Volatility Analysis of Sustainability-Themed Japanese Equity Indices
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Keywords
SV model; Sustainability themed Indices; Gender Diversity; Greenhouse Gas(GHG) emissions; Market Anomaly (asymmetry effect; holiday effect; turn of the month effect);All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- M14 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Corporate Culture; Diversity; Social Responsibility
- Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DEM-2022-07-18 (Demographic Economics)
- NEP-ENE-2022-07-18 (Energy Economics)
- NEP-ENV-2022-07-18 (Environmental Economics)
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