOI: 10.3389/fpsyg.2022.936798
Abstract: Over the past decade, sustainable finance has been a topic of burgeoning significance for investors, and ESG ratings have become commonly used to implement ESG investment strategies in practice. Strikingly, it is widely documented in… read more here.
Keywords: esg ratings; quantitative esg; divergence; esg disclosure ... See more keywords
Implied Tail Risk and ESG Ratings
Sign Up to like & getrecommendations! Published in 2021 at "Mathematics"
DOI: 10.3390/math9141611
Abstract: This paper explores whether the high or low ESG rating of a company is related to the level of its implied tail risk, measured on the basis of derivative data by implied skewness and implied… read more here.
Keywords: ratings implied; esg ratings; risk; tail risk ... See more keywords
Internal Control Personnel’s Experience, Internal Control Weaknesses, and ESG Rating
Sign Up to like & getrecommendations! Published in 2020 at "Sustainability"
DOI: 10.3390/su12208645
Abstract: Effective internal control is expected to have a positive effect on Environmental, Social, and Governance (ESG) ratings, which are an indicator of corporate sustainability, as it ensures improvements in efficiency and effectiveness in operations, reliable… read more here.
Keywords: control; control weaknesses; internal control; esg ratings ... See more keywords
ESG Ratings and Stock Performance during the COVID-19 Crisis
Sign Up to like & getrecommendations! Published in 2021 at "Sustainability"
DOI: 10.3390/su13137133
Abstract: We investigate the association between Environmental, Social, and Governance (ESG) ratings and stock performance during the COVID-19 crisis. Although there is mixed evidence in the literature whether ESG is valuable in times of crisis, we… read more here.
Keywords: stock performance; performance covid; stock; esg ratings ... See more keywords