Publikationen des Forschungsbereichs Altersvorsorge und nachhaltige Finanzmärkte

  1. ZEWnews // 2007

    04 - 2007

  2. Referierte Fachzeitschrift // 2007

    Is there a difference? The performance characteristics of SRI equity indices

    This study analyses whether stock indices that represent socially responsible investments (SRI) exhibit a different performance compared to conventional benchmark indices. In contrast to other studies, the…

  3. ZEW Discussion Paper Nr. 07-012 // 2007

    Stale Information, Shocks and Volatility

    We propose a new approach to measuring the effect of unobservable private information or beliefs on volatility. Using high-frequency intraday data, we estimate the volatility effect of a well identified shock on…

  4. ZEWnews // 2007

    01/02 - 2007

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