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An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe

In recent decades, ESG has become increasingly important in making investment decision. This research aims to investigate on how Environmental, Social, and Governance factors individually influence the SMP of selected countries in Asia Pacific, Americas, and Europe by implementing several panel stat...

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Main Authors: Ten, Louise Poh Yeng, Nyu, Qiao Ann, Wong, Wun Kei, Wong, Ye Girl
Format: Final Year Project / Dissertation / Thesis
Published: 2024
Subjects:
HB Economic Theory
HC Economic History and Conditions
Online Access:http://eprints.utar.edu.my/6926/1/Louise_Ten_Poh_Yeng_20ABB05044.pdf
http://eprints.utar.edu.my/6926/
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spelling my-utar-eprints.69262025-02-03T07:26:11Z An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe Ten, Louise Poh Yeng Nyu, Qiao Ann Wong, Wun Kei Wong, Ye Girl HB Economic Theory HC Economic History and Conditions In recent decades, ESG has become increasingly important in making investment decision. This research aims to investigate on how Environmental, Social, and Governance factors individually influence the SMP of selected countries in Asia Pacific, Americas, and Europe by implementing several panel statistical approaches such as unit root test (Levin-Lin-Chu, Im-Pesaran-Shin, and Augmented DickyFuller tests), cointegration test (Pedroni and Kao tests), long run estimates (FullyModified Ordinary Least Squares and Dynamic Ordinary Least Squares tests), and Dumitrescu-Hurlin Granger causality test. A balanced panel data is employed with yearly time series data from 2002 to 2020 across 26 selected countries. Our findings discover that Environmental and Governance have significant positive relationship with the SMP while Social has significant negative relationship with the SMP. Therefore, our results are believed to contribute a valuable insight to various parties such as investors, shareholders, firms, policymakers, and researchers. 2024-06 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/6926/1/Louise_Ten_Poh_Yeng_20ABB05044.pdf Ten, Louise Poh Yeng and Nyu, Qiao Ann and Wong, Wun Kei and Wong, Ye Girl (2024) An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe. Final Year Project, UTAR. http://eprints.utar.edu.my/6926/
institution Universiti Tunku Abdul Rahman
building UTAR Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Tunku Abdul Rahman
content_source UTAR Institutional Repository
url_provider http://eprints.utar.edu.my
topic HB Economic Theory
HC Economic History and Conditions
spellingShingle HB Economic Theory
HC Economic History and Conditions
Ten, Louise Poh Yeng
Nyu, Qiao Ann
Wong, Wun Kei
Wong, Ye Girl
An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
description In recent decades, ESG has become increasingly important in making investment decision. This research aims to investigate on how Environmental, Social, and Governance factors individually influence the SMP of selected countries in Asia Pacific, Americas, and Europe by implementing several panel statistical approaches such as unit root test (Levin-Lin-Chu, Im-Pesaran-Shin, and Augmented DickyFuller tests), cointegration test (Pedroni and Kao tests), long run estimates (FullyModified Ordinary Least Squares and Dynamic Ordinary Least Squares tests), and Dumitrescu-Hurlin Granger causality test. A balanced panel data is employed with yearly time series data from 2002 to 2020 across 26 selected countries. Our findings discover that Environmental and Governance have significant positive relationship with the SMP while Social has significant negative relationship with the SMP. Therefore, our results are believed to contribute a valuable insight to various parties such as investors, shareholders, firms, policymakers, and researchers.
format Final Year Project / Dissertation / Thesis
author Ten, Louise Poh Yeng
Nyu, Qiao Ann
Wong, Wun Kei
Wong, Ye Girl
author_facet Ten, Louise Poh Yeng
Nyu, Qiao Ann
Wong, Wun Kei
Wong, Ye Girl
author_sort Ten, Louise Poh Yeng
title An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
title_short An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
title_full An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
title_fullStr An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
title_full_unstemmed An investigation into the environmental, social, and governance (ESG) factors toward stock market performance of selected countries in Asia Pacific, Americas, and Europe
title_sort investigation into the environmental, social, and governance (esg) factors toward stock market performance of selected countries in asia pacific, americas, and europe
publishDate 2024
url http://eprints.utar.edu.my/6926/1/Louise_Ten_Poh_Yeng_20ABB05044.pdf
http://eprints.utar.edu.my/6926/
_version_ 1823544764249669632
score 13.244413

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