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Faith‐based and sin portfolios
16 references·6 citing·37 second hop
Faith‐based and sin portfolios (2010)Faith‐based and sin portfoliosFaith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011)Faith-Based Ethical Investing…Are Sin Stocks Paying the Price for Accounting Sins? (2011)Are Sin Stocks Paying the Pri…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…The Determinants of Sin Stock Returns: Evidence on the European Market (2009)The Determinants of Sin Stock…Sin Stock Returns (2008)Sin Stock ReturnsThe Determinants of Sin Stock Returns: Evidence on the European Market (2007)The Determinants of Sin Stock…To sin or not to sin? Now that's the question (2006)To sin or not to sin? Now tha…The Price of Sin: The Effects of Social Norms on Markets (2006)The Price of Sin: The Effects…Ethical Investment Revisited (2005)Ethical Investment RevisitedESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD (2000)ESTIMATING SYSTEMATIC RISK: T…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Industry costs of equity (1997)Industry costs of equityCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…The relationship between return and market value of common stocks (1981)The relationship between retu…Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Performance Hypothesis Testin…Shunned stocks and market states (2021)Shunned stocks and market sta…PROFIL KINERJA RETURN DAN RESIKO PADA SAHAM TIDAK BERETIKA: STUDI KASUS PERUSAHAAN ROKOK DI INDONESIA (2019)PROFIL KINERJA RETURN DAN RES…Breaking bad: An investment in cannabis (2019)Breaking bad: An investment i…Risk, return and mean‐variance efficiency of Islamic and non‐Islamic stocks: evidence from a unique Malaysian data set (2015)Risk, return and mean‐varianc…Does hajj pilgrimage affect the Islamic investor sentiment? (2015)Does hajj pilgrimage affect t…Does investor sentiment impact the returns and volatility of Islamic equities? (2014)Does investor sentiment impac…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)An Empirical Evaluation of Accounting Income Numbers (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)International Portfolio Diversification with Estimation Risk (1985)Construct validity of an objective (entropy) categorical measure of diversification strategy (1993)CORPORATE DIVESTITURE INTENSITY IN RESTRUCTURING FIRMS: EFFECTS OF GOVERNANCE, STRATEGY, AND PERFORMANCE. (1994)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Wolf in Sheep’s Clothing: The Use of Ethics-Related Terms in 10-K Reports (2008)Affect in a Behavioral Asset-Pricing Model (2008)Individual and Corporate Social Responsibility (2010)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Does the Stock Market Overreact? (1985)The Social Responsibility of Business Is to Increase Its Profits (2007)The Opportunity Cost of Negative Screening in Socially Responsible Investing (2015)Social Screens and Systematic Investor Boycott Risk (2017)Which private investors are willing to pay for sustainable investments? Empirical evidence from stated choice experiments (2019)Mutual Fund Performance (1966)Market Timing and Capital Structure (2002)Testing Trade-Off and Pecking Order Predictions About Dividends and Debt (2002)It’s a Matter of Principle: The Role of Personal Values in Investment Decisions (2009)Ethical requirement and financial interest: a literature review on socially responsible investing (2014)Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)Editor's Choice Digesting Anomalies: An Investment ApproachFurther Evidence On Investor Overreaction and Stock Market Seasonality (1987)Investor Psychology and Asset Pricing (2001)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Do Investors Care about Carbon Risk? (2019)Sustainable investing in equilibrium (2020)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1997Industry costs of equity5,793 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 1981Performance Hypothesis Testing with the Sharpe and Treynor Measures860 cited
  • 2008Sin Stock Returns261 cited
  • 2005Ethical Investment Revisited235 cited
  • 2006The Price of Sin: The Effects of Social Norms on Markets190 cited
  • 2011Are Sin Stocks Paying the Price for Accounting Sins?159 cited
  • 2011Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes157 cited
  • 2006To sin or not to sin? Now that's the question85 cited
  • 2007The Determinants of Sin Stock Returns: Evidence on the European Market57 cited
  • 2000ESTIMATING SYSTEMATIC RISK: THE CHOICE OF RETURN INTERVAL AND ESTIMATION PERIOD55 cited
  • 2009The Determinants of Sin Stock Returns: Evidence on the European Market

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Cited by

  • 2015Does hajj pilgrimage affect the Islamic investor sentiment?32 cited
  • 2014Does investor sentiment impact the returns and volatility of Islamic equities?32 cited
  • 2019PROFIL KINERJA RETURN DAN RESIKO PADA SAHAM TIDAK BERETIKA: STUDI KASUS PERUSAHAAN ROKOK DI INDONESIA31 cited
  • 2015Risk, return and mean‐variance efficiency of Islamic and non‐Islamic stocks: evidence from a unique Malaysian data set27 cited
  • 2019Breaking bad: An investment in cannabis21 cited
  • 2021Shunned stocks and market states20 cited