Rodyti trumpą aprašą

dc.rights.licenseKūrybinių bendrijų licencija / Creative Commons licenceen_US
dc.contributor.authorSandu, Diana-Mihaela
dc.date.accessioned2024-04-18T06:50:25Z
dc.date.available2024-04-18T06:50:25Z
dc.date.issued2023
dc.date.submitted2023-02-23
dc.identifier.isbn9786094763335en_US
dc.identifier.issn2029-4441en_US
dc.identifier.urihttps://etalpykla.vilniustech.lt/handle/123456789/154015
dc.description.abstractThis study examines the impact of environmental, social and governance performance and controversies on stock return volatility. For this purpose, I considered a sample of 1095 European companies from 23 countries during 2019–2022 and it was applied panel regression. This study found a direct influence of ESG controversies on stock return volatility, but the coefficient of the dependence is close to zero. Similarly, the ESG performance has a direct impact on volatility and the coefficient of dependence is different from zero. This result shows that companies with a better performance on ESG face higher stock return volatility. The study findings enrich the academic literature and can help investors in the investment decisions making.en_US
dc.format.extent7 p.en_US
dc.format.mediumTekstas / Texten_US
dc.language.isoenen_US
dc.relation.isreferencedbyScopusen_US
dc.relation.urihttps://etalpykla.vilniustech.lt/handle/123456789/153869en_US
dc.rightsAttribution 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/*
dc.source.urihttps://bm.vgtu.lt/index.php/verslas/2023/schedConf/presentationsen_US
dc.subjectESG controversiesen_US
dc.subjectESG performanceen_US
dc.subjectrisken_US
dc.subjectstock return volatilityen_US
dc.subjectEuropeen_US
dc.titleThe impact of ESG controversies and ESG performance on stock return volatilityen_US
dc.typeKonferencijos publikacija / Conference paperen_US
dcterms.accessRightsLaisvai prieinamas / Openly availableen_US
dcterms.accrualMethodRankinis pateikimas / Manual submissionen_US
dcterms.alternativeFinance and investment: new challenges and opportunitiesen_US
dcterms.dateAccepted2023-04-06
dcterms.issued2023
dcterms.licenseCC BYen_US
dcterms.references27en_US
dc.description.versionTaip / Yesen_US
dc.type.pubtypeP1d - Straipsnis recenzuotame konferencijos darbų leidinyje / Paper published in peer-reviewed conference publicationen_US
dc.contributor.orcidhttps://orcid.org/0000-0003-0208-2305, Sandu Diana-Mihaela
dc.contributor.institutionThe Bucharest University of Economic Studiesen_US
dcterms.sourcetitle13th International Scientific Conference “Business and Management 2023”en_US
dc.description.volumeIen_US
dc.identifier.eisbn9786094763342en_US
dc.identifier.eissn2029-929Xen_US
dc.publisher.nameVilnius Gediminas Technical Universityen_US
dc.publisher.nameVilniaus Gedimino technikos universitetasen_US
dc.publisher.countryLithuaniaen_US
dc.publisher.countryLietuvaen_US
dc.publisher.cityVilniusen_US
dc.date.firstonline2023-06-07
dc.identifier.doihttps://doi.org/10.3846/bm.2023.1032en_US


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