Information content of sustainability index recomposition : a synthetic portfolio approach
Wanling Rudkin, Charlie X. Cai
| Year of publication: |
2023
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|---|---|
| Authors: | Qiu, Wanling ; Cai, Charlie X. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 88.2023, p. 1-14
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| Subject: | ESG | Financial event study | Sustainability index inclusion | Synthetic control | Aktienindex | Stock index | Nachhaltigkeit | Sustainability | Nachhaltige Entwicklung | Sustainable development | Portfolio-Management | Portfolio selection | Ereignisstudie | Event study | Corporate Social Responsibility | Corporate social responsibility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102676 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462264