ESG Performance and Stock Market Responses to Geopolitical Turmoil: evidence from the Russia-Ukraine War (Boccaletti, Maranzano, Morelli & Ossola, 2025)

Published: 16 October 2025| Version 4 | DOI: 10.17632/tyj4bvwtfn.4
Contributors:
Simone Boccaletti,
, 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. * VERSION 4 UPDATES * Compared to Version 3, Version 4 of the folder includes more detailed descriptions of the README files and methodological steps. Additionally, it includes the event study's aggregate results.

Files

Institutions

  • Universita Cattolica del Sacro Cuore
  • University of Milano-Bicocca

Categories

Finance, Econometrics, Sustainability, Financial Econometrics, Event Study, Time Series, Environmental, Social and Corporate Governance

Additional Metadata for UCSC Datasets

CampusPiacenza
Scientific Disciplinary Area (after 2024)ECON-09/B - Financial Markets and Institutions, STAT-02/A - Economic Statistics, ECON-05/A - Econometrics

Licence