Matches in SemOpenAlex for { <https://semopenalex.org/work/W3129724991> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W3129724991 abstract "This study contributes to the debate on safe-haven characteristics of environmental, social, and governance (ESG) stocks during COVID-19 pandemic. Using wavelet coherence framework on four major ESG stock indices from global and emerging stock markets, and two proxies of COVID-19 fear over the period from February 5th, 2020, to March 18th, 2021, we find a strong and positive co-movement between health fear index of COVID-19 and returns on ESG stocks suggesting the existence of safe-haven properties in ESG stocks. However, we also observe a negative co-movement between stock market base proxy of COVID-19 and returns on ESG indices, suggesting that safe-haven properties of ESG stocks are contingent upon the proxy of COVID-19 pandemic. Our findings are of particular interest for the investors and asset managers who may use ESG stocks to diversify their portfolios during health crisis due to COVID-19 pandemic." @default.
- W3129724991 created "2021-03-01" @default.
- W3129724991 creator A5012496375 @default.
- W3129724991 creator A5039817710 @default.
- W3129724991 creator A5055145006 @default.
- W3129724991 creator A5059165767 @default.
- W3129724991 date "2021-01-01" @default.
- W3129724991 modified "2023-09-29" @default.
- W3129724991 title "Are ESG Stocks Safe-Haven during COVID-19?" @default.
- W3129724991 cites W1506701226 @default.
- W3129724991 cites W1990475559 @default.
- W3129724991 cites W2034139177 @default.
- W3129724991 cites W2080753125 @default.
- W3129724991 cites W2111448954 @default.
- W3129724991 cites W2173306896 @default.
- W3129724991 cites W2462934716 @default.
- W3129724991 cites W2963875464 @default.
- W3129724991 cites W2987544168 @default.
- W3129724991 cites W2990358316 @default.
- W3129724991 cites W3014843328 @default.
- W3129724991 cites W3014934384 @default.
- W3129724991 cites W3015322877 @default.
- W3129724991 cites W3034813019 @default.
- W3129724991 cites W3044767998 @default.
- W3129724991 cites W3044776755 @default.
- W3129724991 cites W3044930419 @default.
- W3129724991 cites W3049522172 @default.
- W3129724991 cites W3082155806 @default.
- W3129724991 cites W3083815046 @default.
- W3129724991 cites W3087491378 @default.
- W3129724991 cites W3089063759 @default.
- W3129724991 cites W3093289202 @default.
- W3129724991 cites W3108634922 @default.
- W3129724991 cites W3121940608 @default.
- W3129724991 cites W3122114234 @default.
- W3129724991 cites W3122558946 @default.
- W3129724991 cites W3123598957 @default.
- W3129724991 cites W3125920121 @default.
- W3129724991 cites W3134200607 @default.
- W3129724991 cites W4251934556 @default.
- W3129724991 doi "https://doi.org/10.2139/ssrn.3779430" @default.
- W3129724991 hasPublicationYear "2021" @default.
- W3129724991 type Work @default.
- W3129724991 sameAs 3129724991 @default.
- W3129724991 citedByCount "8" @default.
- W3129724991 countsByYear W31297249912021 @default.
- W3129724991 countsByYear W31297249912022 @default.
- W3129724991 countsByYear W31297249912023 @default.
- W3129724991 crossrefType "journal-article" @default.
- W3129724991 hasAuthorship W3129724991A5012496375 @default.
- W3129724991 hasAuthorship W3129724991A5039817710 @default.
- W3129724991 hasAuthorship W3129724991A5055145006 @default.
- W3129724991 hasAuthorship W3129724991A5059165767 @default.
- W3129724991 hasConcept C116675565 @default.
- W3129724991 hasConcept C126322002 @default.
- W3129724991 hasConcept C144133560 @default.
- W3129724991 hasConcept C159047783 @default.
- W3129724991 hasConcept C2779134260 @default.
- W3129724991 hasConcept C3006700255 @default.
- W3129724991 hasConcept C3007834351 @default.
- W3129724991 hasConcept C3008058167 @default.
- W3129724991 hasConcept C524204448 @default.
- W3129724991 hasConcept C71924100 @default.
- W3129724991 hasConceptScore W3129724991C116675565 @default.
- W3129724991 hasConceptScore W3129724991C126322002 @default.
- W3129724991 hasConceptScore W3129724991C144133560 @default.
- W3129724991 hasConceptScore W3129724991C159047783 @default.
- W3129724991 hasConceptScore W3129724991C2779134260 @default.
- W3129724991 hasConceptScore W3129724991C3006700255 @default.
- W3129724991 hasConceptScore W3129724991C3007834351 @default.
- W3129724991 hasConceptScore W3129724991C3008058167 @default.
- W3129724991 hasConceptScore W3129724991C524204448 @default.
- W3129724991 hasConceptScore W3129724991C71924100 @default.
- W3129724991 hasLocation W31297249911 @default.
- W3129724991 hasOpenAccess W3129724991 @default.
- W3129724991 hasPrimaryLocation W31297249911 @default.
- W3129724991 hasRelatedWork W3009669391 @default.
- W3129724991 hasRelatedWork W3036314732 @default.
- W3129724991 hasRelatedWork W3113664224 @default.
- W3129724991 hasRelatedWork W3176864053 @default.
- W3129724991 hasRelatedWork W3198183218 @default.
- W3129724991 hasRelatedWork W4200329650 @default.
- W3129724991 hasRelatedWork W4205317059 @default.
- W3129724991 hasRelatedWork W4206669628 @default.
- W3129724991 hasRelatedWork W4382894326 @default.
- W3129724991 hasRelatedWork W3127156785 @default.
- W3129724991 isParatext "false" @default.
- W3129724991 isRetracted "false" @default.
- W3129724991 magId "3129724991" @default.
- W3129724991 workType "article" @default.