International Journal For Multidisciplinary Research

E-ISSN: 2582-2160   •   Impact Factor: 9.24

A Widely Indexed Open Access Peer Reviewed Multidisciplinary Bi-monthly Scholarly International Journal

Call for Paper Volume 6 Issue 4 July-August 2024 Submit your research before last 3 days of August to publish your research paper in the issue of July-August.
Submit Research Paper Join as a Reviewer

Plagiarism is checked by the leading plagiarism checker TurnItIn

Call for Paper

Volume 6 Issue 4
July-August 2024

Submit your research paper

Indexing Partners
Academia Advanced Sciences Index Bielefeld Academic Search Engine CiteSeer DRJI Google Scholar Independent Search Engine & Directory Network ISI (International Scientific Indexing) Issuu Mendeley Research Networks
RefSeek ResearcherId - Thomson Reuters ResearchGate Scirus Scribd Semantic Scholar UTeM - Universiti Teknikal Malaysia Melaka Wiki for Call for Papers WorldCat Zenodo

Comparative Study of Sustainability Indices and Traditional Indices Performance during Covid-19 Period

Author(s) Shubham Mittal
Country India
Abstract Environment, Social, and Governance have become three major pillars that depict the sustainability of any organization. Organizations are striving hard to get good rankings for their Environmental, Social & Governance reporting practices. The practices not only show the responsible citizenship behavior of the organization but also impact its financial performance in the long run. The current study mainly aims to identify, measure, and quantify the market efficiency of Sustainability Indices over Traditional Indices, keeping in view the prominence of increased sustainability reporting by various businesses. The study has considered four benchmark indices and two sustainability indices and the data evaluated covers a period of 2 years in both pre and post-Covid era. Computed volatility for the sustainability index was 8.85 and 51.62 respectively in the Pre-Covid 19 and the Post Covid-19 respectively; corresponding results for the equivalent index from the Bombay Stock Exchange were 519 and 3019 for the Pre-Covid-19 and Post-Covid-19 respectively. Sustainability indices performed more efficiently in the post-Covid era than in the pre-Covid era in the portrayal of results, signifying that investors have leaned towards the sustainability-based Indices in the aftermath of Covid, thereby suggesting that such portfolios can be considered the future catalyst of investing.
Keywords Environment, Social & Governance, Market efficiency, Hurst Analysis, Covid-19, Exchange Traded Funds and Mutual Funds, India.
Field Sociology > Banking / Finance
Published In Volume 6, Issue 3, May-June 2024
Published On 2024-06-17
Cite This Comparative Study of Sustainability Indices and Traditional Indices Performance during Covid-19 Period - Shubham Mittal - IJFMR Volume 6, Issue 3, May-June 2024. DOI 10.36948/ijfmr.2024.v06i03.22686
DOI https://doi.org/10.36948/ijfmr.2024.v06i03.22686
Short DOI https://doi.org/gt2b9b
View / Download PDF File

Share this



E-ISSN 2582-2160
CrossRef

CrossRef DOI is assigned to each research paper published in our journal.

IJFMR DOI prefix is
10.36948/ijfmr

Downloads
Research Paper Format Copyright Permission Form and Undertaking Form Cover Page Vol 6 Isu 4 Cover Page Vol 6 Isu 3 Cover Page Vol 6 Isu 2

All research papers published on this website are licensed under Creative Commons Attribution-ShareAlike 4.0 International License, and all rights belong to their respective authors/researchers.

CC-BY-SA Open Access

About IJFMR
Fees & Payment
Current Issue
Publication Archive 		Submit Research Paper
Track Submission Status
Publication Guidelines
Publication Ethics
Peer Review & Plagiarism 		Join as a Reviewer
Editors & Reviewers
Reviewer Referral Program
Get Reviewer Membership Certi. 		Website/Journal Policies
Usage Policy
Content Policies
Privacy Policy
Contact Us +91-9898-5948-55 editor@ijfmr.com