Registration Number
0223U005858,
(0121U100473)
, R & D reports
Title
Fractal model of Ukraine's stock market transformation: socially responsible investing to the Sustainable Development Goals achievement
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Розробка фрактальної моделі функціонування сегменту соціально відповідального інвестування на фондовому ринку України, дорожньої карти, нормативного та інформаційного забезпечення її запровадження
Head
Plastun Oleksii L., Доктор економічних наук
Registration Date
31-12-2023
Organization
Sumy State University
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development of theoretical and methodological foundations and complex interdisciplinary methodological tools for modeling the trajectory of stock market transformation by fractal analysis and creating a new segment of socially responsible investment in its architecture, development of its tools (products, technologies, infrastructure), regulatory, informational and regulatory support overcoming the investment gap in achieving the Sustainable Development Goals.
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The object of the study is the economic relations that arise between stock market participants in the process of responsible investment as a basis for financing sustainable development. The purpose of the study is to develop the theoretical and methodological foundations and comprehensive interdisciplinary methodological tools for modelling the trajectory of stock market transformation using fractal analysis methods and creating a new segment of socially responsible investment in its architecture, developing its tools (products, technologies, infrastructure), regulatory, information and regulatory support aimed at overcoming the investment gap in achieving the Sustainable Development Goals. Research methods - methods of bibliometric meta-analysis, economic and statistical (trend, dynamic and structural analysis), comparative and benchmark analysis, R/S analysis, parametric and non-parametric tests and criteria (Student's test, ANOVA analysis, Mann-Whitney, Kruskal-Wallis, Kolmogorov-Smirnoff tests, as well as Lillifors, Kramer-Von Mises, Watson, Anderson-Darling and ADF criteria and tests). Main scientific results – guidelines were developed for the formulation of a roadmap for implementing the responsible investment segment in Ukraine. This encompassed its normative and informational support, directions for the implementation of codes, and standards for regulating and incentivizing responsible investment. Principles for coordinating actions among regulators within the "split" system were proposed. Scientific and methodological foundations for benchmarking responsible investment as a means of overcoming information asymmetry in the ESG segment, enhancing the information transparency of stock market participants, and monitoring the overcoming of the investment gap in achieving CSR were suggested. A comprehensive comparison of the properties of traditional and ESG stock indices based on a fractal model was conducted. Additionally, a unified scientific and methodolo
Product Description
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Yelnikova Yuliya V.
Ahafonova Yelyzaveta O.
Artemenko Alina S.
Bulavinova Nataliia O.
Vorontsova Anna S.
Kostenko Olena M.
Lasukova Anna S.
Makarenko Inna O.
Plastun Oleksii L.
Pugovkina Yulia A.
Rudychenko Artem H.
Filatova Hanna P.
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2023-12-31
