The impact of environmental, social and governance index on firm value: Evidence from Malaysia

In this study we investigates the relationship of environmental, social and governance (ESG) practices and the consequences related to their disclosure on the firm's value. Our data is extracted from the final accounts of 122 firms listed on Bursa Malaysia over the period 2011 to 2019 with 1098...

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Main Authors: Muhammad, Sadiq, Jaspal, S. J. S. *, Muhammad, Raza, Shafi, M.
Format: Article
Published: EconJournals 2020
Subjects:
Online Access:http://eprints.sunway.edu.my/1406/
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author Muhammad, Sadiq
Jaspal, S. J. S. *
Muhammad, Raza
Shafi, M.
author_facet Muhammad, Sadiq
Jaspal, S. J. S. *
Muhammad, Raza
Shafi, M.
author_sort Muhammad, Sadiq
building SU Institutional Repository
collection Online Access
description In this study we investigates the relationship of environmental, social and governance (ESG) practices and the consequences related to their disclosure on the firm's value. Our data is extracted from the final accounts of 122 firms listed on Bursa Malaysia over the period 2011 to 2019 with 1098 observations. We used three instrumental variables in this study in order to find the endogeneity of ESG performance namely, the existence of a CSR committee on the Board of directors, dispersion of forecasted earnings and finally the ownership concentration of the firm. We used three first stage regression models related to ESG disclosure and the interaction between the strength, concern, and disclosure of ESG. Besides that, we also use the second stage regression to investigate the insider effects of ESG activities and ESG disclosure. Our results are consistent with the approach that indicate that ESG strength increases firm value whereas ESG disclosure and ESG concern decreases the firm value. Most importantly, this study finds that ESG disclosures can play the role by which a firm can reduce the negative effect of weakness and improve the positive effect of strength.
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spelling sunway-14062020-10-08T01:15:54Z http://eprints.sunway.edu.my/1406/ The impact of environmental, social and governance index on firm value: Evidence from Malaysia Muhammad, Sadiq Jaspal, S. J. S. * Muhammad, Raza Shafi, M. HF5601 Accounting In this study we investigates the relationship of environmental, social and governance (ESG) practices and the consequences related to their disclosure on the firm's value. Our data is extracted from the final accounts of 122 firms listed on Bursa Malaysia over the period 2011 to 2019 with 1098 observations. We used three instrumental variables in this study in order to find the endogeneity of ESG performance namely, the existence of a CSR committee on the Board of directors, dispersion of forecasted earnings and finally the ownership concentration of the firm. We used three first stage regression models related to ESG disclosure and the interaction between the strength, concern, and disclosure of ESG. Besides that, we also use the second stage regression to investigate the insider effects of ESG activities and ESG disclosure. Our results are consistent with the approach that indicate that ESG strength increases firm value whereas ESG disclosure and ESG concern decreases the firm value. Most importantly, this study finds that ESG disclosures can play the role by which a firm can reduce the negative effect of weakness and improve the positive effect of strength. EconJournals 2020 Article PeerReviewed Muhammad, Sadiq and Jaspal, S. J. S. * and Muhammad, Raza and Shafi, M. (2020) The impact of environmental, social and governance index on firm value: Evidence from Malaysia. International Journal of Energy Economics and Policy, 10 (5). pp. 555-562. ISSN 2146-4553 https://ideas.repec.org/s/eco/journ2.html https://ideas.repec.org/a/eco/journ2/2020-05-65.html
spellingShingle HF5601 Accounting
Muhammad, Sadiq
Jaspal, S. J. S. *
Muhammad, Raza
Shafi, M.
The impact of environmental, social and governance index on firm value: Evidence from Malaysia
title The impact of environmental, social and governance index on firm value: Evidence from Malaysia
title_full The impact of environmental, social and governance index on firm value: Evidence from Malaysia
title_fullStr The impact of environmental, social and governance index on firm value: Evidence from Malaysia
title_full_unstemmed The impact of environmental, social and governance index on firm value: Evidence from Malaysia
title_short The impact of environmental, social and governance index on firm value: Evidence from Malaysia
title_sort impact of environmental, social and governance index on firm value: evidence from malaysia
topic HF5601 Accounting
url http://eprints.sunway.edu.my/1406/
http://eprints.sunway.edu.my/1406/
http://eprints.sunway.edu.my/1406/