Does the stock market value inclusion in a sustainability index? Evidence from Borsa Istanbul

MK Yilmaz, M Aksoy, E Tatoglu - Sustainability, 2020 - mdpi.com
This study examines the relationships between corporate sustainability (CS) performance of
the companies (proxied by inclusion in sustainability index) listed in Borsa Istanbul (BIST …

Investor reactions to sustainability index reconstitutions: Analysis in different institutional contexts

A Adamska, TJ Dąbrowski - Journal of Cleaner Production, 2021 - Elsevier
The paper examines the effects of institutional environments and the risk levels they
engender on investor reactions to announcements of company inclusions in and exclusions …

Is sustainability important for returns?

G Çifçi, AR Sönmez - Environment, Development and Sustainability, 2023 - Springer
Sustainability is a vivid and important issue for financial markets. The financial markets
discuss the sustainability's advantages. This study intends to reveal the nexus of …

Impact of corporate sustainability reporting practice on corporate performance: A review of literature

NO Gold, FM Taib - International Journal of Industrial …, 2020 - journal.ump.edu.my
Stakeholder pressure on corporations to adopt sustainable practice has been a subject
steering constant argument in recent times. The reason could be due to the awareness of …

[HTML][HTML] Information content of sustainability index recomposition: A synthetic portfolio approach

W Rudkin, CX Cai - International Review of Financial Analysis, 2023 - Elsevier
A firm's inclusion on the Dow Jones Sustainability Index (DJSI) signals its leadership in
Environmental, Social, and Governance (ESG). We studied the effects of DJSI inclusion …

[PDF][PDF] Predictive modeling of return volatility in sustainable investments: An in-depth analysis of ARIMA, GARCH, and ARCH techniques

G Srihari, T Kusuma, DB Chetanraj… - Investment …, 2024 - businessperspectives.org
This paper aims to forecast the stock price and analyze the return volatility of India's top
three socially responsible companies. This study used ARIMA and GARCH models to …

Does the stock market react to the sustainability index reconstitutions? Evidence from the S&P BSE 100 ESG index

P Goyal, P Soni - South Asian Journal of Business Studies, 2024 - emerald.com
Purpose Amid the growing investors' interest in environment, social and governance (ESG)
investing, the present study aims to examine the investors' reactions to the reconstitutions of …

[PDF][PDF] Forecasting and asymmetric volatility modeling of sustainability indexes in India

C Malik, S Yadav - Corporate Governance and Sustainability Review, 2020 - academia.edu
Sustainability is the new approach of corporations of the world over which is catching a lot of
attention due to its divergence from the short-term approach to the long-term horizon …

Sustainability reporting from a capital market perspective

S Arvidsson - Accounting for sustainability, 2020 - taylorfrancis.com
This chapter provides an overview of sustainability reporting from a capital market
perspective. The chapter illustrates how the capital market's view on sustainability reporting …

[PDF][PDF] A review of the literature on corporate sustainability reporting and its effect on financial performance

P Singh, S Agrawal - International journal of innovative research in …, 2022 - researchgate.net
In recent years, stakeholder pressure on firms to implement sustainable practices has
become a hot topic. This can be due to an increasing knowledge of the environment's …