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Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis
16 references·16 citing·37 second hopsampled
Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Evaluating the Performance of Ethical and…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…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…Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Performance Persistence (1995)Performance PersistenceGreen and competitive: ending the stalemate (1995)Green and competitive: ending…Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios (1993)Efficiency with Costly Inform…Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)Doing Well While Doing Good? …Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)Mutual Fund Performance: An A…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…Stock returns and the weekend effect (1980)Stock returns and the weekend…A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)A critique of the asset prici…Mutual Fund Performance (1966)Mutual Fund PerformanceESG controversies and controversial ESG: about silent saints and small sinners (2020)ESG controversies and controv…The Effects of Corporate and Country Sustainability Characteristics on The Cost of Debt: An International Investigation (2016)The Effects of Corporate and …Measuring the Level and Risk of Corporate Responsibility - An Empirical Comparison of Different ESG Rating Approaches (2014)Measuring the Level and Risk …Ethical requirement and financial interest: a literature review on socially responsible investing (2014)Ethical requirement and finan…Islamic mutual funds' financial performance and international investment style : evidence from 20 countries (2011)Islamic mutual funds' financi…Green and Good? The Investment Performance of US Environmental Mutual Funds (2011)Green and Good? The Investmen…A tale of values-driven and profit-seeking social investors (2011)A tale of values-driven and p…Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China (2010)Corporate Social Responsibili…The Performance of Socially Responsible Mutual Funds: The Role of Fees and Management Companies (2009)The Performance of Socially R…Segmenting socially responsible mutual fund investors (2009)Segmenting socially responsib…The Performance of European Socially Responsible Funds (2008)The Performance of European S…Incorporating sustainability criteria into credit risk management (2008)Incorporating sustainability …The effect of environmental and social performance on the stock performance of european corporations (2007)The effect of environmental a…Does sustainability reporting improve corporate behaviour?: Wrong question? Right time? (2006)Does sustainability reporting…Corporate social responsibility and financial performance (2005)Corporate social responsibili…The performance of socially responsible investments: Investment funds and indices (2004)The performance of socially r…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)The Behavior of Stock-Market Prices (1965)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives in Elimination Tournaments (1985)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Cross-Section of Expected Stock Returns (1992)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Returns from Investing in Equity Mutual Funds 1971 to 1991 (1995)An Engine, Not a Camera (2006)WHY COMPANIES GO GREEN: A MODEL OF ECOLOGICAL RESPONSIVENESS. (2000)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)Corporate Social Responsibility Theories: Mapping the Territory (2004)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1995Green and competitive: ending the stalemate4,209 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory3,006 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 1989Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings1,349 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
  • 1995Performance Persistence946 cited
  • 1993Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios

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870 cited
  • 1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
  • Cited by

    • 2014Measuring the Level and Risk of Corporate Responsibility - An Empirical Comparison of Different ESG Rating Approaches487 cited
    • 2011A tale of values-driven and profit-seeking social investors427 cited
    • 2005Corporate social responsibility and financial performance349 cited
    • 2008Incorporating sustainability criteria into credit risk management301 cited
    • 2016The Effects of Corporate and Country Sustainability Characteristics on The Cost of Debt: An International Investigation300 cited
    • 2011Islamic mutual funds' financial performance and international investment style : evidence from 20 countries275 cited
    • 2011Green and Good? The Investment Performance of US Environmental Mutual Funds275 cited
    • 2008The Performance of European Socially Responsible Funds240 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
    • 2020ESG controversies and controversial ESG: about silent saints and small sinners216 cited
    • 2014Ethical requirement and financial interest: a literature review on socially responsible investing189 cited
    • 2009Segmenting socially responsible mutual fund investors185 cited
    • 2006Does sustainability reporting improve corporate behaviour?: Wrong question? Right time?183 cited
    • 2010Corporate Social Responsibility, Investor Behaviors, and Stock Market Returns: Evidence from a Natural Experiment in China182 cited
    • 2007The effect of environmental and social performance on the stock performance of european corporations171 cited