The impact of environmental and social scores on stock performance during Covid-19
Jelusic, Petar (A.A. 2024/2025) The impact of environmental and social scores on stock performance during Covid-19. Tesi di Laurea in Finance and financial technologies, Luiss Guido Carli, relatore Michela Altieri, pp. 42. [Bachelor's Degree Thesis]
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Abstract/Index
Literature overview. Data and methodology. Overview of dataset construction. Sample selection. ESG and market data from Refinitiv. Firm fundamentals and accounting data. Empirical methodology. Results. Cross sectional regression on abnormal returns. Difference-in-differences analysis of abnormal returns. Evolution of coefficients during Q1 2020. Cross-sectional regressions for volatility and idiosyncratic volatility. Other measures of resiliency. Robustness.
References
Bibliografia: pp. 33-36.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18) |
| Chair: | Finance and financial technologies |
| Thesis Supervisor: | Altieri, Michela |
| Academic Year: | 2024/2025 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 27 Nov 2025 12:15 |
| Last Modified: | 27 Nov 2025 12:15 |
| URI: | https://tesi.luiss.it/id/eprint/44109 |
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