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Stock-picking and style-timing abilities: a comparative analysis of conventional and socially responsible mutual funds in the US market
16 references·1 citing·32 second hop
Stock-picking and style-timing abilities: a comparative analysis of conventional and socially responsible mutual funds in the US market (2013)Stock-picking and style-timing abilities:…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…The price of ethics and stakeholder governance: The performance of socially responsible mutual funds (2008)The price of ethics and stake…The Ethical Mutual Fund Performance Debate: New Evidence from Canada (2006)The Ethical Mutual Fund Perfo…Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Evaluating the Performance of…International evidence on ethical mutual fund performance and investment style (2004)International evidence on eth…On Mutual Fund Investment Styles (2002)On Mutual Fund Investment Sty…European Mutual Fund Performance (2002)European Mutual Fund Performa…On the Timing Ability of Mutual Fund Managers (2001)On the Timing Ability of Mutu…Socially Responsible Mutual Funds (corrected) (2000)Socially Responsible Mutual F…Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance (1998)Conditioning Manager Alphas o…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…Portfolio Selection (1952)Portfolio SelectionCan Socially Responsible Investments Be Compatible with Financial Performance? A Meta‐analysis (2019)Can Socially Responsible Inve…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Corporate Governance and Equity Prices (2003)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)The effects of environmental, social and governance disclosures and performance on firm value: A review of the literature in accounting and finance (2017)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Modern Portfolio Theory and Investment Analysis. (1982)Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)The importance of nongovernmental organizations (NGOs) in global governance and value creation: an international business research agenda (2004)The determinants of corporate sustainability performance (2009)Socially responsible funds and market crises (2014)Multifactor Explanations of Asset Pricing Anomalies (1996)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Mutual Fund Attributes and Investor Behavior (2007)The stocks at stake: Return and risk in socially responsible investment (2008)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1952Portfolio Selection4,609 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,150 cited
  • 2008The price of ethics and stakeholder governance: The performance of socially responsible mutual funds836 cited
  • 2000Socially Responsible Mutual Funds (corrected)714 cited
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  • 1998Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance430 cited
  • 2006The Ethical Mutual Fund Performance Debate: New Evidence from Canada427 cited
  • 2005Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis

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398 cited
  • 2002On Mutual Fund Investment Styles397 cited
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    • 2019Can Socially Responsible Investments Be Compatible with Financial Performance? A Meta‐analysis34 cited