question archive Given ESG score data, daily stock return data and industry companies operate in of 14 companies for 10 years, find and explain the relationship between daily return and ESG score
Given ESG score data, daily stock return data and industry companies operate in of 14 companies for 10 years, find and explain the relationship between daily return and ESG score
Subject:EconomicsPrice: Bought3
Given ESG score data, daily stock return data and industry companies operate in of 14 companies for
10 years, find and explain the relationship between daily return and ESG score. You need to create a
categorical variable from industry variable (using dummy coding) and perform panel linear regression
with dependent variable as stock daily return and independent variable ESG score with control
variable industry. Choose which linear method applies here best (pooled, fixed, random) using
appropriate tests. Also, check for any other assumptions that need to be true to use regression model
(homoscedasticity, non-autocorrelation, etc.)
