ESG Performance and Stock Market Responses to Geopolitical Turmoil: evidence from the Russia-Ukraine War (Boccaletti, Maranzano, Morelli & Ossola, 2025)
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 5 UPDATES * Compared to version 4, version 5 includes more detailed explanations in the README files. Specifically, it provides additional information about the simulation and replication of the study, and explains the number of observations in the provided dataset for the sub-folder 'Regressions Replication - Tables 5 and Table 6'. * 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
Categories
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 |