An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry

Detalhes bibliográficos
Autor(a) principal: Rollmann, Julian Karl
Data de Publicação: 2022
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/158116
Resumo: This thesis analyzes the impact of ESG performance on stock returns in capital markets. Da tasets of globally listed companies in the apparel manufacturer and retailer are considered. Port folios with the best (worst) ranked companies in terms of ESG are constructed. The results of four multiple regression models show no significant results for portfolios composed of the best ESG companies in any of the considered industries. Portfolios consisting of the lowest-rated apparel manufacturer and retailer companies generate significantly positive abnormal returns.
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spelling An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industryKeywords: esgSustainable financeInvestment approachStock returnsApparel manufacturers and retailers industryDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis thesis analyzes the impact of ESG performance on stock returns in capital markets. Da tasets of globally listed companies in the apparel manufacturer and retailer are considered. Port folios with the best (worst) ranked companies in terms of ESG are constructed. The results of four multiple regression models show no significant results for portfolios composed of the best ESG companies in any of the considered industries. Portfolios consisting of the lowest-rated apparel manufacturer and retailer companies generate significantly positive abnormal returns.Leite, Antonio NogueiraRUNRollmann, Julian Karl2023-09-22T13:38:51Z2023-01-182022-12-162023-01-18T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/158116TID:203314484enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:40:24Zoai:run.unl.pt:10362/158116Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:56:59.722052Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
title An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
spellingShingle An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
Rollmann, Julian Karl
Keywords: esg
Sustainable finance
Investment approach
Stock returns
Apparel manufacturers and retailers industry
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
title_full An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
title_fullStr An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
title_full_unstemmed An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
title_sort An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
author Rollmann, Julian Karl
author_facet Rollmann, Julian Karl
author_role author
dc.contributor.none.fl_str_mv Leite, Antonio Nogueira
RUN
dc.contributor.author.fl_str_mv Rollmann, Julian Karl
dc.subject.por.fl_str_mv Keywords: esg
Sustainable finance
Investment approach
Stock returns
Apparel manufacturers and retailers industry
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Keywords: esg
Sustainable finance
Investment approach
Stock returns
Apparel manufacturers and retailers industry
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description This thesis analyzes the impact of ESG performance on stock returns in capital markets. Da tasets of globally listed companies in the apparel manufacturer and retailer are considered. Port folios with the best (worst) ranked companies in terms of ESG are constructed. The results of four multiple regression models show no significant results for portfolios composed of the best ESG companies in any of the considered industries. Portfolios consisting of the lowest-rated apparel manufacturer and retailer companies generate significantly positive abnormal returns.
publishDate 2022
dc.date.none.fl_str_mv 2022-12-16
2023-09-22T13:38:51Z
2023-01-18
2023-01-18T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/158116
TID:203314484
url http://hdl.handle.net/10362/158116
identifier_str_mv TID:203314484
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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