Persistence in ESG and conventional stock market indices
Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun, Inna Makarenko
| Year of publication: |
2022
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex ; Makarenko, Inna |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 46.2022, 4, p. 678-703
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| Subject: | ESG | Fractional Integration | Long Memory | Persistence | R/S Analysis | Stock market | Aktienmarkt | Zeitreihenanalyse | Time series analysis | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment | Welt | World | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-022-09580-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442222