Table 7.

Moderating effect for different measures of value and risk

VariablesMarket-to-BookIdiosyncratic risk (Regional four-factor Model)Idiosyncratic risk (Global five-factor Model)Altman’s Z-Score
(1)(2)(3)(4)
ESG score0.1775*** (5.86)−0.0194*** (-3.40)−0.0142*** (-2.60)0.7276*** (2.90)
Controversy−0.0574*** (-3.15)0.0200*** (5.09)0.0216*** (5.76)−0.2952** (-2.10)
ESG score × controversy0.0382 (1.15)−0.0218*** (-3.39)−0.0238*** (-3.86)0.4818** (2.04)
ROA1.4360*** (26.71)−0.1487*** (-15.00)−0.1415*** (-14.59)8.0766*** (15.76)
Age−0.0633*** (-2.87)−0.0067** (-2.00)−0.0046 (-1.44)−0.5637*** (-3.70)
Size−0.2294*** (-20.33)−0.0158*** (-8.88)−0.0157*** (-9.36)−0.8158*** (-6.41)
Leverage1.5498*** (35.53)0.0795*** (10.53)0.0785*** (11.05)−12.4831*** (-27.95)
Capex1.7118*** (16.41)−0.1445*** (-6.70)−0.1491*** (-7.22)1.1493 (1.14)
Asset growth0.1158*** (12.89)0.0040** (1.98)0.0035* (1.84)1.3094*** (9.66)
GDP growth2.8072*** (21.14)−0.2482*** (-7.31)−0.3030*** (-9.42)4.8398*** (4.42)
Constant3.3115*** (19.18)0.4734*** (17.21)0.4499*** (17.34)24.2228*** (12.38)
Firm-fixed effectYESYESYESYES
Year-fixed effectYESYESYESYES
Country-fixed effectYESYESYESYES
Observations79,22878,06677,89963,387
N. Firms10,12910,10810,0848,094
R20.8110.5900.5710.772
Adjusted-R20.7830.5290.5060.738
Note(s):

The results refer to regressions for the sample of 10,212 firms. The observation period is 2002–2021. Dependent variables: in column 1 Market-to-Book, in columns 2 Idiosyncratic Risk (IR) based on a Regional four-factor model, in column 3 Idiosyncratic Risk (IR) based on a Global five-factor model, in column 4 Total Risk (TR) based on the Altman’s z-score. Models incorporate firm, year, and country fixed effects. Robust t-statistics are in parentheses. Standard errors are clustered by firm. 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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