The comparison of socially responsible indices in Central and Eastern Europe

Janik, Bogna; Bartkowiak, Marcin

doi:10.1504/ijetm.2015.068976

Cited by 9 publications

(4 citation statements)

References 7 publications

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“…Among other papers focused specifically on emerging markets, Ortas, Moneva and Salvador (2012) examined the Brazilian Corporate Sustainability Index, while Janik and Bartkowiak (2015) investigated socially responsible indices in selected Central and Eastern European countries. More recently, Zou et al (2020) analyzed the component stocks from the SRI indices in Brazil, China and South Africa.…”

Section: Related Literaturementioning

confidence: 99%

How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies

Brzeszczyński

Gajdka

Schabek

2021

Finance Research Letters

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Section: Related Literaturementioning

confidence: 99%

How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies

Brzeszczyński

Gajdka

Schabek

2021

Finance Research Letters

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“…The identification phase began with the selection of appropriate keywords. The keywords have been selected from the corpus of references (Janik and Bartkowiak, 2015, 2022; Miralles-Quiros and Miralles-Quiros, 2017; Regucki, 2014; Sherwood and Pollard, 2018), which were allowed to appear in the title (TITLE), author keywords (KEY) or abstract (ABS) as mentioned-below in the string. The keywords “Sustainable stock market”, “sustainable stock indices”, “socially responsible investment”, “green finance” and “green indices” were input into the database.…”

Section: Data Sources and Methodsmentioning

confidence: 99%

Mapping the research on sustainable stock indices: a bibliometric review from 2001 to 2022

Seth

Singh

2023

QRFM

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Purpose This paper aims to provide a bibliometric review and visualisation analysis of the literature on Sustainable Stock Indices (SSI) between January 2001 and March 2022. The purpose of performing this bibliometric analysis is to empirically report the trend, intellectual structure, knowledge development directions and identify prospective research topics in the area of SSI. Design/methodology/approach A total of 222 publications were selected after evaluating, identifying and synthesising the extensive publications using the Preferred Reporting Items for the Systematic Reviews and Meta-Analyses (PRISMA) approach. The articles were extracted from the databases of SCOPUS, Web of Science and Google Scholar. The study uses VOSviewer and RStudio software to answer four research questions. Findings The results signify that there has been a considerable increase in the level of research considering SSI. Further, the study shows that SSI is among the top five trending keywords in the research related to finance and environment. Most papers considered as a sample for this study are based on Dow Jones Sustainable Indices. Noteworthy, very few economies are participating in this research domain, and the significant contribution is from the developed countries. Practical implications The present review paper may assist the researchers in identifying the trending research topics in this domain. It may serve as a roadmap for several further studies in the area. Originality/value This study is unique in terms of reviewing the literature based on SSI. Further, it provides a holistic view of the current trend, global position and research hotspots of SSI, which has important implications for future research.

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“…However, a comparative analysis of the Respect Index and WIG20 showed that during previous five years the Respect Index outperformed the WIG20 index (although one must remember that the Respect Index is total return index, whereas the WIG20 is a price index; thus, the returns of these indices are not fully comparable 5 ). Janik and Bartkowiak [2015] analyzed all three socially responsible indices existing currently in the CEE countries: the RESPECT, CEERIUS and VONIX indices 6 by calculating different measures related to risk-return. In the period 2010-2013 the RESPECT Index outperformed WIG20TR index in terms of daily and weekly returns (with similar standard deviations).…”

Section: Literature Review On Socially Responsible Funds and Indicesmentioning

confidence: 99%

“…The first calculation of this index on the WSE (Warsaw Stock Exchange) was performed on November 19, 2009, and included 16 companies (now 24). The main objective of the RESPECT Index is to provide investors with a synthetic, reliable tool based on international GRI (the Global Reporting Initiative) guidelines [Janik, Bartkowiak, 2015]. In other words, the goal of this project is to identify companies that traded on the WSE that are managed in sustainable and responsible way.…”

Section: Respect Index Vs Wig20trmentioning

confidence: 99%

Financial Performance of Socially Responsible Indices

Śliwiński

Łobza

2017

International Journal of Management and Economics

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This article analyzes rate-of-return and risk related to investments in socially responsible and conventional country indices. The socially responsible indices are the DJSI Korea, DJSI US and Respect Index, and the corresponding conventional country indices are the Korea Stock Exchange Composite KOSPI, Dow Jones Industrial Average and WIG20TR. We conclude that investing in the analyzed SRI indices do not yield systematically better results than investing in the respective conventional indices, both in terms of neoclassical risk and return rate.This finding suggest that socially responsible investing should be assessed in terms of behavioral economics related to the psycho-social features of investors, rather than to simplified rational choices (based only on the risk and return rate analysis) that neoclassical economics assumes.

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The comparison of socially responsible indices in Central and Eastern Europe

Cited by 9 publications

References 7 publications

How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies

How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies

Mapping the research on sustainable stock indices: a bibliometric review from 2001 to 2022

Financial Performance of Socially Responsible Indices

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