Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators

Detalhes bibliográficos
Autor(a) principal: Fernandes, Anderson Rocha de Jesus
Data de Publicação: 2018
Outros Autores: Fonseca, Simone Evangelista, Cunha, Cristiana Lara
Tipo de documento: Artigo
Idioma: por
eng
Título da fonte: Revista Administração em Diálogo
Texto Completo: https://revistas.pucsp.br/index.php/rad/article/view/33686
Resumo: This study presents an analysis of performance and randomness of the sustainability’s series indexes concerning to prices of the major stock exchanges worldwide. The approach was performed by applying a variance ratio test in order to evaluate the autocorrelation of each series. Historical data of the ISE, DJSI, FTSE4Good and JSE SRI Indexes were used. Those indexes belong, respectively, to the stock exchanges of São Paulo, New York, London and Johannesburg. The information was collected in the Wall Street Journal database. The results indicated that there is no evidence of the indices’ series randomness. Sustainability indexes have different variances when compared to the main indices, however, are lower only for ISE and FTSE4Good.
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spelling Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance IndicatorsResponsabilidade Social e Influências sobre Retornos de Cotações: Um Estudo Acerca do Desempenho de Índices de SustentabilidadeSustainabilityPerformanceRandomness.SustentabilidadeDesempenhoAleatoriedade.This study presents an analysis of performance and randomness of the sustainability’s series indexes concerning to prices of the major stock exchanges worldwide. The approach was performed by applying a variance ratio test in order to evaluate the autocorrelation of each series. Historical data of the ISE, DJSI, FTSE4Good and JSE SRI Indexes were used. Those indexes belong, respectively, to the stock exchanges of São Paulo, New York, London and Johannesburg. The information was collected in the Wall Street Journal database. The results indicated that there is no evidence of the indices’ series randomness. Sustainability indexes have different variances when compared to the main indices, however, are lower only for ISE and FTSE4Good.Este estudo apresenta uma análise do desempenho e da aleatoriedade de séries de cotações de índices de sustentabilidade das principais bolsas de valores mundiais. A abordagem foi realizada através da aplicação de teste de razão de variância no qual foram avaliadas a correlação serial das séries. Foram utilizadas séries históricas dos índices ISE, DJSI, FTSE4Good e JSE SRI, respectivamente, das bolsas de valores de São Paulo, Nova York, Londres e Johanesburgo. As informações foram coletadas na base de dados do Wall Street Journal. Os resultados indicaram que não há evidências de que as séries dos índices sejam aleatórias. Os índices de sustentabilidade têm variâncias diferentes quando comparados aos índices principais, contudo, são menores somente para ISE e FTSE4Good.Pontifícia Universidade Católica de São Paulo, Brasil2018-01-01info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfapplication/pdfhttps://revistas.pucsp.br/index.php/rad/article/view/3368610.23925/2178-0080.2017v20i1.33686Management in Dialogue Review; Vol. 20 No. 1 (2018): January - April; 25-39Revista Administração em Diálogo - RAD; v. 20 n. 1 (2018): Janeiro - Abril; 25-392178-0080reponame:Revista Administração em Diálogoinstname:Pontifícia Universidade Católica de São Paulo (PUC-SP)instacron:PUC_SPporenghttps://revistas.pucsp.br/index.php/rad/article/view/33686/24748https://revistas.pucsp.br/index.php/rad/article/view/33686/24889Copyright (c) 2018 Revista Administração em Diálogo - RADinfo:eu-repo/semantics/openAccessFernandes, Anderson Rocha de JesusFonseca, Simone EvangelistaCunha, Cristiana Lara2019-10-14T23:29:41Zoai:ojs.pkp.sfu.ca:article/33686Revistahttps://revistas.pucsp.br/index.php/rad/indexPRIhttps://revistas.pucsp.br/index.php/rad/oairadpucsp@gmail.com | serralvo@pucsp.br | radposadm@pucsp.br2178-00802178-0080opendoar:2019-10-14T23:29:41Revista Administração em Diálogo - Pontifícia Universidade Católica de São Paulo (PUC-SP)false
dc.title.none.fl_str_mv Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
Responsabilidade Social e Influências sobre Retornos de Cotações: Um Estudo Acerca do Desempenho de Índices de Sustentabilidade
title Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
spellingShingle Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
Fernandes, Anderson Rocha de Jesus
Sustainability
Performance
Randomness.
Sustentabilidade
Desempenho
Aleatoriedade.
title_short Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
title_full Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
title_fullStr Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
title_full_unstemmed Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
title_sort Social Responsibility and Influences on Finantial Returns: A Study on the Sustainability Performance Indicators
author Fernandes, Anderson Rocha de Jesus
author_facet Fernandes, Anderson Rocha de Jesus
Fonseca, Simone Evangelista
Cunha, Cristiana Lara
author_role author
author2 Fonseca, Simone Evangelista
Cunha, Cristiana Lara
author2_role author
author
dc.contributor.author.fl_str_mv Fernandes, Anderson Rocha de Jesus
Fonseca, Simone Evangelista
Cunha, Cristiana Lara
dc.subject.por.fl_str_mv Sustainability
Performance
Randomness.
Sustentabilidade
Desempenho
Aleatoriedade.
topic Sustainability
Performance
Randomness.
Sustentabilidade
Desempenho
Aleatoriedade.
description This study presents an analysis of performance and randomness of the sustainability’s series indexes concerning to prices of the major stock exchanges worldwide. The approach was performed by applying a variance ratio test in order to evaluate the autocorrelation of each series. Historical data of the ISE, DJSI, FTSE4Good and JSE SRI Indexes were used. Those indexes belong, respectively, to the stock exchanges of São Paulo, New York, London and Johannesburg. The information was collected in the Wall Street Journal database. The results indicated that there is no evidence of the indices’ series randomness. Sustainability indexes have different variances when compared to the main indices, however, are lower only for ISE and FTSE4Good.
publishDate 2018
dc.date.none.fl_str_mv 2018-01-01
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://revistas.pucsp.br/index.php/rad/article/view/33686
10.23925/2178-0080.2017v20i1.33686
url https://revistas.pucsp.br/index.php/rad/article/view/33686
identifier_str_mv 10.23925/2178-0080.2017v20i1.33686
dc.language.iso.fl_str_mv por
eng
language por
eng
dc.relation.none.fl_str_mv https://revistas.pucsp.br/index.php/rad/article/view/33686/24748
https://revistas.pucsp.br/index.php/rad/article/view/33686/24889
dc.rights.driver.fl_str_mv Copyright (c) 2018 Revista Administração em Diálogo - RAD
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2018 Revista Administração em Diálogo - RAD
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
application/pdf
dc.publisher.none.fl_str_mv Pontifícia Universidade Católica de São Paulo, Brasil
publisher.none.fl_str_mv Pontifícia Universidade Católica de São Paulo, Brasil
dc.source.none.fl_str_mv Management in Dialogue Review; Vol. 20 No. 1 (2018): January - April; 25-39
Revista Administração em Diálogo - RAD; v. 20 n. 1 (2018): Janeiro - Abril; 25-39
2178-0080
reponame:Revista Administração em Diálogo
instname:Pontifícia Universidade Católica de São Paulo (PUC-SP)
instacron:PUC_SP
instname_str Pontifícia Universidade Católica de São Paulo (PUC-SP)
instacron_str PUC_SP
institution PUC_SP
reponame_str Revista Administração em Diálogo
collection Revista Administração em Diálogo
repository.name.fl_str_mv Revista Administração em Diálogo - Pontifícia Universidade Católica de São Paulo (PUC-SP)
repository.mail.fl_str_mv radpucsp@gmail.com | serralvo@pucsp.br | radposadm@pucsp.br
_version_ 1837632610502705152

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