Dissecting ESG: Do environmental, social, and governance pillars influence share returns differently?

This study examines whether disaggregated components of Environmental, Social, and Governance (ESG) factors, namely, environmental, social, and governance scores, provide superior explanatory power in understanding share return performance compared to aggregate ESG scores. We analyse the relationshi...

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Bibliographic Details

Published in:	Research in international business and finance Vol. 81; p. 103210
Main Authors:	Wijeweera, Albert, Kortt, Michael Alexander, Kim, Namwoon
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.01.2026
Subjects:	CAPM Disaggregated ESG ESG S&P 500 Share return ESG Share return Disaggregated ESG CAPM S&P 500
ISSN:	0275-5319
Online Access:	Get full text
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