A1057
Title: Exploring the linkages between ESG ETFs and ESG indices: A weighting analysis
Authors: Tsung-Han Ke - National Chi Nan University (Taiwan) [presenting]
Hung-Chun Huang - National Chi Nan University (Taiwan)
Hsin-Yu Shih - National Chi Nan University (Taiwan)
Jing-Yuan Zhang - Tunghai Universuty (Taiwan)
Hsuan Chu Huang - Tunghai university (Taiwan)
Abstract: Environmental, social, and governance (ESG) investing has gained significant traction in recent years, driven by growing investor interest in sustainable and responsible investment strategies. ESG ETFs have emerged as a popular vehicle for ESG investing, offering investors diversified exposure to companies with strong ESG practices. However, the relationship between ESG ETFs and ESG indices remains an area of active research. The aim is to investigate the linkages between ESG ETFs and ESG indices, with a particular focus on the weighting of ESG factors. A quantitative approach is employed, utilizing data on ESG ETFs and ESG indices from various sources. The analysis will involve examining the correlation between ESG ETF returns and ESG index performance, as well as assessing the impact of different ESG factor weightings on ESG ETF performance. The relationship between ESG indices and global semiconductor innovation momentum is also investigated. The findings provide valuable insights into the potential influence of ESG considerations on corporate innovation strategies in the semiconductor industry.
