Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Plastun, Alex - 2021
This paper uses R/S analysis and fractional integration techniques to examine the persistence of two sets of 12 ESG and … degree of persistence and its dynamic behaviour. However, higher persistence is found for the emerging markets examined …, pink, social, and SDG) in the presence of rather lax regulations for ESG reporting …