This study examines the daily stock returns in the Singapore market over a 20 year period from 1975 to 1994. Results indicate the existence of four calendar anomalies. They are the January effect, the day-of-the-week effect, the turn-of-the-month effect and the holiday effect. Subperiod...

Purpose: The purpose of this paper is to examine the impact of sustainability disclosures and disclosure ratings on firm value. This paper compares the informativeness of sustainability disclosures in company reports versus environmental, social and governance (ESG) disclosure ratings. The...