Market efficiency and sectoral heterogeneity in the BSE 100 ESG Index: a time-series and Fama–French factor approach
This study examines the weak-form market efficiency, factor-driven return behaviour and sectoral financial performance of the BSE 100 ESG Index in India. The study adopts a quantitative research design using secondary data. Monthly-closing values of the index from October 2017 to November 2025 were analysed...