This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and … degree of persistence and its dynamic behaviour. However, higher persistence is found for the emerging markets examined …, pink, social, and SDG) in the presence of rather lax regulations for ESG reporting …

assets because they are updated more rapidly in response to news. This paper explores persistence in high-frequency data (and … trade records) using R/S analysis and the Hurst exponent as a measure of persistence. The results show that persistence is … intraday ones are anti-persistent. In addition, persistence varies over time. These findings imply that the Efficient Market …

This paper investigates the relationships of the Bloomberg Gender Equality Index and the MSCI World Index in global …

This paper analyses the impact of the Covid-19 pandemic on the degree of persistence of European stock markets …. Specifically, it uses fractional integration methods to estimate persistence at the daily, weekly and monthly frequencies in the … not been any significant impact of the Covid-19 pandemic on the degree of persistence of the European stock market indices …

This paper uses R/S analysis and fractional integration techniques to investigate persistence in the passion investment … Carat indices) or even random (Polished Prices Diamond Index). The dynamic R/S analysis also shows that persistence is time …

This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R …/S analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the … future values), whilst during crisis period the level of persistence is increasing. These results can be informative about …

This paper investigates the degree of persistence of market fear. Specifically, two different long-memory approaches (R …/S analysis with the Hurst exponent method and fractional integration) are used to analyse persistence of the VIX index over the … properties change over time: in normal periods it exhibits anti-persistence (there is a negative correlation between its past and …

This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and …) over the sample period 2013-2017. The findings indicate that this market exhibits persistence (there is a positive …