Table 6.

Moderating effect for different Sub-samples

VariablesTobin’s QIRTR
(1)(2)(3)
Part A. Moderating effect: subsample without US firms
ESG score0.0802*** (3.97)−0.0153** (−2.30)−0.0248*** (−2.79)
Controversy−0.0342*** (−2.59)0.0160*** (2.94)0.0236*** (3.38)
ESG score × controversy0.0360 (1.64)−0.0169** (−1.98)−0.0259** (−2.30)
(Control variables omitted)
Year-fixed effectYESYESYES
Country-fixed effectYESYESYES
Firm × industry-fixed effectYESYESYES
Observations53,29151,19551,668
N. Firms6,6296,5156,577
R20.8380.5320.707
Adjusted-R20.8150.4630.664
Part B. Moderating effect: subsample without financial firms
ESG score0.1083*** (5.47)−0.0154*** (−2.76)−0.0289*** (−3.88)
Controversy−0.0309*** (−2.67)0.0186*** (4.68)0.0228*** (4.47)
ESG score × controversy0.0226 (1.09)−0.0230*** (−3.53)−0.0278*** (−3.21)
(Control variables omitted)
Year-fixed effectYESYESYES
Industry-fixed effectYESYESYES
Firm × country-fixed effectYESYESYES
Observations68,15167,08967,769
N. Firms8,7598,7288,831
R20.8300.5750.740
Adjusted-R20.8050.5100.701
Part C. Moderating effect: subsample without COVID-19 years
ESG score0.0875*** (4.78)−0.0218*** (−3.65)−0.0372*** (−4.49)
Controversy−0.0312*** (−2.98)0.0173*** (4.54)0.0212*** (4.26)
ESG score × controversy0.0335* (1.79)−0.0195*** (−3.08)−0.0231*** (−2.72)
(Control variables omitted)
Firm-fixed effectYESYESYES
Year-fixed effectYESYESYES
Country-fixed effectYESYESYES
Observations68,15167,08967,769
N. Firms8,7598,7288,831
R20.8300.5750.740
Adjusted-R20.8050.5100.701
Notes(s):

The results for Part A. refer to the regressions for non-US firms only. The observation period is 2002–2021. Models incorporate year, country and firm-industry fixed effects. The results for Part B. refer to the regressions for non-financial firms only. The observation period is 2002–2021. Models incorporate year, industry and firm-country fixed effects. The results for Part C. refer to the regressions for firms in the 2002–19 observation period. Models incorporate firm, year and country fixed effects. Dependent variables: in column 1 Tobin’s Q, in column 2 Idiosyncratic Risk (IR) and in column 3 Total Risk (TR). Standard errors are clustered by firm. Robust t-statistics in parentheses. For the definitions of the variables, see Table 1. ***, ** and * indicate statistical significance at the 1%, 5% and 10% levels, respectively

Source(s): Authors’ own work

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