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Do ESG Ratings Influence Stock Price Volatility?: A Panel Data Study of OMXS30 Firms
Jönköping University, Jönköping International Business School.
Jönköping University, Jönköping International Business School.
2025 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

In recent years, ESG (Environmental, Social, and Governance) factors have gained prominence as potential indicators of corporate responsibility and long-term financial stability. This study investigates the relationship between ESG performance and stock price volatility among firms listed on the Swedish OMXS30 index from 2005 to 2023. Using a panel data regression approach and controlling for firm-specific characteristics, macroeconomic variables, and broader economic shifts, the research examines whether changes in ESG scores influence market stability. Contrary to much of the previous literature, the findings reveal no statistically significant relationship between ESG ratings and stock price volatility in this context. These results highlight the complexity of assessing ESG’s financial impact and underscore the importance of further research into the contextual and methodological factors that shape this relationship. 

Place, publisher, year, edition, pages
2025. , p. 60
Keywords [en]
ESG, Stock Price Volatility, Panel Data Analysis, OMXS30, Sustainable Finance.
National Category
Business Administration
Identifiers
URN: urn:nbn:se:hj:diva-68162OAI: oai:DiVA.org:hj-68162DiVA, id: diva2:1964741
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Available from: 2025-06-18 Created: 2025-06-05 Last updated: 2025-10-13Bibliographically approved

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CiteExportLink to record
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Citation style
  • apa
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  • de-DE
  • en-GB
  • en-US
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  • nn-NB
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  • Other locale
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Output format
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