Eratalay, Mustafa Hakan; Cortés Ángel, Ariana Paola - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-41
of S&P Europe 350 for the period of January 2016-September 2020, which also partly covers the COVID-19 period. We apply a … exposure compared to firms with lower ESG ratings and (3) COVID-19 augmented the partial effects of volatility, centrality … measures and some financial performance ratios. When considering only the COVID-19 period, we find that social and governance …