The Role of ESG in M&A Announcement Returns: Global Analysis from 2002 to 2023

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School of Business | Bachelor's thesis

Date

2024

Major/Subject

Mcode

Degree programme

Rahoitus

Language

en

Pages

32

Series

Abstract

This thesis investigates the relationship between environmental, social, and governance (ESG) scores and acquirer announcement returns. Using a sample of 1,044 transactions from 2002 to 2023, it examines the link between ESG metrics and cumulative abnormal returns (CARs) around the announcement date for acquirers. For the full sample, the mean return is significant (0.39%), but ESG score grouping produce mixed results. By dividing the sample into pre- and postfinancial crisis periods, the results show that high ESG acquirers consistently perform better in the post-crisis period. When analyzing ESG dimensions individually, the governance score emerges as particularly significant in both periods. These findings align with prior research, such as Deng et al. (2013) on corporate social responsibility (CSR) and Masulis et al. (2007) on governance, highlighting the role of ESG in acquirer returns. The results remain similar after accounting for deal and firm characteristics.

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Thesis advisor

Conlin, Andrew

Keywords

merger, acqusition, ESG, CSR

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