ESG Performance and Stock Market Responses to Geopolitical Turmoil: evidence from the Russia-Ukraine War (Boccaletti, Maranzano, Morelli & Ossola, 2025)
Published: 30 July 2025| Version 2 | DOI: 10.17632/tyj4bvwtfn.2
Contributors:
, , Caterina Morelli, Description
We provide data and code to replicate the results presented in "ESG Performance and Stock Market Responses to Geopolitical Turmoil: evidence from the Russia-Ukraine War" (Boccaletti, Maranzano, Morelli & Ossola, 2025). The subfolders allow replicating the following: 1. Folder "Event Study - Synthetic" replicates the event study from Section 4 2. Folder "Regressions replication - Table 5 and Table 6" replicates the regression analysis from Section 5. For each subfolder a README file is provided. It contains information about the reproduction steps.
Files
Institutions
University of Milano-Bicocca, Universita Cattolica del Sacro Cuore
Categories
Finance, Econometrics, Sustainability, Financial Econometrics, Event Study, Time Series, Environmental, Social and Corporate Governance
Additional Metadata for UCSC Datasets
| Campus | Piacenza |
| Scientific Disciplinary Area (after 2024) | ECON-09/B - Financial Markets and Institutions, STAT-02/A - Economic Statistics, ECON-05/A - Econometrics |