Hofstede's cultural dimensions and the relationship between ESG performance and firm values

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Volume Title

School of Business | Master's thesis

Date

2022

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

113+36

Series

Abstract

This thesis aims at exploring the linkage between corporate ESG conduct and relative financial performance. Achieving that involves examining a panel data sample of 30,030 observations from 2,730 companies over 48 countries. According to the results, the ESG-firm value connection is significant and positive yet humble. Therefore, enterprises should be conscious but only focus on ESG investments when benefits justify costs. Similar findings are observed for E and S pillars of ESG when investigated separately but no significant relation is found for G pillar. Dimensions of Hofstede are then employed to look into how culture moderate the relationship between sustainability activities and organizational values. Among the six dimensions, individualism and masculinity heighten the favourable association, power distance, long-term orientation and indulgence weaken such link whilst uncertainty avoidance has no significant effects. Modifying ESG mechanisms based on national cultures is hence generally beneficial although the gains could be quite minimal. The thesis contributes to the existing literature by studying ESG ratings with a controversy overlay to avoid overstating the sustainable performance of firms. Moreover, this thesis is the first to investigate three ESG pillars in different regressions for ease of comparison and also the only paper which takes into consideration moderating impacts of all six dimensions of Hofstede.

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Thesis advisor

Kaustia, Markku

Keywords

ESG, firm value, national culture, HLM

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