ESG Score Changes and Stock Price Reactions : an event study of stock market reactions to changes in Thomson Reuters’ ESG Score in the Nordic region

To summarize, this thesis investigates the impact of ESG news on the Norwegian stock market by answering the following research question: How do firm-specific ESG- news publications

Among the variables, fraction positive (negative) changes firm (sector) represents the fraction of positive (negative) price changes of other goods within the same firm (sector).

This paper intends to investigate the Nordic financial services market by means of an event study of stock price reactions to merger announcements between a Nordic bank and another

This paper investigates market reactions to legal insider trades on the Oslo Stock Exchange and analyses whether being listed on the sub-marketplace Merkur Market causes

cross-sectional regression analysis shows that the number of records lost has statistically significant negative impact on the stock market reaction.. In terms of data

All within-firm marginal effects are positive, suggesting that an increasing share of positive price changes within the firm also increase the probability of a negative price

Findings – We find that an investment strategy based on taking a long position in companies with a high ESG score when ESG is value relevant and a short position in stocks with

The overall findings suggest that the market return, changes in the salmon price and the lagged stock return of the industry leader are the most important risk factors for stock