In this chapter, the main findings of this study will be discussed, supported by theoretical reasoning. The findings show that both portfolios are influenced by overconfidence and limited attention biases, though with markedly different effects. High-ESG firms exhibit positive loadings on the FIN and PEAD factors, indicating more efficient price corrections, whereas low-ESG firms display negative loadings, suggesting persistent mispricing and higher arbitrage frictions. The analysis further reveals that behavioural biases intensify during bull markets and weaken in bear markets. High-ESG portfolios also demonstrate lower sensitivity to market movements, providing greater downside protection during periods of market stress.