ESG penalties R code
Published: 23 May 2025| Version 1 | DOI: 10.17632/p4xzwc7js3.1
Contributors:
Václav Brož, Description
This is an R code for the research on ESG & financial penalties by Václav Brož and Stephanie Miller.
Files
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, Vysoka Skola Ekonomicka v Praze Fakulta financi a ucetnictvi
Categories
Event Study, Quantile Regression
Funding
Czech Science Foundation
24-10008S