ESG Impact on Market Performance of Firms: International Evidence

Hélène Pasquini-Descomps and Jean-Michel Sahut

No 2014-212, Working Papers from Department of Research, Ipag Business School

Abstract: This study investigates how news-based scores in Environmental, Social and Corporate governance (ESG)will influence the monthly market return in the Swiss, US and UK stock markets. We are using a four-factor based linear model following during the 2007-20

Keywords: ESG; Rating; Governance, Performance; Return; Kernel Regression. (search for similar items in EconPapers)
Pages: 31 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-cfn
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Citations: View citations in EconPapers (8)

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