Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis

16 references·16 citing·39 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
2007The Effect of Socially Responsible Investing on Portfolio Performance851 cited
2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty553 cited
2013Oil shocks, policy uncertainty and stock market return505 cited
2006The Ethical Mutual Fund Performance Debate: New Evidence from Canada427 cited
2006Is there a Difference? The Performance Characteristics of SRI Equity Indices317 cited
2011Green and Good? The Investment Performance of US Environmental Mutual Funds275 cited
2008Global Standards and Ethical Stock Indexes: The Case of the Dow Jones Sustainability Stoxx Index238 cited
2009The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies237 cited
2004The performance of socially responsible investments: Investment funds and indices216 cited
2007The Investment Performance of Socially Responsible Investment Funds in Australia

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

169 cited

2011Australian Socially Responsible Funds: Performance, Risk and Screening Intensity159 cited

2008The Cost of Socially Responsible Investing145 cited

Cited by

2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production171 cited
2021Impact of COVID-19 pandemic on the energy markets104 cited
2019U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model103 cited
2021Revisiting the sustainable versus conventional investment dilemma in COVID-19 times81 cited
2015Performance and performance persistence of socially responsible investment funds in Europe and North America71 cited
2017Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations60 cited
2019Sustainable development and economic performance: Gaps and trends for future research52 cited
2021On the relationship between policy uncertainty and sustainable investing50 cited
2020On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework45 cited
2024Sustainable investing and financing for sustainable development: A hybrid review44 cited
2017The Performance of Socially Responsible Investments in Indonesia: A Study of the Sri Kehati Index (SKI)38 cited
2018African stock markets in the midst of the global financial crisis: Recoupling or decoupling?35 cited
2018A statistical analysis of uncertainty for conventional and ethical stock indexes34 cited
2018Predicting pension beneficiaries’ behaviour when offered a socially responsible and impact investment portfolio33 cited
2015Sustainable investment in Korea does not catch a cold when the United States sneezes33 cited
2022The role of uncertainties on sustainable stocks and green bonds28 cited