title: Calendar Anomalies in Sustainable Investing: The Case of STOXX Global ESG Social Leaders Index
abstract: Calendar anomalies are well documented in traditional capital markets, but their occurrence in the context of the rapidly growing ESG (Environmental, Social, and Governance) sustainable investment segment remains almost entirely unexplored. This is particularly true for specialised social indices, creating a significant gap in the literature. To fill this gap, this study analyses four calendar anomalies (January Effect, July Effect, October Effect and December Effect) in the STOXX Global ESG Soc
journal: Sustainability