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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Vydané v:	Research in international business and finance Ročník 81; s. 103210
Hlavní autori:	Wijeweera, Albert, Kortt, Michael Alexander, Kim, Namwoon
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.01.2026
Predmet:	CAPM Disaggregated ESG ESG S&P 500 Share return ESG Share return Disaggregated ESG CAPM S&P 500
ISSN:	0275-5319
On-line prístup:	Získať plný text
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