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Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index. (2010). KONTEOS, George ; Sariannidis, Nikolaos ; LITINAS, Nicolaos ; Giannarakis, Grigoris.
In: European Research Studies Journal.
RePEc:ers:journl:v:xiii:y:2010:i:1:p:129-142.

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Cited: 8

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Cites: 33

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Cocites: 50

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  1. The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551.

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  2. Does Gender and Cultural Diversity Matter for Sustainability in Healthcare? Evidence from Global Organizations. (2023). Singh, Favil ; de Klerk, Kylie.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:15:p:11695-:d:1205461.

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  3. The Oil Price?Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Bozoklu, Seref ; Raheem, Ibrahim D.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1569-1590.

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  4. Carbon Reduction and Sustainable Investment: A Way to Sustainable Development. (2021). Nishad, Mohamed T.
    In: Energy Economics Letters.
    RePEc:asi:eneclt:2021:p:134-144.

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  6. What drives social responsibility indices returns? Macroeconomics matters. (2020). Liao, Likai ; Shih, Minghsin ; Fan, Yuwei.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:27:y:2020:i:2:p:514-524.

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  7. Exploring Arbitrage Strategies in Corporate Social Responsibility Companies. (2020). Trinidad-Segovia, Juan Evangelista ; Ramos-Requena, Jose Pedro ; Montoya-Cruz, Estefania ; Sanchez-Granero, Miguel Angel.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:16:p:6293-:d:394618.

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  8. The Significance of Corporate Social Disclosure for High‐Tech Manufacturing Companies: Focus on Employee and Community Aspects of Sustainable Development. (2017). Lawal, Emmanuel ; Stahl, Bojan ; May, Gokan.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:24:y:2017:i:4:p:295-311.

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References

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  2. Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index. (2010). KONTEOS, George ; Sariannidis, Nikolaos ; LITINAS, Nicolaos ; Giannarakis, Grigoris.
    In: European Research Studies Journal.
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  3. The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. (2009). Laakkonen, Helinä ; Lanne, Markku.
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  4. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
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  5. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
    In: Finnish Economic Papers.
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  6. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
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  12. Informed and strategic order flow in the bond markets. (2006). Vega, Clara ; Pasquariello, Paolo.
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  14. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Hansen, Lars Jul ; Andersson, Magnus.
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  19. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
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