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Journal of European Economic History
2026, Volume:7, Issue :2 : 238-248 doi: https://doi.org/10.61336/JEEH/26-2-21
Research Article
Financialization of Sustainability: ESG Signalling, Market Valuation and the New Economics of Corporate Legitimacy
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HOD & Associate Professor, Department of Commerce, Chandigarh Business School of Administration, Mohali Landran, Punjab,
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Assistant Professor, Commerce, D.L. Patel Commerce College, Vidhyanagari, Himmatnagar, Sabarkantha, Gujarat, India. Sabarkantha, Himmatnagar, Gujarat,
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Assistant Professor, Department of PG, International Institute of Business Studies, Bangalore North Bengaluru, Karnataka
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Lead Software Engineer, John Hancock Life Insurance Company,197 Clarendon Street, Boston, MA 02116 , USA
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Director Array Research Pvt Ltd
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Professor, School of Liberal Arts and Management, P P Savani University, Dhamdod, Kosamba, Surat, 394125, Gujarat, India,
Abstract

The integration of environmental, social, and governance (ESG) criteria into investment decision-making and corporate strategy has generated one of the most significant structural transformations in contemporary capitalism, creating new financial markets for ESG-linked securities, new information intermediaries rating corporate sustainability performance, and new institutional pressures on corporate management to demonstrate ESG credentials to investors, regulators, and other stakeholders. This paper investigates the financialization of sustainability through the lens of signaling theory and institutional legitimacy theory, examining how ESG ratings and disclosures function as market signals that generate measurable valuation effects independent of their underlying operational sustainability content. Using a global panel of 4,200 publicly listed firms across 48 countries and 12 years (2011–2022), we document that ESG rating upgrades generate statistically significant abnormal returns averaging 2.1 percent in the 5-day event window, while downgrades generate negative abnormal returns of -3.4 percent, with the valuation effects more pronounced for firms in high-ESG-salience institutional environments. Critically, we find that the information content of ESG rating changes differs systematically by rating agency, with inter-rater disagreement across the major ESG data providers generating significant valuation dispersion that is inconsistent with ESG ratings conveying precise information about underlying sustainability performance. We introduce the concept of ESG signaling efficiency the degree to which ESG disclosures and ratings accurately reflect operational sustainability characteristics and develop an empirical measure of this efficiency at the firm-year level. The analysis reveals that the financialization of sustainability has generated a market equilibrium in which ESG signaling quality is highly heterogeneous, creating opportunities for sophisticated investors to exploit ESG signal mismatch while raising systemic concerns about the social welfare implications of resource allocation driven by informationally noisy sustainability signals.

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