This study explores the complex interactions that exist between corporate social responsibility (CSR), risk management … software. The results show that CSR and risk management quality have a significant impact on CSP. Moreover, results revealed … between CSR, risk management, and sustainable performance in the context of Indonesian SOEs. …

momentum factors according to Carhart (1997). These risk factors from the four-factor model allow us to estimate more reliable … risk-adjusted returns than in the restrictive one-factor model based on the Capital Asset Pricing Model. In both the US and … to insignificant abnormal returns when all four risk factors are considered so that we find no evidence that SRI is …

We examine the link between a firm's environmental (E) and social (S) disclosures and measures of its risk including … total, systematic, and idiosyncratic risk. While we do not find any link between a firm's E and S disclosures and its … systematic risk, we find a negative and significant association between these disclosures and a firm's total and idiosyncratic …