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dc.contributor.authorLin, Yuhong
dc.contributor.authorLi, Hao Ying
dc.date.accessioned2020-11-11T08:51:50Z
dc.date.available2020-11-11T08:51:50Z
dc.date.issued2020
dc.identifier.urihttps://hdl.handle.net/11250/2687265
dc.descriptionMasteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2020en_US
dc.description.abstractWe study the effect of materiality and immateriality on high and low investments. Using the SASB mapping, we obtain materiality and immateriality scores for S&P 500 companies by industry sectors. We separate firms into high and low investment according to their rankings of residuals and conducted Fama-Macbeth calendar-time regression to verify the performance of including materiality and immateriality in firm analysis. We obtained that high investments on material sustainability issues are more value attracting while high investments on immaterial sustainability issues are value distracting. Furthermore, we also examined the investment performances on all sustainability issues. The results signal needs of further enhancing sustainable activities within firms to make it more value attracting.en_US
dc.language.isoengen_US
dc.publisherHandelshøyskolen BIen_US
dc.subjectfinansen_US
dc.subjectfinanceen_US
dc.subjectfinancial economicsen_US
dc.titleMATERIAL AND IMMATERIAL STOCK PERFORMANCES ON HIGH AND LOW INVESTMENTSen_US
dc.typeMaster thesisen_US


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