This document has not been cited yet.

1. Alda, M. ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream? Financ. Res. Lett. 2020, 36, 101313. [CrossRef]

2. Andersson, E.; Hoque, M.; Rahman, M.L.; Uddin, G.; Jayasekera, R. ESG investment: What do we learn from its interaction with stock, currency and commodity markets? Int. J. Financ. Econ. 2022, 27, 3623–3639. [CrossRef]

3. Batista, A.; Francisco, A. Organizational Sustainability Practices: A Study of the Firms Listed by the Corporate Sustainability Index. Sustainability 2018, 10, 226. [CrossRef] Sustainability 2022, 14, 15434 13 of 13
   Paper not yet in RePEc: Add citation now
   

4. Bauwens, L.; Laurent, S.; Rombouts, J. Multivariate Garch Models: A survey. J. Appl. Econom. 2006, 21, 79–109. [CrossRef]

5. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. J. Econom. 1986, 31, 307–327. [CrossRef]

6. Bollerslev, T. Modelling the coherence in short-run nominal exchange rates: A multivariate generalized ARCH model. Rev. Econ. Stat. 1990, 72, 498–505. [CrossRef]

7. Bonga-Bonga, L. Uncovering equity market contagion among BRICS countries: An application of the multivariate GARCH model. Q. Rev. Econ. Financ. 2018, 67, 36–44. [CrossRef]

8. Cavicchioli, M. Fourth Moment Structure of Markov Switching Multivariate GARCH Models. J. Financ. Econom. 2021, 19, 565–582. [CrossRef]

9. Cunha, F.; Oliveira, E.; Orsato, R.; Klotzle, M.; Oliveira, F.; Caiado, R. Can sustainable investments outperform traditional benchmarks? Evidence from global stock markets. Bus. Strategy Environ. 2020, 29, 682–697. [CrossRef]

10. Dickey, D.; Fuller, W. Distribution of the estimators for autoregressive time series with a unit root. J. Am. Stat. Assoc. 1979, 74, 427–431.
    Paper not yet in RePEc: Add citation now
    

11. Engle, R. Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation. Econom. J. Econom. Soc. 1982, 50, 987–1007. [CrossRef]

12. Engle, R. Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models. J. Bus. Econ. Stud. 2002, 20, 339–350. [CrossRef]

13. Engle, R.; Kroner, K. Multivariate Simultaneous Generalized ARCH. Econom. Theory 1995, 11, 122–150. [CrossRef]

14. Gujarati, D. Econometria Básica; Elsevier: Rio de Janeiro, Brazil, 2006.
    Paper not yet in RePEc: Add citation now
    

15. Hafner, C.; Herwartz, H. Volatility Impulse Response Functions for Multivariate GARCH Models; CORE Discussion Paper; Université Catholique de Louvain, Center for Operations Research and Econometrics: Ottignies-Louvain-la-Neuve, Belgium, 1998; p. 39.

16. Hafner, C.; Herwartz, H.; Maxand, S. Identification of structural multivariate GARCH models. J. Econom. 2022, 227, 212–227. [CrossRef]

17. Iqbal, N.; Naeem, M.; Suleman, M. Quantifying the asymmetric spillovers in sustainable investments. J. Int. Financ. Mark. Inst. Money 2022, 77, 101480. [CrossRef]

18. Jain, M.; Sharma, G.; Srivastava, M. Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. Risks 2019, 7, 15. [CrossRef]

19. Jain, M.; Sharma, G.; Srivastava, M. Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. Risks 2019, 7, 15. [CrossRef]
    Paper not yet in RePEc: Add citation now
    
20. Jasuja, D.; Prosad, J.; Nautiyal, N. Comparative Performance Analysis of Sustainability Themed Indices in India: Markov Regime Switching Approach. FIIB Bus. Rev. 2021. [CrossRef]
    Paper not yet in RePEc: Add citation now
    

21. Kroner, K.; Ng, V. Modeling Asymmetric Comovement of Asset Returns. Rev. Financ. Stud. 1998, 11, 120–150. [CrossRef]

22. Krueger, P.; Sautner, Z.; Starks, L. The Importance of Climate Risks for Institutional Investors. Rev. Financ. Stud. 2020, 33, 3, 1067–1111. [CrossRef]

23. Latif, Y.; Shunqi, G.; Bashir, S.; Iqbal, W.; Ali, S.; Ramzan, M. COVID-19 and stock exchange return variation: Empirical evidences from econometric estimation. Environ. Sci. Pollut. Res. 2021, 28, 60019–60031. [CrossRef] [PubMed]
    Paper not yet in RePEc: Add citation now
    

24. Li, C.; Wu, M.; Chen, X.; Huang, W. Environmental, social and governance performance, corporate transparency, and credit rating: Some evidence from Chinese A-share listed companies. Pac. Basin Financ. J. 2022, 74, 101806. [CrossRef]

25. Li, W.; Chien, F.; Kamran, H.; Aldeehani, T.; Sadiq, M.; Nguyen, V.; Taghizadeh-Hesary, F. The nexus between COVID-19 fear and stock market volatility. Econ. Res. Ekon. Istraživanja 2022, 35, 1765–1785. [CrossRef]
    Paper not yet in RePEc: Add citation now
    

26. Mandelbrot, B. New methods in statistical economics. J. Political Econ. 1963, 71, 421–440. [CrossRef]

27. Pesaran, M.; Pesaran, A. Working with Microsoft 4.0: Interactive Econometric; Oxford University Press: Oxford, UK, 1997.
    Paper not yet in RePEc: Add citation now
    
28. Piserà, S.; Chiappini, H. Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China. Int. J. Emerg. Mark. 2022; ahead-of-print. [CrossRef]
    Paper not yet in RePEc: Add citation now
    
29. Popescu, I.; Hitaj, C.; Benetto, E. Measuring the sustainability of investment funds: A critical review of methods and frameworks in sustainable finance. J. Clean. Prod. 2021, 314, 128016. [CrossRef]
    Paper not yet in RePEc: Add citation now
    

30. Revelli, C. Socially responsible investing (SRI): From mainstream to margin? Res. Int. Bus. Financ. 2017, 39(Part B), 711–717. [CrossRef]

31. Schmidt, A. Optimal ESG portfolios: An example for the Dow Jones Index. J. Sustain. Financ. Invest. 2022, 12, 529–535. [CrossRef]

32. Sharma, D.; Tiwari, A.; Talan, G.; Jain, M. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times. Energy Policy 2021, 156, 112467. [CrossRef]

33. Sharma, G.; Talan, G.; Bansal, S.; Jain, M. Is there a cost for sustainable investments: Evidence from dynamic conditional correlation. J. Sustain. Financ. Invest. 2021. [CrossRef]
    Paper not yet in RePEc: Add citation now
    

34. Sheehy, B.; Farneti, F. Corporate Social Responsibility, Sustainability, Sustainable Development and Corporate Sustainability: What Is the Difference, and Does It Matter? Sustainability 2021, 13, 5965. [CrossRef]

35. Sudha, S. Risk-return and Volatility analysis of Sustainability Index in India. Environ. Dev. Sustain. 2015, 17, 1329–1342. [CrossRef]

36. Talan, G.; Sharma, G. Doing Well by Doing Good: A Systematic Review and Research Agenda for Sustainable Investment. Sustainability 2019, 11, 353. [CrossRef]

37. Tsay, R. Analysis of Financial Times Series, 2nd ed.; Wiley Series in Probability and Statistics; John Wiley & Sons: New York, NY, USA, 2005; ISBN 0471690740.
    Paper not yet in RePEc: Add citation now
    

38. Umar, Z.; Gubareva, M. The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: A time-frequency wavelet analysis. Appl. Econ. 2021, 53, 3193–3206. [CrossRef]

39. Umar, Z.; Gubareva, M.; Tran, D.; Teplova, T. Impact of the Covid-19 induced panic on the Environmental. Social and Governance leaders equity volatility: A time-frequency analysis. Res. Int. Bus. Financ. 2021, 58, 101493. [CrossRef]

40. Verma, A. Sustainable Development and Environmental Ethics. Int. J. Environ. Sci. 2019, 10, 1–5. Available online: https: //ssrn.com/abstract=3689046 (accessed on 21 September 2022).
    Paper not yet in RePEc: Add citation now
    
41. Wong, W.; Batten, J.; Ahmad, A.; Mohamed-Arshad, S.; Nordin, S.; Adzis, A. Does ESG certification add firm value? Financ. Res. Lett. 2021, 39, 101593. [CrossRef]
    Paper not yet in RePEc: Add citation now
    

42. Yousaf, I.; Suleman, M.; Demirer, R. Green investments: A luxury good or a financial necessity? Energy Econ. 2022, 105, 105745. [CrossRef]

43. Zhang, W.; He, X.; Hamori, S. Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach. Int. Rev. Financ. Anal. 2022, 83, 102223. [CrossRef]

1. Past, present, and future of sustainable finance: insights from big data analytics through machine learning of scholarly research. (2025). Lim, Weng Marc ; Kumar, Satish ; Rao, Sandeep ; Sharma, Dipasha ; Mangla, Sachin Kumar.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04410-8.

   Full description at Econpapers || Download paper

2. Decoding Pension Funds: Sustainability Indicators for Annual Report Analysis. (2025). Seibert, Rosane Maria ; MacAgnan, Clea Beatriz ; Medeiros, Leticia Martins.
   In: JRFM.
   RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:174-:d:1619940.

   Full description at Econpapers || Download paper

3. Structure of interest-bearing liabilities and corporate ESG performance. (2025). Xiang, Ruilin ; Yang, Qiming.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002042.

   Full description at Econpapers || Download paper

4. Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza.
   In: Energy Economics.
   RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312.

   Full description at Econpapers || Download paper

5. Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes. (2024). Nair, Ajithakumari Vijayappan ; Jayachandran, Ambili ; Thomas, Ann Susan.
   In: Corporate Social Responsibility and Environmental Management.
   RePEc:wly:corsem:v:31:y:2024:i:5:p:4428-4453.

   Full description at Econpapers || Download paper

6. ESG unpacked: Environmental, social, and governance pillars and the stock price reaction to the invasion of Ukraine. (2024). Neszveda, Gabor ; Baranyai, Eszter ; Zaremba, Adam ; Kovacs, Boglarka Bianka.
   In: Eurasian Business Review.
   RePEc:spr:eurasi:v:14:y:2024:i:3:d:10.1007_s40821-024-00277-4.

   Full description at Econpapers || Download paper

7. The impact of financial tools in environmental degradation management: the relationship between Co2 emission and ESG funds. (2024). Trkay, Kaan ; Tuna, Glfen ; Elik, Hlya ; Iftyildiz, Saim Saner.
   In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
   RePEc:spr:endesu:v:26:y:2024:i:6:d:10.1007_s10668-023-03229-6.

   Full description at Econpapers || Download paper

8. When in Rome, Do as the Romans Do: Disclosure Regulation and ESG Fund Management by Social and Conventional Banks. (2024). Szafarz, Ariane ; Cornee, Simon ; Bofinger, Richard.
   In: Working Papers CEB.
   RePEc:sol:wpaper:2013/368076.

   Full description at Econpapers || Download paper

9. Choice between Sustainable versus Conventional Investments—Relative Efficiency Analysis from Global and Regional Stock Markets. (2024). Rehman, Mohd Ziaur ; Alhashim, Mohammed ; Nain, Md Zulquar ; Bhat, Javed Ahmad.
   In: Sustainability.
   RePEc:gam:jsusta:v:16:y:2024:i:13:p:5340-:d:1420596.

   Full description at Econpapers || Download paper

10. Twitter Economic Uncertainty and Herding Behavior in ESG Markets. (2024). Koutmos, Dimitrios.
    In: JRFM.
    RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:502-:d:1516484.

    Full description at Econpapers || Download paper

11. Financial technology and ESG market: A wavelet-DCC GARCH approach. (2024). Shrestha, Keshab ; Naysary, Babak.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002599.

    Full description at Econpapers || Download paper

12. Connectedness with commodities in emerging markets: ESG leaders vs. conventional indexes. (2024). de Boyrie, Maria E ; Pavlova, Ivelina.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002496.

    Full description at Econpapers || Download paper

13. Doing good in good times only? Uncertainty as contingency factor of warm-glow investment. (2024). Tatomir, Mirel ; Sund, Kristian J ; Dreyer, Johannes K.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002393.

    Full description at Econpapers || Download paper

14. ARE sustainable funds doing the talk and the walk? An ESG score analysis of fund portfolio holdings. (2024). Ferrero Ferrero, Idoya ; Meyers, Susana Martinez ; Muoz-Torres, Maria Jesus ; Ferrero-Ferrero, Idoya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:1526-1541.

    Full description at Econpapers || Download paper

15. The role of ESG scores in ESG fund performance and institutional investor selection. (2024). Li, Yuanheng ; Zhang, Yicheng ; Liang, Jinma.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:65:y:2024:i:c:s154461232400583x.

    Full description at Econpapers || Download paper

16. Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201.

    Full description at Econpapers || Download paper

17. Can corporate environmental, social, and governance performance influence foreign institutional investors to hold shares? Evidence from China. (2024). Tang, Sha ; Feng, Juzhang ; Zhong, Junhao.
    In: Business Strategy and the Environment.
    RePEc:bla:bstrat:v:33:y:2024:i:5:p:4310-4330.

    Full description at Econpapers || Download paper

18. Impact of crude oil volatility jumps on sustainable investments: Evidence from India. (2023). Uddin, Gazi ; PARK, DONGHYUN ; Ghosh, Sajal ; Kanjilal, Kakali ; Dutta, Anupam.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1450-1468.

    Full description at Econpapers || Download paper

19. Identifying ESG investment key indicators and selecting investment trust companies by using a Z-fuzzy-based decision-making model. (2023). Lin, Sheng-Wei ; Lo, Huai-Wei.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002719.

    Full description at Econpapers || Download paper

20. Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets. (2023). Jitmaneeroj, Boonlert.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192300003x.

    Full description at Econpapers || Download paper

21. Can environmental disclosure improve price efficiency? The perspective of price delay. (2023). Yang, Yongliang ; Zhang, Jitao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007322.

    Full description at Econpapers || Download paper

22. Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

    Full description at Econpapers || Download paper

23. Are Sustainability Indices Infected by the Volatility of Stock Indices? Analysis before and after the COVID-19 Pandemic. (2022). Madaleno, Mara ; Nogueira, Manuel Carlos.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:22:p:15434-:d:978652.

    Full description at Econpapers || Download paper

24. The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review. (2022). Lagasio, Valentina ; Santulli, Rosalia ; Gallucci, Carmen.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:84:y:2022:i:c:s003801212200177x.

    Full description at Econpapers || Download paper

25. Online attention and mutual fund performance: Evidence from Norway. (2022). Igeh, Sofia Aarstad ; Molnar, Peter ; Lin, Kuan-Heng ; Wijerathne, Iddamalgodage ; Cheraghali, Hamid.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003622.

    Full description at Econpapers || Download paper

26. The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors. (2022). Becker, Martin G ; Martin, Fabio ; Walter, Andreas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000332.

    Full description at Econpapers || Download paper

27. When ESG meets AAA: The effect of ESG rating changes on stock returns. (2022). Shanaev, Savva ; Ghimire, Binam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003342.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 20:04:25 || Missing content? Let us know