ETD

Archivio digitale delle tesi discusse presso l'Università di Pisa

Tesi etd-06212020-164417


Tipo di tesi
Tesi di laurea magistrale
Autore
GUIDI, GIANLUCA
URN
etd-06212020-164417
Titolo
ESG news and stock market returns of S&P500 shares
Dipartimento
ECONOMIA E MANAGEMENT
Corso di studi
ECONOMICS
Relatori
relatore Prof. Barontini, Roberto
Parole chiave
  • sentiment
  • S&P500
  • popularity
  • news
  • esg
  • abnormal returns
  • stock market
  • sustainability
Data inizio appello
06/07/2020
Consultabilità
Completa
Riassunto
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.
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