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  1. 1. Do ESG scores matter in the market?: Environmental, Social and Governance performance in relation to stock returns and profitability in European Market

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Yea Eun Jang; [2019]
    Nyckelord :Sustainability · ESG score · Profitability · Fama-French risk factors · Multifactor model · European stock market; Business and Economics;

    Sammanfattning : This paper examines the effect of European corporates’ sustainability performance on their economic and financial performance. The sustainability performance is represented by ESG scores in this paper. ESG evaluates the sustainability performance in environmental, social and governance aspects. LÄS MER