Measuring Persistence in the US Equity Gender Diversity Index

An analysis of the SPDR SSGA Gender Diversity Index ETF using fractional integration or I(d) techniques and daily data from 8 March 2016 to 8 January 2021, reveals that the series is highly persistent with an order of integration smaller than, though very close to 1. However, when estimating d recur...

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Detalles Bibliográficos
Autores principales: Infante, Juan, del Rio, Marta, Gil-Alana, Luis A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Netherlands 2023
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10074360/
https://www.ncbi.nlm.nih.gov/pubmed/37304452
http://dx.doi.org/10.1007/s11205-023-03104-x

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10074360/
https://www.ncbi.nlm.nih.gov/pubmed/37304452
http://dx.doi.org/10.1007/s11205-023-03104-x

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