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

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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.)
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