Market efficiency of traditional stock market indices and social responsible indices: the role of sustainability reporting

Article English OPEN
Henry Mynhardt; Inna Makarenko; Alex Plastun;
  • Publisher: LLC “Consulting Publishing Company “Business Perspectives”
  • Journal: Investment Management & Financial Innovations (issn: 1810-4967, eissn: 1812-9358)
  • Publisher copyright policies & self-archiving
  • Identifiers: doi: 10.21511/imfi.14(2).2017.09
  • Subject: efficient market hypotheses (EMH) | social responsible indices | HG1-9999 | corporate social responsibility | long-term memory | sustainability reporting | Finance

Corporate social responsibility, disclosed in sustainability reporting, influences the financial performance of companies. As a result, traditional stock market indices (TI) are expanded with the social responsible stock market indices (SRI). The aim of this study was t... View more
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