Tesi etd-06212020-164417 |
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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
- abnormal returns
- esg
- news
- popularity
- S&P500
- sentiment
- 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.
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.
File
| Nome file | Dimensione |
|---|---|
| ESG_news...hares.pdf | 6.72 Mb |
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