Table 4

Regression estimates for the period June 2018 to April 2021

Institutional equity holdings(1)(2)(3)(4)
ESG score0.101** (0.033)
E score0.765** (0.129)
S score0.207** (0.011)
G score0.088 (0.041)
Lagged one-month returns0.014* (0.039)0.058** (0.034)0.042** (0.029)0.047* (0.033)
Lagged 11-month returns0.028** (0.128)0.108*** (0.080)0.105** (0.065)0.022** (0.075)
Market cap (log)0.121 (0.012)0.044 (0.016)0.033 (0.014)0.056 (0.033)
Book-to market ratio0.234 (0.140)−0.992 (0.105)0.113 (0.044)0.464 (0.066)
Long-term debt−0.501* (0.229)−0.127* (0.110)−0.315** (0.322)−0.155** (0.161)
Short-term debt−0.099 (0.022)−0.077 (0.016)−0.106 (0.051)−0.177 (0.053)
Cash Holdings0.105** (0.188)0.099*** (0.368)0.173*** (0.199)0.241*** (0.131)
Profitability0.223 (0.067)0.355 (0.088)0.555 (0.194)0.533 (0.200)
Momentum−0.290 (0.019)−0.195 (0.032)−0.201 (0.021)−0.309 (0.123)
Idiosyncratic risk−0.669** (0.090)−0.786** (0.533)−0.733*** (0.460)−0.691*** (0.552)
Industry controlsYesYesYesYes
Country controlsYesYesYesYes
Factor loadingsYesYesYesYes
N1.6281.6281.6281.628
Adj.R20.5770.5120.4980.504

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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