Concepedia

Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?

Linyu Wang, Yifan Ji, Zhongxin Ni

International Review of Financial Analysis · 2023 · 59 citations · 48 references

Concepts

BusinessCorporate GovernanceEconomicsCorporate FinanceCorporate Social ResponsibilityEnvironmental EconomicsCapital MarketsCorporate Sustainability DisclosureEsg Risk ManagementFinancial RiskMarket RiskRisk GovernanceCorporate Social Responsibility IntegrationReturn Spillover EffectsStock Market Crashes

References

48

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Francis X. Diebold, Kamil Yılmaz · The Economic Journal · 2008 · 3K citations

Business, Economics, Finance +15

Aggregate Confusion: The Divergence of ESG Ratings

Florian Berg, Julian F Kölbel, Roberto Rigobón · European Finance Review · 2022 · 2.7K citations · Full text

Business, Corporate Governance, Environmental Governance +12

The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China

David C. Broadstock, Kalok Chan, Louis T. W. Cheng et al. · Finance research letters · 2020 · 1.5K citations · Full text

Management, Finance, Financial Management +12

Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows

Samuel M. Hartzmark, Abigail B. Sussman · The Journal of Finance · 2019 · 1.5K citations

Business, Finance, Financial Management +13