The impact of global risk on the performance of socially responsible and conventional stock indices

Paweł Śliwiński , Maciej Łobza

Abstract

The purpose of this paper is to analyze financial investment perfor-mance of socially responsible vs. respective conventional indices in the periods of high, low and unidentified global risk. Therefore, a following research hypothesis was verified: SR indices perform financially better in high-risk periods than in low-risk periods. This hypoth-esis is justified by the assumption that, when selecting SRI, investors go by a longer invest-ment horizon than they do when selecting other investments, not subject to such verification.
Author Paweł Śliwiński (WGM / KFM)
Paweł Śliwiński,,
- Department of International Finance
, Maciej Łobza (UEP)
Maciej Łobza,,
- Poznań University of Economics and Business
Journal seriesEquilibrium, ISSN 1689-765X, e-ISSN 2353-3293, (B 14 pkt)
Issue year2017
Vol12
No4
Pages657-674
Publication size in sheets0.85
Keywords in Englishsocially responsible investments (SRI), socially responsible indices, investment performance, financial global risk
DOIDOI:10.24136/eq.v12i4.34
URL http://economic-research.pl/Journals/index.php/eq/article/view/629
Languageen angielski
Score (nominal)14
Score sourcejournalList
ScoreMinisterial score = 14.0, 23-03-2020, ArticleFromJournal
Publication indicators WoS Citations = 4
Citation count*9 (2020-09-08)
Cite
Share Share

Get link to the record


* presented citation count is obtained through Internet information analysis and it is close to the number calculated by the Publish or Perish system.
Back
Confirmation
Are you sure?