Do firms with high ESG rating perform well in the market? evidence from market performance in China
Wang, Yiqin (A.A. 2021/2022) Do firms with high ESG rating perform well in the market? evidence from market performance in China. Tesi di Laurea in Empirical finance, Luiss Guido Carli, relatore Giacomo Morelli, pp. 29. [Master's Degree Thesis]
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Abstract/Index
Backgroud. The concept of ESG. ESG in China. Hypotheses. Benefits of high rating ESG. Volatility. Alpha (excess return). The effect of Covid-19. Model establishment. Sample picking. ESG 40 & ESG 100. ESG 300 & ESG 300 LEAD. Model. Results. The first experiment. The second experiment. Staging summary and improvement. Staging summary. Improvement. Results of new experiments.
References
Bibliografia: p. 16.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Empirical finance |
| Thesis Supervisor: | Morelli, Giacomo |
| Thesis Co-Supervisor: | Carlini, Federico Carlo Eugenio |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 10:13 |
| Last Modified: | 26 Jan 2023 10:13 |
| URI: | https://tesi.luiss.it/id/eprint/34752 |
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