Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices
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Keywordssustainability indices; socially responsible investment; index returns; financial markets; ARCH; Johansen’s cointegration; VECM;
- C - Mathematical and Quantitative Methods
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
- G3 - Financial Economics - - Corporate Finance and Governance
- M2 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Economics
- M4 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Accounting
- K2 - Law and Economics - - Regulation and Business Law
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