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篇名
Are the stock prices of ESG companies more resilient - evidence from the COVID-19 pandemic in Taiwan
並列篇名
Are the stock prices of ESG companies more resilient - evidence from the COVID-19 pandemic in Taiwan
作者 Kuo-Jung Lee (Kuo-Jung Lee)Su-Lien Lu (Su-Lien Lu)Pri-Hsuan Wu (Pri-Hsuan Wu)
英文摘要

This study investigates whether ESG performance influenced stock price resilience during the COVID-19 pandemic. Employing an event study methodology, we examine whether companies with high ESG scores (A-rated) exhibited greater resistance to stock price declines compared to those with low ESG scores (C-rated). Given the prolonged nature of the pandemic, we analyze both daily data to capture short-term market reactions and weekly data to assess longer-term impacts on the stock market. Empirical findings reveal that both A- and C-rated ESG companies experienced stock price declines at the onset of the pandemic. However, A-rated firms demonstrated smaller declines and quicker recoveries, whereas C-rated firms suffered more severe drops, significant negative abnormal returns, and slower rebounds. These results suggest that strong ESG performance enhances a company’s resilience in times of crisis, while poor ESG performance is associated with greater vulnerability to external shocks.

起訖頁 035-056
關鍵詞 ESGCOVID-19Stock price defenseAbnormal returnsEvent study
刊名 企業管理學報  
期數 202506 (50:1期)
出版單位 國立臺北大學企業管理學系
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