The effect of Dow Jones Sustainability Index on Consumer Sentiment Index

The effect of Dow Jones Sustainability Index on Consumer Sentiment Index

This study intends to investigate whether stock returns affect the consumer sentiment. In particular, socially responsible companies are incorporated in the sample in order to capture the specification of socially responsible investors. For this reason, the University of Michigan Consumer Confidence...

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Bibliographic Details
Main Authors: Nikolaos Sariannidis, Grigoris Giannarakis, Xanthi Partalidou, Bakas Evangelos
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2017-03-01
Series:Investment Management & Financial Innovations
Subjects:
Consumer Confidence
Dow Jones Sustainability Index
GARCH Model
US
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/8228/imfi_2017_01_Sariannidis.pdf

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