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Can sustainable investment yield better financial returns : a comparative study of ESG indices and MSCI indices
Jain, Mansi; Sharma, Gagan Deep; Srivastava, Mrinalini - In: Risks : open access journal 7 (2019) 1/15, pp. 1-18
index—TRESGDX, emerging markets ESG index—TRESGEX, US large-cap ESG index—TRESGUS, Europe ESG index—TRESGEU, and those of … the usual markets, namely MSCI world index (MSCI W), MSCI All Country World Equity index (MSCI ACWI), MSCI USA index (MSCI … USA), and MSCI Europe Australasia Far East index (MSCI EAFE), MSCI Emerging Markets index (MSCI EM) and MSCI Europe index …
Persistent link: https://www.econbiz.de/10012016034
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Spillovers between Twitter Uncertainty Indexes and sector indexes : evidence from the US
El Khoury, Rim; Alshater, Muneer Maher - In: Borsa Istanbul Review 22 (2022) 5, pp. 961-974
The study examines the spillover between Twitter Uncertainty Indexes (TUI) and 10 US sectors. Our methodology is twofold: a time-varying parameter vector autoregression (TVP-VAR) to explore the dynamic connectedness among sectoral returns and a regression, mainly ordinary least squares (OLS) and...
Persistent link: https://www.econbiz.de/10013426712
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Gauging the effect of investor sentiment on cryptocurrency market : an analysis of Bitcoin currency
Mohsin, Mohammad; Naseem, Sobia; Ivaşcu, Larisa; … - In: Romanian journal of economic forecasting 24 (2021) 4, pp. 87-102
Persistent link: https://www.econbiz.de/10013407229
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How financial conditions matter differently across Latin America
Brandao Marques, Luis; Pérez Ruiz, Esther - 2017
This paper develops comparable financial conditions indices (FCIs) for the six large and most financially-integrated Latin American economies (LA6) by following Korobilis (2013) and Koop and Korobilis (2014). The main findings are as follows. First, the estimated FCIs are influenced by a...
Persistent link: https://www.econbiz.de/10011748777
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Analysis of how the european stock markets perceive the dynamics of macroeconomic indicators through the sentiment index and the purchasing managers' index
Lupu, Iulia - In: Financial studies 22 (2018) 1, pp. 32-52
in terms of the sentiment index and the purchasing managers' index. For this research, we focused on the countries of the … - November 2017. The results showed immediate reactions with a higher intensity in March 2015 for the SentiMent index and for …
Persistent link: https://www.econbiz.de/10011964937
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Impact of changes in the CSI 300 Index constituents
Wang, Chuan; Murgulov, Zoltan; Haman, Janto - In: Emerging markets review 24 (2015), pp. 13-33
Persistent link: https://www.econbiz.de/10011538524
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Social media index valuation : impact of technological, social, economic, and ethical dimensions
Arora, Amit; Arora, Anshu; Palvia, Shailendra - In: Journal of promotion management : JPM 20 (2014) 3, pp. 328-344
Persistent link: https://www.econbiz.de/10010399902
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Social media attachment : conceptualization and formative index construction
Baboo, Shabanaz; Nunkoo, Robin; Kock, Florian - In: Journal of business research : JBR 139 (2022), pp. 437-447
Persistent link: https://www.econbiz.de/10013194202
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A Twitter-Based Economic Policy Uncertainty Index for Turkey
Altuğ, Sumru; Yeşiltaş, Sevcan; Şen, Anıl; Arslan, … - 2021
uncertainty that impacts individual decisions for Turkey. We extract a Twitter-based Economic Policy Uncertainty (TEPU) Index … general public. We track the behavior of the constructed index in relation to economic and political events that are thought …
Persistent link: https://www.econbiz.de/10013321982
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Twitter-based economic policy uncertainty index for Chile
Becerra Cartes, Juan Sebastián; Sagner, Andrés - 2020
Persistent link: https://www.econbiz.de/10012439177