Sökning: "Gauri Aggarwal"

Hittade 1 uppsats innehållade orden Gauri Aggarwal.

  1. 1. Does it pay to score high on ESG: An event study on the Swedish Stock Market

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

    Författare :Gauri Aggarwal; Liliana Barbaneagra; [2022]
    Nyckelord :Stock market performance; ESG rating; Sweden; COVID-19; Russia-Ukraine War;

    Sammanfattning : Using daily stock returns of publicly traded Swedish companies, this paper aims to evaluate the difference in return performance between high-rated and low-rated ESG stocks in light of two events - COVID-19 and the Russia-Ukraine War. The overall study is conducted using an event study analysis, wherein the Carhart 4-Factor Model is employed to predict expected returns throughout the event window. LÄS MER