Empirical study on ESG investments as value drivers in the European market
Tognaccini, Edoardo (A.A. 2020/2021) Empirical study on ESG investments as value drivers in the European market. Tesi di Laurea in Business valuation, Luiss Guido Carli, relatore Marco Vulpiani, pp. 80. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Introduction to value creation. Overview of dependent variables when analyzing value creation. Environmental, social, corporate governance. ESG and cost of capital: theoretical framework. ESG and value creation-market returns. ESG and value creation-cost of equity. ESG and value creation-cost of debt. Contribution to the literature. Data and methodology. Sample. Dependent variables. Explanatory variables. Industry and country level results: market returns. Correlation matrix. Empirical results. Preliminary t-tests: FY 2014. OLS regression-ESG and value creation during 2014. OLS regression-ESG and value creation during 2015. OLS regression-ESG and value creation during 2016. OLS regression-ESG and value creation during 2017. OLS regression-ESG and value creation during 2018.
References
Bibliografia: pp. 73-76.
| Thesis Type: | Master's Degree Thesis | 
|---|---|
| Institution: | Luiss Guido Carli | 
| Degree Program: | Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77) | 
| Chair: | Business valuation | 
| Thesis Supervisor: | Vulpiani, Marco | 
| Thesis Co-Supervisor: | Traficante, Guido | 
| Academic Year: | 2020/2021 | 
| Session: | Extraordinary | 
| Deposited by: | Alessandro Perfetti | 
| Date Deposited: | 26 Jul 2022 07:52 | 
| Last Modified: | 26 Jul 2022 07:52 | 
| URI: | https://tesi.luiss.it/id/eprint/32947 | 
Downloads
Downloads per month over past year
Repository Staff Only
|  | View Item | 


