Tipo di tesi
Tesi di laurea magistrale
Titolo
ESG news and stock market returns of S&P500 shares
Dipartimento
ECONOMIA E MANAGEMENT
Parole chiave
- abnormal returns
- esg
- news
- popularity
- S&P500
- sentiment
- stock market
- sustainability
Data inizio appello
06/07/2020
Riassunto (Italiano)
In this study, we seek to discover and quantify the relationship between popularity and sentiment of news mentioning S&P500 companies— with a particular focus on sustainability/ESG-related news— and the stock market.
In particular, we investigate whether a correlation exists between the time series of the abnormal returns of the above-mentioned companies and the time series related to the volume of news published on the web and widespread on the social networks, as well as the associated sentiment.
