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Purpose: The growth of socially responsible assets has been exponential over the last decade, they now account for almost a third of professional investments. As the growth persists, faith and conviction investors reshape the equity markets. To fully comprehend the impact of socially conscious...
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Similarly, to private corporations, the activity of cryptocurrencies has externalities that affect stakeholders. While environmental concerns of the mining protocol and governance issues related to market regulation have been heavily expressed, social dimensions are also crucial for users and...
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Purpose: The purpose of this article is to provide some insights on the true nature of bitcoin and to study empirically its performance by using robust models, widely used in the academic literature. Previous studies assess performance with simple measures such as the Sharpe ratio. Such...
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