ESG-betyg, en faktor som påverkat handelsvolymen i svenska börsnoterade bolags aktier under Covid-19?

Detta är en Kandidat-uppsats från Göteborgs universitet/Företagsekonomiska institutionen

Sammanfattning: This study examines whether ESG score has affected trading volume in Swedish stocks during the Covid-19 pandemic through a quantitative method. A growing importance for environment and social responsibilities has led to companies and investors embracing a more sustainable behavior, why the impact of ESG score on investors behavior is of interest. The study has been done by conducting two portfolios; one consisting of 10 companies with low ESG score, and one containing 10 companies with high ESG score. These portfolios have been compared through two statistical models to see if there is a significant difference in trading volume between these two portfolios during a specified Covid-19 period, in comparison to a control period. The null hypothesis state that there is no significant difference in trading volume between periods within the portfolios, and the alternative hypothesis state that there is a significant difference in trading volume between periods within portfolios. The result of this study allows us to reject the null hypothesis and therefore confirm a significant difference in the change in trading volume between the portfolio with high ESG score and the portfolio with low ESG score during the Covid-19 pandemic in comparison to the control period. According to the studies result the portfolio containing high ESG score companies is experiencing a significantly lower change in the trading volume (38.24 %) compared to the portfolio containing low ESG score companies (114.00 %) when we go from the control period to the Covid-19 period

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