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Journal of Economics, Management and Trade, ISSN: 2456-9216, ISSN: 2278-098X (Past),Vol.: 21, Issue.: 1


Corporate Green CSR Trading Management based on a Metadata Analysis


Vasiliki A. Basdekidou1*

1Aristotle University of Thessaloniki / ELKE, University Campus, Egnatia Road, 541 24 Thessaloniki, Greece.

Article Information
(1) Robert Mauritius Kunst, Professor of Economics, University of Vienna, Austria.
(2) Kamarulzaman Ab. Aziz, Director, Entrepreneur Development Centre, Multimedia University, Persiaran Multimedia, 63100 Cyberjaya, Malaysia.
(1) Sylvie Formánková, Mendel University, Czech Republic.
(2) G. Srinivasa Rao, Aditya Institute of P G Studies, Adikavi Nannaya University, India.
Complete Peer review History: http://www.sciencedomain.org/review-history/23495


The current article is about a new management approach introduced as “corporate green CSR trading management”, and particularly useful in managing the trading of the green CSR firms as benchmark. The subject is important because now-a-days green companies have grown in popularity in US stock markets and many fund managers include them in trading portfolios. The principal target is to introduce a framework for personalized market strategies when trading CSR firms. So, the concept “corporate green CSR trading management” is defined initially as an innovative concept benchmarked a 3-d array and then the dimensions, functionalities, and trading returns of this array are discussed. Article reasons that, in no-way and sidelong markets hedge funds profit from the proposed trading management concept at the expense of long-term investors and swing traders. Similarly in bull/bear markets, short-term traders and institutions profit at the expense of hedge funds. As paper’s contribution could be regarded the empirically-tested conclusion that, after the incorporation of the “corporate green CSR trading management” in trading management tactics: (i) in sidelong markets trading, hedge fund money accumulates  profit entirely with overnight-positions in ethical CSR ETFs; while (ii) in bull/bear markets trading, the profit occurs in day-trading on non-ethical 3x ETF traded mainly by short-term traders and institutions. Finally, the best results in all cases are received by CSR ETFs in no-way and sidelong markets after employing an overnight-position return trading strategy based on the proposed utility.

Keywords :

Green management; trading management; CSR; trading metadata; green governance.

Full Article - PDF    Page 1-12

DOI : 10.9734/JEMT/2018/39339

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