Essays about: "ESG Ratings"

Showing result 16 - 20 of 57 essays containing the words ESG Ratings.

1. 16. Corporate Sustainability Practices and Commitment in Times of Crisis: A Case Study on the Covid-19 Pandemic

   University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Author : Margit Kihl; Emelie Trigell; [2022]
   Keywords : ESG; CSR; materiality; window dressing CSR; social responsibility;

   Abstract : Corporate Social Responsibility is considered to be an integral part of modern business life. However, the explanatory value of CSR ratings can be discussed. As a consequence of Covid-19, a truly exogenous shock, firms' CSR commitment can be explored. READ MORE

3. 17. Exploring the relationship between ESG and portfolio performance during times of crisis : a study of the Russia-Ukraine war

   University essay from Stockholms universitet/Finansiering

   Author : Saraj Huq; Tiia Erika Jutila; Oscar Sameland; [2022]
   Keywords : ESG Portfolios; Abnormal Returns; Europe; Fama-French three-factor model; CAPM; ESG; Socially Responsible Investing; CSR; Refinitiv Eikon; Russia-Ukraine war; Russian-Ukrainian war; Russo-Ukrainian war; Crisis;

   Abstract : This thesis explores the relationship between Environmental, Social, and Governance (ESG) ratings and portfolio performance in terms of risk-adjusted returns and volatility during times of crisis. A sample of 761 European public companies with a market capitalisation of at least 300 million euros are divided into high and low ESG portfolios based on their ratings. READ MORE

4. 18. ESG Portfolios in Different Markets - Investigating the Relationship Between ESG Performance and Financial Performance

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ludwig Wolff; [2022]
   Keywords : ESG Portfolios; Abnormal Returns; Carhart Four-Factor Model; U.S; Europe; Emerging markets; Business and Economics;

   Abstract : By applying one of the largest datasets on ESG ratings to date with around 8000 companies included during the sample period between 2006-2021. This paper investigates the increasingly popular link between firms’ social and financial performance and the potential abnormal returns to be found using ESG investment strategies. READ MORE

5. 19. Do investors care about ESG when markets turn sour? Evidence from the mutual fund industry during the COVID-19 crisis

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Marlene Rosenberger; Mohammed Albarbari; [2022]
   Keywords : ESG investing; Sustainable investment; Mutual fund flows; Mutual fund returns; COVID-19 crisis;

   Abstract : This thesis empirically examines the effect of the sustainability rating on sustainable fund returns and fund flows to gain a better understanding of the motivation underlying sustainable investing. By conducting panel regression analyses as well as Difference in Difference analyses on a selected sample of EU equity funds, we show that under normal market conditions sustainable funds outperform conventional funds. READ MORE

6. 20. The Significance of Information on the Swedish Stock Market : Investigating ESG during Covid-19

   University essay from Högskolan i Gävle/Avdelningen för ekonomi

   Author : Julia Jäger; Amanda Lundberg; [2022]
   Keywords : Environmental; Social; and Governance ESG ; Stock Performance; Information; Sustainability; Socially Responsible Investments SRI ;

   Abstract : The aim of this thesis is to investigate whether certain information, in this case, ESG rating, contributes to better firm performance on the stock market during Covid-19, or whether variables such as size and industry have a higher degree of explanation. The thesis takes on a quantitative method and uses statistical models to analyze secondary data from Refinitiv Eikon. READ MORE