Please use this identifier to cite or link to this item: http://hdl.handle.net/20.500.11861/10523
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dc.contributor.authorBroadstock, David C.en_US
dc.contributor.authorChan, Kaloken_US
dc.contributor.authorCheng, Louis T. W.en_US
dc.contributor.authorDr. WANG Xiaowei, Vivianen_US
dc.date.accessioned2024-10-08T10:57:28Z-
dc.date.available2024-10-08T10:57:28Z-
dc.date.issued2021-
dc.identifier.citationFinance Research Letters, 2021, vol. 38, article no. 101716.en_US
dc.identifier.issn1544-6131-
dc.identifier.issn1544-6123-
dc.identifier.urihttp://hdl.handle.net/20.500.11861/10523-
dc.description.abstractWe examine the role of ESG performance during market-wide financial crisis, triggered in response to the COVID-19 global pandemic. The unique circumstances create an inimitable opportunity to question if investors interpret ESG performance as a signal of future stock performance and/or risk mitigation. Using a novel dataset covering China’s CSI300 constituents, we show (i) high-ESG portfolios generally outperform low-ESG portfolios (ii) ESG performance mitigates financial risk during financial crisis and (iii) the role of ESG performance is attenuated in ‘normal’ times, confirming its incremental importance during crisis. We phrase the results in the context of ESG investment practices.en_US
dc.language.isoenen_US
dc.relation.ispartofFinance Research Lettersen_US
dc.titleThe role of ESG performance during times of financial crisis: Evidence from COVID-19 in Chinaen_US
dc.typePeer Reviewed Journal Articleen_US
dc.identifier.doihttps://doi.org/10.1016/j.frl.2020.101716-
item.fulltextNo Fulltext-
crisitem.author.deptDepartment of Accounting-
Appears in Collections:Accounting - Publication
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