Ethical and unethical investments under extreme market conditions
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DOI: 10.1016/j.irfa.2021.101952
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- Yu, Haixu & Liang, Chuanyu & Liu, Zhaohua & Wang, He, 2023. "News-based ESG sentiment and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 88(C).
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Keywords
Ethical investments; Unethical investments; MS-GARCH; Bayesian estimation; Crisis; Value-at-risk; Expected shortfall;All these keywords.
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