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政大機構典藏 > 商學院 > 財務管理學系 > 期刊論文 > Item 140.119/75145

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/75145

Title:	Financial anomalies of climate change responsibility
Authors:	Lo, S.F.;Wu, Chou-Yen 吳周燕
Contributors:	財管系
Date:	2012
Issue Date:	2015-05-14 17:10:47 (UTC+8)
Abstract:	This paper investigates the financial anomalies caused by climate change related responsibility. The main purpose is to test whether anomalies occur with climate change portfolio. We investigate whether HSBC Global Climate Change Index outperform the MSCI World Index from May 2006 to May 2011. The empirical results partially support that the firms with climate change strategy are a priority when investors make investment decisions. Although the results show that the mean returns and buy-and-hold returns of HSBC Global Climate Change Index are not quite significantly higher than MSCI World Index in the whole period, HSBC Global Climate Change Index has better performance than MSCI World Index before September 2008. Other sub-indexes of HSBC Global Climate Change Index, excluding LCEP, also outperform MSCI World Index, especially before September 2008. © Shih Fang Lo, Chou Yen Wu, 2012.
Relation:	Actual Problems of Economics, 135(9), 381-392
Data Type:	article
Appears in Collections:	[財務管理學系] 期刊論文

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