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dc.contributor.authorInfante, Juan 
dc.contributor.authorRío Caballero, Marta del 
dc.contributor.authorGil Alana, Luis A.
dc.date.accessioned2023-05-11T11:32:50Z
dc.date.available2023-05-11T11:32:50Z
dc.date.issued2023
dc.identifier.citationInfante, J., del Rio, M. & Gil-Alana, L.A. Measuring Persistence in the US Equity Gender Diversity Index. Soc Indic Res 167, 175–182 (2023). https://doi.org/10.1007/s11205-023-03104-x
dc.identifier.urihttps://hdl.handle.net/20.500.12766/414
dc.description.abstractAn 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.es
dc.language.isoenges
dc.publisherSpringeres
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.titleMeasuring Persistence in the US Equity Gender Diversity Indexes
dc.typejournal articlees
dc.description.departmentEmpresaes
dc.identifier.doi10.1007/s11205-023-03104-x
dc.journal.titleSocial Indicators Researches
dc.rights.accessRightsopen accesses
dc.subject.keywordGender diversity indexes
dc.subject.keywordPersistencees
dc.subject.keywordFractional integrationes


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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
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