Increasing Returns, One Tree at a Time.McCauley, John L., IV
Abstract: Using a comprehensive dataset of environmental, social, and corporate governance (ESG) performances for a panel of global firms listed in the MSCI World Index from January 2007 – December 2012, environmental factors were found to have a positive effect on risk-adjusted stock returns. The results are of economic importance as an increase of one standard deviation in environmental score re... read more
- This object is in collection:
- Undergraduate honors theses
- Senior honors thesis.
- Tufts University. Department of Economics.
- Investments--Environmental aspects.
- Investments--Social aspects.
- Social responsibility of business.
- Investment analysis.
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