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Інформація × Реєстраційний номер 2122U004757, Матеріали видань та локальних репозитаріїв Категорія Стаття Назва роботи Persistence in ESG and conventional stock market indices Автор Дата публікації 01-01-2022 Постачальник інформації Сумський державний університет Першоджерело https://essuir.sumdu.edu.ua/handle/123456789/87784 Видання Springer Nature Опис 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 for a large number of both developed and emerging markets. Both sets of results imply that there are no signifcant diferences between the two types of indices in terms of the degree of persistence and its dynamic behaviour. However, higher persistence is found for the emerging markets examined (especially the BRICS, i.e. Brazil, Russia, India, China and South Africa), which suggests that they are less efcient and thus ofer more opportunities for proftable trading strategies. Possible explanations for these fndings include diferent type of companies’ ‘camoufage’ and ‘washing’ (green, blue, pink, social, and Sustainable Development Goals—SDG) in the presence of rather lax regulations for ESG reporting. Додано в НРАТ 2025-05-12 Закрити
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Persistence in ESG and conventional stock market indices
Persistence in ESG and conventional stock market indices : публікація 2022-01-01; Сумський державний університет, 2122U004757
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