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akaturk Academic measurement

Article detail · 2022

Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis

Journal

Borsa Istanbul Review

ISSN 2214-8450

YÖKSİS OpenAlex Open access · gold SJR Q1 JCR Q1 Citations 76 Top 10% Percentile 98.5% FWCI 12.42
Year
2022
Type
article

Data source split

  • YÖKSİS YÖKSİS article record
  • YÖKSİS venue BORSA ISTANBUL REVIEW
  • Catalog match (ISSN) Borsa Istanbul Review
  • OpenAlex OpenAlex enrichment (abstract, citations, topics)

Abstract

OpenAlex · English

In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time and frequency space. We study interdependencies between the conventional stock market and ESG stocks using daily data from 2007 to 2021 for 19 developing and 19 developed countries. Our results show significant comovement patterns between ESG returns and stock returns at various frequencies, time scales, and sample episodes in all countries, particularly during periods of financial turmoil. For the most part, we document positive (in-phase) comovements between the stock returns and ESG returns in developing countries and negative (out-of-phase) comovements in developed countries. This implies limited portfolio gains from adding ESG stocks to portfolio diversification in developing countries but significant gains in developed countries.

Topics

Citations

OpenAlex cited_by_count. Not a WoS or Scopus citation count; those sources have no separate column here.

76 citations

OpenAlex cited_by_count (cache / database)

Authors

  1. YUNUS KILIÇ
  2. MEHMET AKİF DESTEK GAZİANTEP ÜNİVERSİTESİ
  3. EMRAH İSMAİL ÇEVİK TEKİRDAĞ NAMIK KEMAL ÜNİVERSİTESİ
  4. MEHMET FATİH BUĞAN
  5. OYA KORKMAZ
  6. SEL DİBOOGLU