Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/147671
Title: SOCIALLY RESPONSIBLE INVESTMENT SCREENS AND GLOBAL EQUITIES INVESTING
Authors: TOH SONG YEE ANDY
Issue Date: 2012
Citation: TOH SONG YEE ANDY (2012). SOCIALLY RESPONSIBLE INVESTMENT SCREENS AND GLOBAL EQUITIES INVESTING. ScholarBank@NUS Repository.
Abstract: This study examines whether ESG (Environmental, Social and Governance) performance plays a role in influencing investment performance globally. We analyzed constituents of the MSCI All Country World Index, in a sample of 253,929 firm month observations from 2002 to 2010. I find that investors can enhance risk-adjusted returns by adopting appropriate ESG investment screens and underweighting socially irresponsible equities in their portfolios. I also show that non-disclosure of ESG information can have a detrimental effect on stock valuation and risk-adjusted returns. I further show that specific countries have country-specific ESG concerns, which influences the appropriate choice of ESG investment screens.
URI: http://scholarbank.nus.edu.sg/handle/10635/147671
Appears in Collections:Bachelor's Theses (Restricted)

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