Sökning: "ESG abnormal returns"

Visar resultat 1 - 5 av 36 uppsatser innehållade orden ESG abnormal returns.

  1. 1. EXPLORING THE RELATIONSHIP BETWEEN ESG DISAGREEMENT AND STOCK RETURNS - AN EMPIRICAL ANALYSIS

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Andrea Pasquali; [2023-06-29]
    Nyckelord :;

    Sammanfattning : During the recent years investors shifted their preferences towards sustainable stocks and funds, increasing the importance of Environmental, Social and Governance ratings. At a similar pace the related literature started to develop shedding light on some crucial aspects of the ESG ratings, such as the disagreement between rating agencies and the lack of common methodologies to assess the ratings. LÄS MER

  3. 2. The Impact of ESG-Scores on Portfolio Performance - A quantitative study on sustainable investments.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Max Ehrnström; Yacob Nehmé; [2023-06-29]
    Nyckelord :ESG investing; Abnormal returns; Sustainable investing and Financial performance;

    Sammanfattning : This report examines the relationship between ESG-scores and portfolio returns using the Fama-French five-factor and Carhart four-factor models. The data is collected from Refinitiv (2023) between 2003 and 2021 and consists of firms listed on the NYSE and NASDAQ stock exchange. LÄS MER

  4. 3. Credible Engagements or Empty Promises? A Study of Investors' Reactions to Commitment to the Science-Based Target Initiative

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Theodor Minnhagen; Alexander Stenberg; [2023]
    Nyckelord :Sustainability; ESG; Science-Based Targets Initiative; Event Study; Abnormal Returns;

    Sammanfattning : This paper seeks to explore the short-term financial implications of a commitment to the Science-Based Targets Initiative (SBTi), a previously sparsely researched topic in financial literature. By employing an event study methodology, the findings point towards a non-conclusive link between a commitment to the SBTi and abnormal returns around the date of commitment. LÄS MER

  5. 4. Sustainable investing in the Nordics : A comparative analysis of ESG portfolios

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Linus Gustavsson; Marcus Andersson; [2023]
    Nyckelord :ESG rating; ESG investing; Factor investing; Nordic ESG financial performance; sustainable finance;

    Sammanfattning : Sustainability has become a pressing global issue due to environmental and social challenges caused by human activity which has led to a rise in sustainable investing, including ESG investing. Research on financial performance and sustainable investing have not only showed mixed results, but they are also generally conducted in greater markets such as the US, Europe, and Asia-pacific markets. LÄS MER

  7. 5. Sustainability and Financial Success - An Analysis of the Interplay between Environmental Performance and Stock Performance in a Scandinavian Covid-19 Setting

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Författare :Karl Fredrik Utheim; Anton Jannerberg; [2023]
    Nyckelord :Environmental performance; ESG; Stock performance; Covid-19; Scandinavia;

    Sammanfattning : This study examines the relationship between environmental performance and stock performance in a Scandinavian Covid-19 setting. By regressing raw- and abnormal returns on a proxy for environmental performance and a set of control variables, we investigate this fiercely debated relationship. LÄS MER