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Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry

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Resumo:This thesis highlights the ESG impact on firm’s performance. It is based on a sample of dataset for the Energy and Technology Sectors in Europe and the Electrical Vehicle Industry on a global scope. A specific industry analysis is based on two parts. Firstly, a Multiple Linear Regression analysis model is developed, where a significant positive correlation between ESG and Tobin’s q is observed for the energy and technology sector, while the EV industry shows a significant negative relation. Secondly, portfolio analysis was conducted through the analysis of the risk-return relationship, where the CAPM model is deployed to assess excess return compared to the market.
Autores principais:Oliva, Gonçalo Conceição de
Assunto:Tobin´S Q Stock returns Valuation Esg investing Sustainable investing
Ano:2023
País:Portugal
Tipo de documento:dissertação de mestrado
Tipo de acesso:acesso aberto
Instituição associada:Universidade Nova de Lisboa
Idioma:inglês
Origem:Repositório Institucional da UNL
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author Oliva, Gonçalo Conceição de
author_facet Oliva, Gonçalo Conceição de
author_role author
contributor_name_str_mv Leite, António Nogueira
RUN
country_str PT
creators_json_txt [{\"Person.name\":\"Oliva, Gonçalo Conceição de\"}]
datacite.contributors.contributor.contributorName.fl_str_mv Leite, António Nogueira
RUN
datacite.creators.creator.creatorName.fl_str_mv Oliva, Gonçalo Conceição de
datacite.date.Accepted.fl_str_mv 2023-06-02T00:00:00Z
datacite.date.available.fl_str_mv 2024-10-04T12:31:02Z
datacite.date.embargoed.fl_str_mv 2024-10-04T12:31:02Z
datacite.rights.fl_str_mv http://purl.org/coar/access_right/c_abf2
datacite.subjects.subject.fl_str_mv Tobin´S Q
Stock returns
Valuation
Esg investing
Sustainable investing
datacite.titles.title.fl_str_mv Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
dc.contributor.none.fl_str_mv Leite, António Nogueira
RUN
dc.creator.none.fl_str_mv Oliva, Gonçalo Conceição de
dc.date.Accepted.fl_str_mv 2023-06-02T00:00:00Z
dc.date.available.fl_str_mv 2024-10-04T12:31:02Z
dc.date.embargoed.fl_str_mv 2024-10-04T12:31:02Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv http://hdl.handle.net/10362/172992
dc.language.none.fl_str_mv eng
dc.rights.none.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.subject.none.fl_str_mv Tobin´S Q
Stock returns
Valuation
Esg investing
Sustainable investing
dc.title.fl_str_mv Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
dc.type.none.fl_str_mv http://purl.org/coar/resource_type/c_bdcc
description This thesis highlights the ESG impact on firm’s performance. It is based on a sample of dataset for the Energy and Technology Sectors in Europe and the Electrical Vehicle Industry on a global scope. A specific industry analysis is based on two parts. Firstly, a Multiple Linear Regression analysis model is developed, where a significant positive correlation between ESG and Tobin’s q is observed for the energy and technology sector, while the EV industry shows a significant negative relation. Secondly, portfolio analysis was conducted through the analysis of the risk-return relationship, where the CAPM model is deployed to assess excess return compared to the market.
dirty 0
eu_rights_str_mv openAccess
format masterThesis
fulltext.url.fl_str_mv https://run.unl.pt/bitstreams/1ee0ba9a-81e8-4420-8763-f7fd4070af5e/download
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institution Universidade Nova de Lisboa
instname_str Universidade Nova de Lisboa
language eng
network_acronym_str run
network_name_str Repositório Institucional da UNL
oai_identifier_str oai:run.unl.pt:10362/172992
organization_str_mv urn:organizationAcronym:unl
person_str_mv Oliva, Gonçalo Conceição de
publishDate 2023
reponame_str Repositório Institucional da UNL
repository_id_str urn:repositoryAcronym:run
service_str_mv urn:repositoryAcronym:run
spelling engpt_PTThis thesis highlights the ESG impact on firm’s performance. It is based on a sample of dataset for the Energy and Technology Sectors in Europe and the Electrical Vehicle Industry on a global scope. A specific industry analysis is based on two parts. Firstly, a Multiple Linear Regression analysis model is developed, where a significant positive correlation between ESG and Tobin’s q is observed for the energy and technology sector, while the EV industry shows a significant negative relation. Secondly, portfolio analysis was conducted through the analysis of the risk-return relationship, where the CAPM model is deployed to assess excess return compared to the market.application/pdfpt_PTEsg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industryOliva, Gonçalo Conceição deLeite, António NogueiraHostingInstitutionOrganizationalRUNe-mailmailto:run@unl.ptrun@unl.ptURNurn:tid:2033661902024-10-04T12:31:02Z2023-06-022023-05-172023-06-02T00:00:00ZHandlehttp://hdl.handle.net/10362/172992http://purl.org/coar/access_right/c_abf2open accessTobin´S QStock returnsValuationEsg investingSustainable investing1886981 bytesliteraturehttp://purl.org/coar/resource_type/c_bdccmaster thesishttp://purl.org/coar/access_right/c_abf2application/pdffulltexthttps://run.unl.pt/bitstreams/1ee0ba9a-81e8-4420-8763-f7fd4070af5e/download
spellingShingle Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
Oliva, Gonçalo Conceição de
Tobin´S Q
Stock returns
Valuation
Esg investing
Sustainable investing
status SINGLETON
subject.fl_str_mv Tobin´S Q
Stock returns
Valuation
Esg investing
Sustainable investing
title Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
title_full Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
title_fullStr Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
title_full_unstemmed Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
title_short Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
title_sort Esg performance impact on firm´s investment attractiveness. An empirical study for the electric vehicle industry
topic Tobin´S Q
Stock returns
Valuation
Esg investing
Sustainable investing
topic_facet Tobin´S Q
Stock returns
Valuation
Esg investing
Sustainable investing
url http://hdl.handle.net/10362/172992
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