Sökning: "ESG stock return"
Visar resultat 1 - 5 av 51 uppsatser innehållade orden ESG stock return.
1. Power Play: The influence of energy prices on ESG Stocks’ performance during the Energy Crisis A quantitative study performed on the Swedish stock market
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : This research paper is focused on the impact of the European energy crisis on ESG (Environmental, Social, and Governance) stocks. The paper aims to examine the extent to which the performance of stocks with high ESG scores has been affected by energy prices and volatility during the energy crisis. LÄS MER
2. Comparison of High ESG Portfolio Performance in Germany and Switzerland
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : This study focuses on the relationship between stock return performance and sustainability, the latter taking the form of the Environmental, Social, and Governance (ESG) framework. The paper provides a comparative setting in which stocks of companies headquartered in Germany and Switzerland are examined. LÄS MER
3. Comply or Die: A Study of ESG Factor Returns and Volatility in the Nordic Countries from 2016 to 2022
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Using corporate environmental, social and governance (ESG) reporting data from 611 publicly traded firms in the Swedish House of Finance's Nordic Compass database, we estimate stock return and volatility exposures to an ESG factor during the period 2016-2022 in the Nordics. Using a Fama-Macbeth methodology, we find that during this time in the Nordic Countries exposure to an ESG factor is compensated with a risk premium and a volatility reduction in a Fama French 4 Factor model. LÄS MER
4. Agree to Disagree? Disentangling ESG Rating Disagreement and its Impact on Stock Returns
C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansieringSammanfattning : This study investigates the phenomenon of ESG rating disagreement and its financial implications. Using a sample of the largest firms listed on the Nordic markets, we examined whether disagreement in ESG ratings from five widely used rating agencies between 2018-2022 positively affected the underlying stock returns. LÄS MER
5. Sustainable Investments : The effect of ESG and the EU Taxonomy on Nordic stock returns.
Kandidat-uppsats, KTH/Skolan för industriell teknik och management (ITM)Sammanfattning : This study analyzes if there is a connection between ESG - which stands for Environmental, Social and Governance, and stock returns over time. The study also analyzes how integrating ESG can impact a company's competitiveness long term. LÄS MER