Publicação
An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Leite, António Nogueira | |
| dc.contributor.author | Rollmann, Julian Karl | |
| dc.date.accessioned | 2023-09-22T13:38:51Z | |
| dc.date.available | 2023-09-22T13:38:51Z | |
| dc.date.issued | 2023-01-18 | |
| dc.date.submitted | 2022-12-16 | |
| dc.description.abstract | This thesis analyzes the impact of ESG performance on stock returns in capital markets. Da tasets of globally listed companies in the apparel manufacturer and retailer are considered. Port folios with the best (worst) ranked companies in terms of ESG are constructed. The results of four multiple regression models show no significant results for portfolios composed of the best ESG companies in any of the considered industries. Portfolios consisting of the lowest-rated apparel manufacturer and retailer companies generate significantly positive abnormal returns. | pt_PT |
| dc.identifier.tid | 203314484 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10362/158116 | |
| dc.language.iso | eng | pt_PT |
| dc.relation | UID/ECO/00124/2013 | pt_PT |
| dc.subject | Keywords: esg | pt_PT |
| dc.subject | Sustainable finance | pt_PT |
| dc.subject | Investment approach | pt_PT |
| dc.subject | Stock returns | pt_PT |
| dc.subject | Apparel manufacturers and retailers industry | pt_PT |
| dc.title | An investors perspective: can an esg aware investor achieve abnormal returns on the stock market? - the case of the apparel manufacturers and retailers industry | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics | pt_PT |