Persistence in ESG and conventional stock market indices

This paper uses R/S (Rescaled Range) analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG (Environmental, Social and Governance) and conventional stock price indices from the MSCI ((Morgan Stanley Capital International) database over the period 2007–2020 fo...

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Detalles Bibliográficos
Autores principales: Caporale, Guglielmo Maria, Gil-Alana, Luis, Plastun, Alex, Makarenko, Inna
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9076502/
http://dx.doi.org/10.1007/s12197-022-09580-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9076502/
http://dx.doi.org/10.1007/s12197-022-09580-0

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