Essays about: "ESG-rating"

Showing result 16 - 20 of 36 essays containing the word ESG-rating.

  1. 16. 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

  2. 17. Does Mandatory Sustainability Reporting Decrease ESG-rating Disagreement? A Difference in Differences study on the EU Non-Financial Reporting Directive

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Hugo Christensson; Elias Horn Maurin; [2022]
    Keywords : Corporate Social Responsibility; ESG Rating Disagreement; ESG Rating Agencies; Regulation; Disclosure;

    Abstract : ESG-ratings are explicitly incorporated in investment decisions by investors with $121 trillion AUM. Ratings are based on diverse sustainability data, which is collected and synthesized by raters with different methodologies. The scores for identical stocks across raters have an observed correlation of 0. READ MORE

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

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

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

    Abstract : 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. READ MORE

  4. 19. Risk management of green corporate loans : A study of banks’ operational risk management relative to ESG rating and sustainability reporting as assessment tools

    University essay from Södertörns högskola/Företagsekonomi

    Author : Linnea Lång; [2022]
    Keywords : Green finance; Green corporate loans; Risk management; ESG rating; Sustainability reportingg;

    Abstract : In the banking sector, there is an ongoing development in green financing with the emergence of green corporate loans. However, there are variations in banks risk’ management and the level of acceptance for issuing green loans. READ MORE

  5. 20. ESG rating, a booster of stock performance during the Covid-19 pandemic in Sweden?

    University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Author : Lovis Björkil; Malvina Martinsson; [2021-02-26]
    Keywords : ESG; Sustainability; Stock Return; Panel Data; OMXSPI;

    Abstract : The purpose of this study is to analyze if ESG rating of sustainability have an influence on the stock return of Swedish firms during the Covid-19 pandemic. The aim is to contribute to the research field by conducting a study on the Swedish market, where sustainability aspects are known to be of great influence. READ MORE