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An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States

Yıl 2017, Cilt: 7 Sayı: 3, 113 - 118, 01.09.2017

Electra Pitoska Androniki Katarachia Grigoris Giannarakis Charalampos Tsilikas

Öz

During the last decades there has been an increased interest regarding socially responsible stock indexes. However, there is a limitless literature body regarding the factors that affect these types of indexes. For this reason, this paper intends to investigate whether consumer sentiment, US dollar value to major currencies and Gold prices affecting the returns of Dow Jones Sustainability Index (DJSI) US from September 1999 to September 2016 using monthly data. The generalized autoregressive conditional heteroskedasticity model is used and revealed that consumer sentiment affect positively the DJSI US, while Gold prices and the US dollar value have a negative effect on it. The results of this study add to the international literature by providing important implications for investors and policy makers along with business manager forecasting and planning.

Anahtar Kelimeler

Dow Jones Sustainability Index Consumer Sentiment Gold US Dollar Generalized Autoregressive Conditional Heteroskedasticity Model

Yıl 2017, Cilt: 7 Sayı: 3, 113 - 118, 01.09.2017

Electra Pitoska Androniki Katarachia Grigoris Giannarakis Charalampos Tsilikas

Öz

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Ayrıntılar

Diğer ID JA35KV62VS
Bölüm Araştırma Makalesi
Yazarlar

Electra Pitoska Bu kişi benim

Androniki Katarachia Bu kişi benim

Grigoris Giannarakis Bu kişi benim

Charalampos Tsilikas Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2017
Yayımlandığı Sayı Yıl 2017 Cilt: 7 Sayı: 3

Kaynak Göster

APA Pitoska, E., Katarachia, A., Giannarakis, G., Tsilikas, C. (2017). An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. International Journal of Economics and Financial Issues, 7(3), 113-118.
AMA Pitoska E, Katarachia A, Giannarakis G, Tsilikas C. An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. IJEFI. Eylül 2017;7(3):113-118.
Chicago Pitoska, Electra, Androniki Katarachia, Grigoris Giannarakis, ve Charalampos Tsilikas. “An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States”. International Journal of Economics and Financial Issues 7, sy. 3 (Eylül 2017): 113-18.
EndNote Pitoska E, Katarachia A, Giannarakis G, Tsilikas C (01 Eylül 2017) An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. International Journal of Economics and Financial Issues 7 3 113–118.
IEEE E. Pitoska, A. Katarachia, G. Giannarakis, ve C. Tsilikas, “An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States”, IJEFI, c. 7, sy. 3, ss. 113–118, 2017.
ISNAD Pitoska, Electra vd. “An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States”. International Journal of Economics and Financial Issues 7/3 (Eylül 2017), 113-118.
JAMA Pitoska E, Katarachia A, Giannarakis G, Tsilikas C. An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. IJEFI. 2017;7:113–118.
MLA Pitoska, Electra vd. “An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States”. International Journal of Economics and Financial Issues, c. 7, sy. 3, 2017, ss. 113-8.
Vancouver Pitoska E, Katarachia A, Giannarakis G, Tsilikas C. An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. IJEFI. 2017;7(3):113-8.