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Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors' Commitment Towards Green Investing

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  • Debabrata Mukhopadhyay
  • Nityananda Sarkar

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  • Debabrata Mukhopadhyay & Nityananda Sarkar, 2021. "Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors' Commitment Towards Green Investing," International Econometric Review (IER), Economic Research Association, vol. 13(2), pages 41-58, June.
    • Handle: RePEc:erh:journl:v:13:y:2021:i:2:p:41-58
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    References listed on IDEAS

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    1. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
    2. Mr. Luc Eyraud & Ms. Changchang Zhang & Mr. Abdoul A Wane & Mr. Benedict J. Clements, 2011. "Who's Going Green and Why? Trends and Determinants of Green Investment," IMF Working Papers 2011/296, International Monetary Fund.
    3. Nityanda Sarkar & Debabrata Mukhopadhyay, 2005. "Testing Predictability and Nonlinear Dependence in the Indian Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(6), pages 7-44, November.
    4. van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017. "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, vol. 124(1), pages 1-21.
    5. Roxana Mihaela Sirbu & Anca Draghici & Oana Ramona Lobont & Alin Sirbu, 2015. "Debate on the Decision Making Process for Green Investments in Sustainable Development Context," Managing Intellectual Capital and Innovation for Sustainable and Inclusive Society: Managing Intellectual Capital and Innovation; Proceedings of the MakeLearn and TIIM Joint International Conference 2,, ToKnowPress.
    6. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
    7. Georg Inderst & Christopher Kaminker & Fiona Stewart, 2012. "Defining and Measuring Green Investments: Implications for Institutional Investors' Asset Allocations," OECD Working Papers on Finance, Insurance and Private Pensions 24, OECD Publishing.
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