Reference health

Chasing ESG performance: How Methodologies Shape Outcomes

https://doi.org/10.2139/ssrn.4662257
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18/18 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

16 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 18 checked references that resolve
resolves10.1007/978-1-4471-0427-8_25
Finding Acceptable Solutions in the Pareto-Optimal Range using Multiobjective Genetic Algorithms
resolves10.1093/rof/rfac033
Aggregate Confusion: The Divergence of ESG Ratings
resolves10.1002/csr.2177
Inside the <scp>ESG</scp> ratings: (Dis)agreement and performance
resolves10.1111/acfi.13004
Corporate social responsibility: A review of empirical research using Thomson Reuters Asset4 data
resolves10.1016/j.frl.2023.104014
Size bias in refinitiv ESG data
resolves10.1007/s10551-019-04164-1
The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review
resolves10.1080/01621459.1981.10477750
Entropy-Based Tests of Uniformity
resolves10.1057/s41260-022-00293-x
Cross-dispersion bias-adjusted ESG rankings
resolves10.1111/fima.12413
The end of ESG
resolves10.1057/s41260-024-00356-1
Deconstructing ESG scores: investing at the category score level
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1007/s10479-020-03745-y
Looking back and forging ahead: the weighting of ESG factors
resolves10.1111/1467-9965.00114
Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
resolves10.1111/jacf.12346
Four Things No One Will Tell You About ESG Data
resolves10.1016/j.jempfin.2008.03.002
Robust performance hypothesis testing with the Sharpe ratio
resolves10.1002/wilm.10036
Robust Performances Hypothesis Testing With the Variance
resolves10.1016/j.jbankfin.2022.106498
Chasing the ESG factor
resolves10.1002/csr.2326
Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?
The 16 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedRewriting history ii: The (un) predictable past of esg ratings
no DOI — not checkedref6
no DOI — not checkedESG ratings explainability through machine learning techniques
no DOI — not checkedref10
no DOI — not checkedNavigating esg complexity: An in-depth analysis of sustainability criteria, frameworks, and impact assessment
no DOI — not checkedref19
no DOI — not checkedESG rating disagreement and corporate green innovation bubbles: Evidence from Chinese A-share listed firms
no DOI — not checkedref22
no DOI — not checkedref23
no DOI — not checkedref27
no DOI — not checkedEsg rating disagreement and analyst forecast quality
no DOI — not checkedThe EU proposal for a Regulation on the transparency and integrity of ESG rating activities on 13 June 2023: the missing piece of sustainable finance regulation
no DOI — not checkedOfficial journal of the european union
no DOI — not checkedHandbook of sustainable finance
no DOI — not checkedNews or noise? ESG disclosure and stock price synchronicity
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

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