How do ESG controversies moderate the nexus between ESG performance and cost of capital? Evidence from European listed companies

Author:

Hampl FilipORCID,Vágnerová Linnertová DagmarORCID

Abstract

PurposeThis study aims to investigate the effect of ESG controversies and their moderating role in ESG performance and the cost of equity and overall, short-term and long-term debt capital relationship in European listed companies.Design/methodology/approachThe study employs two-way fixed effects panel linear regression models on the balanced longitudinal dataset of 231 European non-financial companies listed in the MSCI Europe Index in 2017–2022. To check the robustness, the study utilises the fixed effects logistic regression models with heteroskedasticity-consistent standard errors.FindingsThe study reveals the significant effect of ESG performance (negative) and ESG controversies (negative) on the cost of debt capital and the substantial moderating effect of ESG controversies (positive). Additionally, it provides empirical evidence of the crossover moderating effect of ESG controversies in ESG performance and cost of equity relationship.Research limitations/implicationsThe findings contribute to corporate practice and empirically support legitimacy and stakeholder theories.Practical implicationsCompanies can utilise the results to proactively enhance their internal policies and behaviour to align with ESG practices and avoid ESG controversies, which will translate into reduced equity capital costs for shareholders and a lower cost of debt capital charged by creditors.Originality/valueTo the best of the authors’ knowledge, this is the first study to comprehensively investigate the influence of ESG controversies and their moderating effect in the context of the equity and debt capital cost for European listed companies.

Publisher

Emerald

Reference57 articles.

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