Do Socially Responsible Indices Outperform the Market During Black Swan Events: Evidence from Indian Markets During Global Financial and COVID-19 Crises.

Do Socially Responsible Indices Outperform the Market During Black Swan Events: Evidence from Indian Markets During Global Financial and COVID-19 Crises.

Keywords: Socially responsible investing, ESG, Student’s T-test, ARCH, GARCH, performance, GREENEX, SENSEX, CARBONEX This paper aims to examine and compare the effect of black swan events on the performance of companies with strong Environmental, Social, and (Corporate) Governance (ESG) backgro...

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Bibliographic Details
Main Authors: Pranay Deshmukh, Dipasha Sharma, Pankaj Sharma
Format: Article
Language:English
Published: University of Wollongong 2022-11-01
Series:Australasian Accounting, Business and Finance Journal
Subjects:
socially responsible investing
esg
student's t-test
arch
garch
performance
greenex
sensex
carbonex
Online Access:https://ro.uow.edu.au/aabfj/vol16/iss5/2/

Internet

https://ro.uow.edu.au/aabfj/vol16/iss5/2/

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