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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 陳彥行 | zh_TW |
| dc.contributor.advisor | Yan-Shing Chen | en |
| dc.contributor.author | 翁霈宜 | zh_TW |
| dc.contributor.author | Pei-Yi Weng | en |
| dc.date.accessioned | 2024-07-02T16:11:15Z | - |
| dc.date.available | 2024-07-03 | - |
| dc.date.copyright | 2024-07-02 | - |
| dc.date.issued | 2024 | - |
| dc.date.submitted | 2024-06-25 | - |
| dc.identifier.citation | Ben-David, I., Li, J., Rossi, A., and Song, Y., 2022. What do mutual fund investors really care about? The Review of Financial Studies, 35(4), 1723–1774.
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| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/92830 | - |
| dc.description.abstract | 本研究以美國註冊上市之投資標的為股權的股票指數型基金(ETF)為樣本，研究美國反環境保護、社會責任、與公司治理(ESG)聯邦法案於參議院通過後對於ESG ETF淨資產增加量之影響。並且進一步探討法案通過之後，與基金相關的晨星評級以及網路對於該事件的討論是否提供額外的效果。差異中之差異分析之實證結果發現，在反ESG法案通過後，ESG ETF淨資產增加量顯著下降，然而投資人較不會減少購買投組碳風險評級(carbon risk rating)越高的ESG ETF，另外，網路上針對ESG或是反ESG的討論對ESG ETF淨資產增加量都沒有影響。 | zh_TW |
| dc.description.abstract | This study examines the impact on the net asset growth of environmental, social, and governance (ESG) exchange-traded funds (ETFs) listed in the United States after the passage of the anti-ESG federal bill in the US Senate. Furthermore, it explores whether Morningstar ratings and online discussions about the event provide additional effects after the passage of the bill. The empirical results from difference-in-differences analyses show that the net asset growth of ESG ETFs significantly declined following the passage of the anti-ESG bill. However, investors are less likely to reduce their purchases of ESG ETFs with higher carbon risk ratings in their portfolios. Additionally, online discussions about ESG or anti-ESG do not impact the net asset growth of ESG ETFs after the passage of the Bill. | en |
| dc.description.provenance | Submitted by admin ntu (admin@lib.ntu.edu.tw) on 2024-07-02T16:11:15Z No. of bitstreams: 0 | en |
| dc.description.provenance | Made available in DSpace on 2024-07-02T16:11:15Z (GMT). No. of bitstreams: 0 | en |
| dc.description.tableofcontents | 口試委員審定書 i
序言 ii 中文摘要 iii 英文摘要 iv 第一章 緒論 1 第二章 文獻回顧與假說 3 第三章 研究方法 7 3.1 樣本選取及資料來源 7 3.2 主模型與變數設定 7 第四章 實證結果與分析 10 4.1 樣本敘述 10 4.2 主要實證結果 11 4.3 穩健性測試 14 4.4 其他測試 16 第五章 結論 16 第六章 參考文獻 18 附錄 20 | - |
| dc.language.iso | zh_TW | - |
| dc.subject | ESG ETF | zh_TW |
| dc.subject | 反ESG聯邦法案 | zh_TW |
| dc.subject | 關鍵字搜尋指數 | zh_TW |
| dc.subject | 投資組合碳風險評級 | zh_TW |
| dc.subject | 基金淨資產增加量 | zh_TW |
| dc.subject | fund net asset growth | en |
| dc.subject | carbon risk rating | en |
| dc.subject | search volume index (SVI) | en |
| dc.subject | ESG ETF | en |
| dc.subject | Anti-ESG federal bill | en |
| dc.title | 反ESG浪潮對ESG ETF的影響：以美國市場為例 | zh_TW |
| dc.title | The Impact of the Anti-ESG Wave on ESG ETFs: A Case Study of the U.S. Market | en |
| dc.type | Thesis | - |
| dc.date.schoolyear | 112-2 | - |
| dc.description.degree | 碩士 | - |
| dc.contributor.oralexamcommittee | 邱顯比;賴慧文 | zh_TW |
| dc.contributor.oralexamcommittee | Shean-Bii Chiu;Christine W. Lai | en |
| dc.subject.keyword | 反ESG聯邦法案,ESG ETF,基金淨資產增加量,投資組合碳風險評級,關鍵字搜尋指數, | zh_TW |
| dc.subject.keyword | Anti-ESG federal bill,ESG ETF,fund net asset growth,carbon risk rating,search volume index (SVI), | en |
| dc.relation.page | 39 | - |
| dc.identifier.doi | 10.6342/NTU202401334 | - |
| dc.rights.note | 未授權 | - |
| dc.date.accepted | 2024-06-26 | - |
| dc.contributor.author-college | 管理學院 | - |
| dc.contributor.author-dept | 財務金融學系 | - |
| 顯示於系所單位： | 財務金融學系 | |
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