Publicação
Esg ratings disagreement and stock returns: the Iberian case
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Rizzo, Antonino Emanuele | |
| dc.contributor.author | Pedroso, Tiago Cerqueira | |
| dc.date.accessioned | 2022-02-22T14:31:44Z | |
| dc.date.available | 2024-05-21T00:30:51Z | |
| dc.date.issued | 2021-06-29 | |
| dc.date.submitted | 2021-05-21 | |
| dc.description.abstract | This paper studies the impact of ESG rating disagreement on the Iberian stock market, by studying its relationship with stock returns, trading volume and volatility. It uses ratings from four different providers for 68 Iberian companies, from 01/2007 until 07/2020. The disagreement in the Iberian market was measured and is like other studied geographies. Pooled panel regressions are used to estimate said impact. ESG rating disagreement has a negative relationship with volatility and trading volume while the relationship with stock returns is insignificant. | pt_PT |
| dc.identifier.tid | 202769755 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/133366 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | Nova School of Business and Economics | |
| dc.subject | Stock returns | pt_PT |
| dc.subject | Esg ratings | pt_PT |
| dc.title | Esg ratings disagreement and stock returns: the Iberian case | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | UID/ECO/00124/2013 | |
| oaire.awardTitle | Nova School of Business and Economics | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/UID%2FECO%2F00124%2F2013/PT | |
| oaire.fundingStream | 6817 - DCRRNI ID | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| relation.isProjectOfPublication | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| relation.isProjectOfPublication.latestForDiscovery | 644a3f4f-817b-4d0d-aba6-f98cdca28bc7 | |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics | pt_PT |
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