Advanced search
Publication Cover
Applied Economics Letters Volume 30, 2023 - Issue 4
Submit an article Journal homepage
642
Views
2
CrossRef citations to date
0
Altmetric
Research Article

Is ESG-ness the vaccine?

Fabio PizzutiloDepartment of Economics Management and Business Law, University of Bari Aldo Moro, Bari, ItalyCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-9828-6374
ORCID Icon
Pages 484-487 | Published online: 21 Oct 2021

References

  • Carhart, M. M. 1997. “On Persistence in Mutual Fund Performance.” The Journal of Finance 52 (1): 57–82. doi:10.1111/j.1540-6261.1997.tb03808.x.
  • Fama, E. F., and K. R. French. 1993. “Common Risk Factors in the Returns on Stocks and Bonds.” Journal of Financial Economics 33 (1): 3–56. doi:10.1016/0304-405X(93)90023-5.
  • Fama, E. F., and K. R. French. 2015. “A Five-factor Asset Pricing Model.” Journal of Financial Economics 116 (1): 1–22. doi:10.1016/j.jfineco.2014.10.010.
  • Feng, Z. Y., C. R. Chen, and Y. J. Tseng. 2018. “Do Capital Markets Value Corporate Social Responsibility? Evidence from Seasoned Equity Offerings.” Journal of Banking & Finance 94: 54–74. doi:10.1016/j.jbankfin.2018.06.015.
  • Hartzmark, S. M., and A. B. Sussman. 2019. “Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows.” The Journal of Finance 74 (6): 2789–2837. doi:10.1111/jofi.12841.
  • Huang, D. Z. X. 2021. “Environmental, Social and Governance (ESG) Activity and Firm Performance: A Review and Consolidation.” Accounting & Finance. 61: 335-360. https://doi.org/10.1111/acfi.12569
  • Jegadeesh, N., and S. Titman. 1993. “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency.” The Journal of Finance 48: 65–91. doi:10.1111/j.1540-6261.1993.tb04702.x.
  • Khan, M. 2019. “Corporate Governance, ESG, and Stock Returns around the World.” Financial Analysts Journal 75 (4): 103–123. doi:10.1080/0015198X.2019.1654299.
  • Lean, H. H., and F. Pizzutilo. 2021. “Performances and Risk of Socially Responsible Investments across Regions during Crisis.” International Journal of Finance and Economics 26: 3556–3568. doi:10.1002/ijfe.1975.
  • Lins, K. V., H. Servaes, and A. Tamayo. 2017. “Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis.” The Journal of Finance 72 (4): 1785–1824. doi:10.1111/jofi.12505.
  • Newey, W. K., and K. D. West. 1994. “Automatic Lag Selection in Covariance Matrix Estimation.” Review of EconomicStudies 61 (4): 631–653. https://doi.org/10.2307/2297912
  • Nofsinger, J., and A. Varma. 2014. “Socially Responsible Funds and Market Crises.” Journal of Banking & Finance 48: 180–193. doi:10.1016/j.jbankfin.2013.12.016.
  • Pizzutilo, F. 2017. “Measuring the Under-diversification of Socially Responsible Investments.” Applied Economics Letters 24 (14): 1005–1018. doi:10.1080/13504851.2016.1248279.
  • Wong, W. C., J. A. Batten, A. H. Ahmad, S. B. Mohamed-Arshad, S. Nordin, and A. A. Adzis. 2021. “Does ESG Certification Add Firm Value?” Finance Research Letters 39. https://doi.org/10.1016/j.frl.2020.101593.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.