An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry

Detalhes bibliográficos
Autor(a) principal: Müller, Patricia Chiara Luisa
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/10362/162522
Resumo: This thesis analyzes the impact of ESG performance on stock returns in capital markets. Da tasets of globally listed companies in the chemical industries are considered. Portfolios 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 chemical companies generate significantly positive abnormal retur
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spelling An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industryEsgSustainable financeInvestment approachStock ReturnsChemical 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 chemical industries are considered. Portfolios 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 chemical companies generate significantly positive abnormal returLeite, Antonio NogueiraRUNMüller, Patricia Chiara Luisa2024-01-19T13:30:51Z2023-01-182022-12-162023-01-18T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/162522TID:203314492enginfo: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:RCAAP2024-03-11T05:45:29Zoai:run.unl.pt:10362/162522Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:58:57.533319Repositório 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 Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
title An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
spellingShingle An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
Müller, Patricia Chiara Luisa
Esg
Sustainable finance
Investment approach
Stock Returns
Chemical industry
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
title_full An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
title_fullStr An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
title_full_unstemmed An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
title_sort An investors Pperspective: can an esg aware investor achieve abnormal returns on the stock Market? - The case of the chemical industry
author Müller, Patricia Chiara Luisa
author_facet Müller, Patricia Chiara Luisa
author_role author
dc.contributor.none.fl_str_mv Leite, Antonio Nogueira
RUN
dc.contributor.author.fl_str_mv Müller, Patricia Chiara Luisa
dc.subject.por.fl_str_mv Esg
Sustainable finance
Investment approach
Stock Returns
Chemical industry
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Esg
Sustainable finance
Investment approach
Stock Returns
Chemical 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 chemical industries are considered. Portfolios 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 chemical companies generate significantly positive abnormal retur
publishDate 2022
dc.date.none.fl_str_mv 2022-12-16
2023-01-18
2023-01-18T00:00:00Z
2024-01-19T13:30:51Z
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/10362/162522
TID:203314492
url http://hdl.handle.net/10362/162522
identifier_str_mv TID:203314492
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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