Sustainability and cost of equity: focus on the relationship in the US market, the European market and emerging markets

Moresi, Theo Alessandro (A.A. 2022/2023) Sustainability and cost of equity: focus on the relationship in the US market, the European market and emerging markets. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Pierluigi Murro, pp. 63. [Master's Degree Thesis]

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Abstract/Index

Literature review. The role of sustainability in finance. Sustainability in emerging markets. Relationship between ESG and cost of equity. Asset pricing models with ESG factors. Relevance of the study. Research design & hypothesis development. Factor model: theoretical background. Methodology. Hypothesis development. Sample selection & data analysis. Factors description. Dependent variable. US sustainable factor. European sustainable factor. Emerging markets sustainable factor. Results. US market. European market. Emerging markets. Robustness checks. Discussion.

References

Bibliografia: pp. 52-61.

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: Advanced corporate finance
Thesis Supervisor: Murro, Pierluigi
Thesis Co-Supervisor: Altieri, Michela
Academic Year: 2022/2023
Session: Autumn
Deposited by: Alessandro Perfetti
Date Deposited: 27 Jun 2024 09:53
Last Modified: 27 Jun 2024 09:53
URI: https://tesi.luiss.it/id/eprint/39129

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