ESG factors’ relationship with returns in the Euronext market
Martinelli, Lorenzo (A.A. 2021/2022) ESG factors’ relationship with returns in the Euronext market. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 40. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature reviw. Data. Sample. Variables. Summary statistics. Hypothesis development. Methodology. Method. Regressions and event study. Robustness. Results. Granger causality. ESG performance and returns. Two-stage regression. Individual E, S and G performance and returns. Event study.
References
Bibliografia: pp. 35-38.
| 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: | Econometric theory |
| Thesis Supervisor: | Santucci de Magistris, Paolo |
| Thesis Co-Supervisor: | Morelli, Giacomo |
| Academic Year: | 2021/2022 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 26 Jan 2023 11:34 |
| Last Modified: | 26 Jan 2023 11:34 |
| URI: | https://tesi.luiss.it/id/eprint/34761 |
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