ESG penalties R code

Description

This is an R code for the research on ESG & financial penalties by Václav Brož and Stephanie Miller.

Steps to reproduce

The main code is in R and includes both the event study and the quantile regression analysis. Stock price data can be obtained from paid sources such as Yahoo Finance. The penalties data from Violation Tracker are also subscription-based and thus not shared.

Institutions

• Univerzita Karlova

  Praha
• Vysoka Skola Ekonomicka v Praze Fakulta financi a ucetnictvi

  Praha

Categories

Funders

• Czech Science Foundation

  Prague, Czechia

  Grant ID: 24-10008S

Licence