The Sell-in-May effect in ESG indices
Year of publication: |
2022
|
---|---|
Authors: | Pavlova, Ivelina ; Whitworth, Jeff ; DeBoyrie, Maria Eugenia |
Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 48.2022, 8, p. 1221-1239
|
Subject: | Bootstrap simulation | ESG | Halloween effect | Seasonality | Sell-in-May | Simulation | Saisonale Schwankungen | Seasonal variations | Bootstrap-Verfahren | Bootstrap approach | Corporate Social Responsibility | Corporate social responsibility |
-
Are socially responsible investment funds seasonal?
Alda, Mercedes, (2023)
-
Bootstrap test for seasonal cointegrating ranks
Seong, Byeongchan, (2013)
-
Estimation of Confidence Bounds for Seasonal Adjustment Factors via the Rescaled Replicate Bootstrap
Defina, Ryan, (2021)
- More ...
-
Carry trades and sovereign CDS spreads : evidence from Asia-Pacific markets
Pavlova, Ivelina, (2015)
-
Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia, (2016)
-
Pavlova, Ivelina, (2018)
- More ...