Table S1

Equity indices

SNSustainability equity indicesCode
1Dow Jones Africa Titans 50 IndexDJAT
2Dow Jones Islamic Market Europe IndexDJIME
3Dow Jones MENA IndexDJMENA
4Dow Jones Sustainability Asia Pacific IndexDJSAP
5Dow Jones Sustainability Europe IndexDJSE
6Dow Jones Sustainability Emerging Markets IndexDJSEM
7Dow Jones Sustainability Eurozone Region IndexDJSEZ
8Dow Jones Sustainability North America IndexDJSNA
9Dow Jones Sustainability U.S. IndexDJSUS
10Dow Jones Sustainability World IndexDJSW
11Dow Jones Sustainability World Developed IndexDJSWD
12S&P All AfricaS.PAA
13S&P BRICT IndexS.PBRICT
14S&P East AfricaS.PEA
15S&P Frontier BMI ShariahS.PFBMIS
16S&P Global BMIS.PGBMI
17S&P Latin America BMIS.PLABMI
18S&P North AfricaS.PNA
19S&P Africa Frontier Shariah IndexS.PPAFS
20S&P All Sub-Saharan Africa ex-South Africa IndexS.PSSA
Control variables (conventional equities)
1NASDAQ America IndexNAMERICAI
2NAREIT Global Real Estate IndexNAREITs
3NASDAQ ASIA IndexNASIAI
4NASDAQ BRIC IndexNBRICI
5NASDAQ Developed Markets IndexNDMI
6NASDAQ Emerging Markets IndexNEMI
7NASDAQ Europe IndexNEUROPI
8NASDAQ Eurozone IndexNEUROZI
9NASDAQ Global Market Composite IndexNGMCI
10NASDAQ 100 Volatility TargetNGVOLNDX

Source(s): Table by authors

or Create an Account

Close subscription notice
Close access options