This chapter concludes the study by summarizing the key findings on the role of investor behavioural biases in shaping the returns of sustainable and non-sustainable firms in the United States. The results show that both high-ESG and low-ESG firms are influenced by overconfidence and limited attention biases, though with differing magnitudes and implications (as indicated by positive vs. negative factor loadings). High-ESG firms exhibit more efficient price corrections and greater resilience during adverse market conditions, while low-ESG firms experience more persistent mispricing. The chapter highlights the contribution of the study to the behavioural finance and sustainable investing literature and underscores the importance of considering behavioural factors when evaluating ESG-based investment strategies.