Table 3

Regression estimates for the period June 2006 to December 2009

Institutional equity holdings(1)(2)(3)(4)
ESG score0.077* (0.021)
E score0.188 (0.056)
S score0.041* (0.009)
G score0.101** (0.063)
Lagged one-month returns0.021 (0.020)0.021 (0.019)0.018 (0,14)0.030 (0.023)
Lagged 11-month returns0.053** (0.031)0.046*** (0.051)0.049** (0.029)0.050*** (0.047)
Market cap (log)0.004 (0.007)0.012 (0.006)0.008 (0.007)0.011 (0.008)
Book-to market ratio−0.138 (0.022)−0.122 (0.018)0.209 (0.028)0.093 (0.019)
Long-term debt−0.295** (0.067)−0.303** (0.064)−0.299** (0.059)−0.284** (0.077)
Short-term debt−0.436 (0.088)−0.408 (0.099)−0.399 (0.076)−0.444 (0.090)
Cash Holdings0.202*** (0.331)0.189** (0.411)0.228*** (0.316)0.301*** (0.379)
Profitability0.700* (0.189)0.583* (0.124)0.687* (0.099)0.703* (0.122)
Momentum−0.109** (0.069)−0.137* (0.082)−0.175* (0.084)−0.166* (0.065)
Idiosyncratic risk−0.999*** (0.655)−0.881*** (0.654)−0.878*** (0.661)−0.770*** (0.653)
Industry controlsYesYesYesYes
Country controlsYesYesYesYes
Factor loadingsYesYesYesYes
N1.9941.9941.9941.994
Adj.R20.4000.3500.3930.399

Note(s): The control variables and returns are winsorized at the 1st and 99th percentiles. Heteroskedasticity-consistent standard errors are presented in parentheses. ***, ** and * indicate that the parameter estimate is significantly different from zero at the 1, 5 and 10% level, respectively

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