The effect of corporate social responsibility on stock response to the S&P 500 index additions

Mountain, William

dc.contributor.advisor	Attig, Najah, 1973-
dc.creator	Mountain, William
dc.date.accessioned	2013-09-28T19:00:37Z
dc.date.available	2013-09-28T19:00:37Z
dc.date.issued	2013
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/25242
dc.description	1 online resource (iv, 30 p.) : col. ill.
dc.description	Includes abstract and appendices.
dc.description	Includes bibliographical references (p. 21-22).
dc.description.abstract	Using a sample 150 firms that were recently added to the S&P 500 Index, we investigate whether corporate social responsibility ratings alters stock response after addition to the S&P 500 Index. We define and construct an appropriate data set, taken from the years 1990 to 2010. After controlling for factors connected with the addition to the Index, our tests find no relationship between corporate social responsibility and the stock response. We conclude that our empirical analysis does not lend credence to the relevance of CSR in improving stock response to the S&P500 index addition.	en_CA
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dc.description.provenance	Made available in DSpace on 2013-09-28T19:00:37Z (GMT). No. of bitstreams: 1 mountain_william_mrp_2013.pdf: 476480 bytes, checksum: 92c93145b323e68001bb4b20c73f1920 (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	The effect of corporate social responsibility on stock response to the S&P 500 index additions	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)