Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic

This paper assesses the association of ESG scores with stock returns and highlights the moderating role of the COVID-19 pandemic and the country’s governance. The study uses panel data regression models to assess the relationship between ESG factors and stock returns, focusing on the moderating role...

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Main Authors: Dimitrios Vortelinos, Ioannis Passas, Christos Floros, Alexandros Garefalakis
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/12/4/110
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author Dimitrios Vortelinos
Ioannis Passas
Christos Floros
Alexandros Garefalakis
author_facet Dimitrios Vortelinos
Ioannis Passas
Christos Floros
Alexandros Garefalakis
author_sort Dimitrios Vortelinos
collection DOAJ
description This paper assesses the association of ESG scores with stock returns and highlights the moderating role of the COVID-19 pandemic and the country’s governance. The study uses panel data regression models to assess the relationship between ESG factors and stock returns, focusing on the moderating role of country governance and the COVID-19 pandemic. The results reveal that governance quality significantly enhances the positive effects of ESG practices on returns, particularly during times of crisis. These suggest that higher overall ESG scores are related positively to financial performance, and this relation is enhanced during the COVID-19 pandemic. Specifically, the two dimensions of ESG that matter most are environmental and governance. Country-level governance is important because firms in well-governed countries amplify the benefits of high ESG scores. The opposite is true for the higher controversies scores, whose bad financial outcome is magnified during the pandemic. These results present an argument for the resilience of firm financial performance, dependent on strong ESG practices and governance frameworks. This holds great interest for investors and policymakers in associating good ESG considerations with the effective management of financial risks, leading to sustainable returns during periods of widespread economic uncertainty.
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spelling doaj-art-d40aec9586b64546b77c20fcaa7a18412025-08-20T02:57:13ZengMDPI AGInternational Journal of Financial Studies2227-70722024-11-0112411010.3390/ijfs12040110Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 PandemicDimitrios Vortelinos0Ioannis Passas1Christos Floros2Alexandros Garefalakis3Department of Accounting and Finance, Hellenic Mediterranean University, GR 71410 Heraklion, GreeceDepartment of Business Administration and Tourism, Hellenic Mediterranean University, GR 71410 Heraklion, GreeceDepartment of Accounting and Finance, Hellenic Mediterranean University, GR 71410 Heraklion, GreeceDepartment of Business Administration and Tourism, Hellenic Mediterranean University, GR 71410 Heraklion, GreeceThis paper assesses the association of ESG scores with stock returns and highlights the moderating role of the COVID-19 pandemic and the country’s governance. The study uses panel data regression models to assess the relationship between ESG factors and stock returns, focusing on the moderating role of country governance and the COVID-19 pandemic. The results reveal that governance quality significantly enhances the positive effects of ESG practices on returns, particularly during times of crisis. These suggest that higher overall ESG scores are related positively to financial performance, and this relation is enhanced during the COVID-19 pandemic. Specifically, the two dimensions of ESG that matter most are environmental and governance. Country-level governance is important because firms in well-governed countries amplify the benefits of high ESG scores. The opposite is true for the higher controversies scores, whose bad financial outcome is magnified during the pandemic. These results present an argument for the resilience of firm financial performance, dependent on strong ESG practices and governance frameworks. This holds great interest for investors and policymakers in associating good ESG considerations with the effective management of financial risks, leading to sustainable returns during periods of widespread economic uncertainty.https://www.mdpi.com/2227-7072/12/4/110ESGCSRaccountingCOVID-19country governanceEurope
spellingShingle Dimitrios Vortelinos
Ioannis Passas
Christos Floros
Alexandros Garefalakis
Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
International Journal of Financial Studies
ESG
CSR
accounting
COVID-19
country governance
Europe
title Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
title_full Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
title_fullStr Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
title_full_unstemmed Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
title_short Corporate Social Responsibility and Country Governance: An International Comparative Study Amid the COVID-19 Pandemic
title_sort corporate social responsibility and country governance an international comparative study amid the covid 19 pandemic
topic ESG
CSR
accounting
COVID-19
country governance
Europe
url https://www.mdpi.com/2227-7072/12/4/110
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AT christosfloros corporatesocialresponsibilityandcountrygovernanceaninternationalcomparativestudyamidthecovid19pandemic
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