Do investors value the inclusion in sustainability indices? - Evidence from an event study based on the FTSE4Good Europe Index

Autor: Bornhoeft, Sophie C., Schuster, Mario, Teutrine, Constanze, Lueg, Rainer

Publikováno v: Bornhoeft, S C, Schuster, M, Teutrine, C & Lueg, R 2022, Do investors value the inclusion in sustainability indices?-Evidence from an event study based on the FTSE4Good Europe Index . in H Trittin-Ulbrich, D Schoeneborn, M Wenzel, U Golob & K Podnar (eds), CSR Communication Conference 2022 : Proceedings; The 6th International CSR Communication Conference; Leuphana University of Lüneburg, Lüneburg September 14-16, 2022 . 1 edn, CSR Communication Conference Proceedings, Marketing & odnosi z javnostmi, University of Ljubljana, Ljķbljani, pp. 145-149, Conference-The 6th International CSR Communication Conference-2022, Lüneburg, Germany, 14.09.22 . < http://csr-com.org/img/upload/CSRCom_Proceedings_2022_Web1[4].pdf >

Previous assessment of the stock market reation to the accouncement of firms' inclusion European sustainability indices revealed inconclusive results regarding investor reactions. While previous research is largely based on data from the late 1990s a

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