What determines the inclusion in a sustainability stock index?
نویسندگان
چکیده
منابع مشابه
Does 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...
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ژورنال
عنوان ژورنال: Ecological Economics
سال: 2010
ISSN: 0921-8009
DOI: 10.1016/j.ecolecon.2009.10.009