The Impact of ESG on Stocks’ Downside Risk and Risk Adjusted Return
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References listed on IDEAS
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More about this item
KeywordsESG; Value at Risk; Risk-adjusted return; stock market; panel data;
- D22 - Microeconomics - - Production and Organizations - - - Firm Behavior: Empirical Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2019-03-11 (Corporate Finance)
- NEP-FMK-2019-03-11 (Financial Markets)
- NEP-RMG-2019-03-11 (Risk Management)
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