Correction to: Sustainability efforts, index recognition, and stock performance
نویسندگان
چکیده
A correction to this paper has been published: https://doi.org/10.1057/s41260-021-00216-2
منابع مشابه
The design and performance of the adaptive stock market index
The stock market index is one of the main tools used by investors and financial managers to describe the market and compare the returns on specific investments. Common approaches to index calculation rely on a company’s market value generating a weighted average as the index. This work presents new methods of computing adaptive stock market indices based on dynamical properties of the underlyin...
متن کاملReaction of Stock Market Index to Oil Price Shocks
T his study examines how oil price shocks interact with the stock market index within a nonlinear autoregressive distributed lag model in Iran. Based on quarterly data for the period from 1991 to 2017, the findings revealed statistically significant evidence of short-run and long-run asymmetric behavior of stock market index in response to the positive a...
متن کاملDoes the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms
This paper empirically analyzes the effect of the inclusion of German corporations in the Dow Jones STOXX Sustainability Index (DJSI STOXX) and the Dow Jones Sustainability World Index (DJSI World) on stock performance. In order to receive robust estimation results, we apply an (short-term) event study approach that is based on both a modern asset pricing model, namely the three-factor model ac...
متن کاملAnalysis of Environmental Sustainability Performance and its impact on the cost of equity in companies listed in Tehran Stock Exchange
Following the emergence of environmental issues and corporate responsibility to environmental performance, guidelines, principles and rules for companies are developed, which companies publish their environmental reports. The main purpose of this paper is to analyze the status of environmental sustainability reporting and its relationship with the cost of equity in listed companies in Tehran St...
متن کاملProductivity and sustainability index evaluation for Harsin dam
Abstract Water availability significantly affects development of agriculture, industry and urban services. Thus, the water industry is among the fundamental industries. Yet, most countries, especially developing countries, are suffering from water deficit, water pollution and flood hazards. These problems are more severe in Iran due to improper management of water resources. Integrated water ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Asset Management
سال: 2021
ISSN: ['1479-179X', '1470-8272']
DOI: https://doi.org/10.1057/s41260-021-00216-2