UU Student Theses Repository: Recent submissions
Now showing items 1461-1480 of 44746
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Sustainable Success: A study on the impact of sustainable signals on European equity fund performance
(2024)This paper studies the relationship between sustainable signals and the performance of equity funds in Europe. The research question addressed in this paper is which sustainable signals have the most impact on equity fund ... -
Unveiling the Impact of ESG Controversy Scores on Financial Performance - Assessing the Financial Repercussions of ESG Controversies in the North American Financial Sector
(2024)This thesis aims to analyse the relationship between ESG Controversy Scores and financial performance of financial firms operating in North America, using ROE and ROA as proxies of economic results. To establish the ... -
The Impact of European Central Bank Communication Tone on Sovereign Bond Yields
(2024)The European Central Bank’s (ECB) communication strategy plays a vital role in shaping market sentiment and guiding investors’decisions. This study aims to quantify the tone employed during ECB monetary policy press releases ... -
Disasters Down Under: Assessing the Local Economic Impacts of Natural Disasters in Australia
(2024)This thesis examines the economic impacts of natural disasters on local economies in Australia, focusing on the recovery dynamics of average income and new business creation in affected areas. To do so, I estimate the ... -
Is news sentiment well suited to predict fluctuations in U.S corporate green bond returns? A comparative study of news and market-based sentiment indicators.
(2024)This thesis explores the relationship between news-based and market-based investor sentiment and the returns on corporate green bonds, focusing specifically on the S&P 500 firms. The study tests two hypotheses: (1) Market ... -
The Impact of Flexible Working Arrangements on Employer Attractiveness: A Comparative Study Between Startups and Large Companies
(2024)Several studies on Employer Attractiveness (EA) have identified factors that influence job seekers' decisions in the labor market, such as economic benefits, a fun work environment, and career advancement opportunities. ... -
Enhancing Extreme Risk Assessment in Green Bonds: A Monte Carlo Simulation Approach
(2024)This research aims to develop a Monte Carlo framework that uses a semi-parametric approach to model tail events, moving beyond the assumptions of normal distribution. The methodology involves customizing the Monte Carlo ... -
Examining the Effect of COVID-19 on ESG Performance & Financial Resilience
(2024)Environmental Social & Governance (ESG) performance present a mixed impact on firms’ financial resilience during the COVID-19 pandemic, with notable regional differences in Europe. This study analyzes 200 firms between ... -
Voluntary Information Disclosure through Green Bonds
(2024)This thesis investigates the effect of corporate environmental disclosure and its implications for green bond issuers, focusing on these bonds and the firms issuing them in relation to the 2020 EU Taxonomy regulations. By ... -
Large Language Models as Mirrors of Societal Moral Standards
(2024)Prior research has demonstrated that language models can, to a limited extent, represent moral norms in a variety of cultural contexts. This thesis aims to replicate these findings and further explore their validity, ... -
How To Live With The Landlord Levy? A Quantitative analysis on Dutch Housing Associations' Reactions to the Landlord Levy
(2024)This thesis aimed to analyse and answer the effects of the heavily debated landlord levy on housing associations. Via a statistical analysis, the research question “What has the effect of the landlord levy on the functioning ... -
The Financial Impact of the Corporate Sustainability Reporting Directive (CSRD) on Shareholder Value in the European Union: An Event Study
(2024)This research investigates the financial impact of the Corporate Sustainability Reporting Directive (CSRD) on shareholder value in the European Union using an event study methodology. The CSRD, a key component of the ... -
Analyzing attribution factors for sovereign financed emissions
(2024)In an effort to facilitate consistent reporting of the greenhouse gas (GHG) emissions of their financial activities, financial institutions establish the Partnership for Carbon Accounting Financials (PCAF). Out of seven ... -
Green Bonds as Catalysts for Energy Efficiency
(2024)This thesis examines the impact of first-time green bond issuance on corporate energy efficiency within energy-intensive industries in the European Union. The primary research question investigates how green bonds affect ... -
Sustainability Risk as an Asset Pricing Factor
(2024)This thesis examines whether widely used asset pricing models can be improved by adding a sustainability risk factor. It constructs and assesses long-short sustainability factors in the style of Small Minus Big (SMB) and ... -
The reaction of stock investors to the CFO skills
(2024)This study investigates the effects on stock returns of appointing Chief Financial Officers (CFOs) with more experience than their predecessors. A look is taken to the market reactions to the appointments of both previous ... -
Green Bonds: The relationship between ambitions of decarbonization of corporations and the green premium of their green bond
(2024)Climate change presents a pressing global challenge, necessitating urgent action across all sectors of society. More and more companies are pledging ambitious decarbonization goals. In this context, green bonds have emerged ...