Artikel
ESG disclosure and portfolio performance
This paper illustrates the impact of Environmental Social and Governance (ESG) disclosure on European corporate equity performance. In this study, we use an extensive data set of European ESG ratings provided by Bloomberg to demonstrate that ESG disclosure is associated with improved return growth, with the Governance pillar exhibiting the strongest effect on corporate performance. The impact of ESG disclosure on volatility is changing over time, suggesting that the existence of opaque ratings limits the transmission of information disclosure into corporate performance.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Risks ; ISSN: 2227-9091 ; Volume: 9 ; Year: 2021 ; Issue: 10 ; Pages: 1-14 ; Basel: MDPI
- Klassifikation
-
Wirtschaft
- Thema
-
ESG investing
excess returns
governance
sustainability
volatility
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bermejo Climent, Ramón
Figuerola-Ferretti Garrigues, Isabel
Paraskevopoulos, Ioannis
Santos, Alvaro
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2021
- DOI
-
doi:10.3390/risks9100172
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:44 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Bermejo Climent, Ramón
- Figuerola-Ferretti Garrigues, Isabel
- Paraskevopoulos, Ioannis
- Santos, Alvaro
- MDPI
Entstanden
- 2021
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