相关论文: Predicting Companies' ESG Ratings from News Articl…
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…
Incorporating environmental, social, and governance (ESG) considerations into systematic investments has drawn numerous attention recently. In this paper, we focus on the ESG events in financial news flow and exploring the predictive power…
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…
Over the past years, topics ranging from climate change to human rights have seen increasing importance for investment decisions. Hence, investors (asset managers and asset owners) who wanted to incorporate these issues started to assess…
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…
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…
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,…
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, 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…
We investigate the response of shareholders to Environmental, Social, and Governance-related reputational risk (ESG-risk), focusing exclusively on the impact of social media. Using a dataset of 114 million tweets about firms listed on the…
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…
Environmental, Social, and Governance (ESG) datasets are frequently plagued by significant data gaps, leading to inconsistencies in ESG ratings due to varying imputation methods. This paper explores the application of established machine…
The widespread confusion among investors regarding Environmental, Social, and Governance (ESG) rankings assigned by rating agencies has underscored a critical issue in sustainable investing. To address this uncertainty, our research has…
Negative screening is one method to avoid interactions with inappropriate entities. For example, financial institutions keep investment exclusion lists of inappropriate firms that have environmental, social, and government (ESG) problems.…
With the ever-growing urgency of sustainability in the economy and society, and the massive stream of information that comes with it, consumers need reliable access to that information. To address this need, companies began publishing so…
Over the last decade, several regulatory bodies have started requiring the disclosure of non-financial information from publicly listed companies, in light of the investors' increasing attention to Environmental, Social, and Governance…
This paper introduces and defines a novel concept in sustainable investing, termed crosswashing, and explore its impact on ESG (Environmental, Social, and Governance) ratings through quantitative analysis using a Multi-Criteria Decision…
Environmental, Social, and Governance (ESG) has been used as a metric to measure the negative impacts and enhance positive outcomes of companies in areas such as the environment, society, and governance. Recently, investors have…
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…
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…