Investor sentiment and sustainable investment: evidence from North African stock markets

Abstract This paper examines the connectedness between investor sentiment and returns and volatility on environmental, social, and governance (ESG) indices in Morocco and Egypt. Therefore, we construct a new investor sentiment index and use weekly data from January 2018 to December 2023, along with...

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Bibliographic Details
Main Author: Ahmed El Oubani
Format: Article
Language:English
Published: SpringerOpen 2024-06-01
Series:Future Business Journal
Subjects:
Online Access:https://doi.org/10.1186/s43093-024-00349-x