Related papers: ESG Reputation Risk Matters: An Event Study Based …

In this paper, we look at the impact of Environment, Social and Governance related news articles and social media data on the stock market performance. We pick four stocks of companies which are widely known in their domain to understand…

In this paper we explore the challenges of measuring sentiment in relation to Environmental, Social and Governance (ESG) social media. ESG has grown in importance in recent years with a surge in interest from the financial sector and the…

Environmental Social Governance (ESG) is a widely used metric that measures the sustainability of a company practices. Currently, ESG is determined using self-reported corporate filings, which allows companies to portray themselves in an…

Context: Sustainable corporate behavior is increasingly valued by society and impacts corporate reputation and customer trust. Hence, companies regularly publish sustainability reports to shed light on their impact on environmental, social,…

Environmental, social, and governance (ESG) reports are globally recognized as a keystone in sustainable enterprise development. However, current literature has not concluded the development of topics and trends in ESG contexts in the…

Environmental, social and governance (ESG) engagement of companies moved into the focus of public attention over recent years. With the requirements of compulsory reporting being implemented and investors incorporating sustainability in…

Determining the sustainability impact of companies is a highly complex subject which has garnered more and more attention over the past few years. Today, investors largely rely on sustainability-ratings from established rating-providers in…

We present ESG-FTSE, the first corpus comprised of news articles with Environmental, Social and Governance (ESG) relevance annotations. In recent years, investors and regulators have pushed ESG investing to the mainstream due to the urgency…

This study investigates how emotion-specific sentiment embedded in financial news headlines interacts with firm-level Environmental, Social, and Governance (ESG) ratings to influence stock return behavior. Addressing key methodological gaps…

Environmental, Social and Governance (ESG) rating is a way for investors to prioritise investments in companies with good corporate behaviour. However, ESG ratings are vulnerable to greenwashing in a number of ways. In this paper we study…

While environmental, social, and governance (ESG) trading activity has been a distinctive feature of financial markets, the debate if ESG scores can also convey information regarding a company's riskiness remains open. Regulatory…

Environmental, Social, and Governance (ESG) are non-financial factors that are garnering attention from investors as they increasingly look to apply these as part of their analysis to identify material risks and growth opportunities. Some…

We know that reputation in organisational contexts can be understood as a valuable asset that requires diligent management. It directly affects how a firm is publicly perceived, and indirectly, how a firm will perform economically. The…

Social media are increasingly reflecting and influencing behavior of other complex systems. In this paper we investigate the relations between a well-know micro-blogging platform Twitter and financial markets. In particular, we consider, in…

Companies and financial investors are paying increasing attention to social consciousness in developing their corporate strategies and making investment decisions to support a sustainable economy for the future. Public discussion on…

We systematically investigate the links between price returns and Environment, Social and Governance (ESG) scores in the European equity market. Using interpretable machine learning, we examine whether ESG scores can explain the part of…

Environmental, Social, and Governance (ESG) scores measure companies' performance concerning sustainability and societal impact and are organized on three pillars: Environmental (E), Social (S), and Governance (G). These complementary…

Environmental, Social, and Governance (ESG) considerations are increasingly integral to assessing corporate performance, reputation, and long-term sustainability. Yet, reliable ESG ratings remain limited for smaller companies and emerging…

Environmental, Social, and Governance (ESG) data provides non-financial insights into corporations. In this study, we aim to identify relevant ESG raw variables to assess financial risk, measured by logarithmic volatility of return. We…

Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i.e. environmental,…