You can create a Visualforce page using the standard list controller, and define it as a list button.
Refer this link: Adding Custom List Buttons using Standard List Controllers
These display as expected in Lightning:
You can create new actions for your objects, in the form of buttons and links, by defining them on an object. JavaScript buttons and links aren’t supported in Lightning Experience, but Visualforce (and URL) items are. The process of defining Visualforce buttons and links is identical to that in Salesforce Classic, so we won’t bother to show it here.
Don't forget the Custom Object must be Searchable in order to add your new button to the List View Search Layout.
You can then use Lightning for Visualforce (Lightning Out) to render a lightning component in your VF page if you're doing a primarily lightning component project.
Trailhead Module: Use Visualforce in Lightning Experience