Okuyan, H. Aydin; Deniz, Devran - 2020
Exchange Sustainability index was used as the representative of socially responsible investments and market index (BIST100) was … risk (beta) of the sustainability index is higher than 1 for all years in the data period and the fact that the beta is … higher than 1 is significant at the 95% confidence level. Also, the return of the sustainability index is higher than the …