@article{20.500.12766/414,
year = {2023},
url = {https://hdl.handle.net/20.500.12766/414},
abstract = {An analysis of the SPDR SSGA Gender Diversity Index ETF using fractional integration
or I(d) techniques and daily data from 8 March 2016 to 8 January 2021, reveals that the
series is highly persistent with an order of integration smaller than, though very close to
1. However, when estimating d recursively across subsamples, two peaks can be observed.
The frst peak appears in the sample with 679 observations (ending at 26 December 2018)
and the second one occurs in the sample with 974 observations and ending at 28 February
2020, which shows the most signifcant change in d, moving from values within the I(1)
interval to values signifcantly above 1. The fndings indicate that the Covid-19 pandemic
has had a signifcant impact on the persistence of the SPDR SSGA Gender Diversity Index
ETF, increasing its magnitude and thus the level of persistence.},
publisher = {Springer},
title = {Measuring Persistence in the US Equity Gender Diversity Index},
doi = {10.1007/s11205-023-03104-x},
journal = {Social Indicators Research},
keywords = {Gender diversity index},
keywords = {Persistence},
keywords = {Fractional integration},
author = {Infante, Juan and Río Caballero, Marta del and Gil Alana, Luis A.},
}