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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