| dc.contributor | 財管系 | |
| dc.creator (作者) | Lo, S.F.;Wu, Chou-Yen | |
| dc.creator (作者) | 吳周燕 | zh_TW |
| dc.date (日期) | 2012 | |
| dc.date.accessioned | 14-May-2015 17:10:47 (UTC+8) | - |
| dc.date.available | 14-May-2015 17:10:47 (UTC+8) | - |
| dc.date.issued (上傳時間) | 14-May-2015 17:10:47 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75145 | - |
| dc.description.abstract (摘要) | 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. | |
| dc.format.extent | 176 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Actual Problems of Economics, 135(9), 381-392 | |
| dc.title (題名) | Financial anomalies of climate change responsibility | |
| dc.type (資料類型) | article | en |
