Bebchuk, Lucian A., Alma Cohen, and Charles C.Y. Wang. 2013. “Learning and the Disappearing Association Between Governance and Returns.” Journal of Financial Economics 108, no. 2: 323–348.
Berg, Florian, Julian F. Kölbel, and Roberto Rigobon. 2020. “Aggregate Confusion: The Divergence of ESG Ratings” (SSRN working paper no. 3438533).
Blitz, David, and Frank J. Fabozzi. 2017. “Sin Stocks Revisited: Resolving the Sin Stock Anomaly.” Journal of Portfolio Management 44, no. 1: 105–111.
Chi, Joseph, Eric Geffroy, Jeromey Thornton, and Jim Whittington. 2021. “ESG Data, Ratings, and Investor Objectives.” Dimensional Fund Advisors (article).
Chi, Joseph, Mathieu Pellerin, and Jacobo Rodriguez. 2020. “The Economics of Climate Change.” Dimensional Fund Advisors (research paper).
Dai, Wei, and Philipp Meyer-Brauns. 2020. “Greenhouse Gas Emissions and Expected Returns.” Dimensional Fund Advisors (research paper).
Polbennikov, Simon, et al. 2016. “ESG Ratings and Performance of Corporate Bonds.” Journal of Fixed Income 26, no. 1: 21–41.