Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis

Author:

Lööf Hans,Sahamkhadam MaziarORCID,Stephan AndreasORCID

Publisher

Elsevier BV

Subject

Finance

Reference29 articles.

1. Love in the time of COVID-19: The resiliency of environmental and social stocks;Albuquerque,2020

2. Generalized autoregressive score models in R: The GAS package;Ardia;J. Stat. Softw.,2019

3. Esg factors and risk-adjusted performance: a new quantitative model;Ashwin Kumar;J. Sustain. Finance Invest.,2016

4. Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic;Bae;J. Corp. Finance,2021

5. The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China;Broadstock;Finance Res. Lett.,2021

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