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