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Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK
16 references·16 citing·37 second hopsampled
Performance and Performance Persistence of ‘Ethical’ Unit Trusts in the UK (2007)Performance and Performance Persistence o…Investing in Socially Responsible Mutual Funds (2021)Investing in Socially Respons…A liquidity-augmented capital asset pricing model (2006)A liquidity-augmented capital…The Value Premium (2005)The Value PremiumThe Ethical Consumer (2005)The Ethical ConsumerEvaluating 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…Bad Beta, Good Beta (2004)Bad Beta, Good BetaEuropean Mutual Fund Performance (2002)European Mutual Fund Performa…Managerial Decisions and Long‐Term Stock Price Performance (2000)Managerial Decisions and Long…Can book-to-market, size and momentum be risk factors that predict economic growth? (2000)Can book-to-market, size and …Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Performance Persistence (1995)Performance PersistenceDoing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)Doing Well While Doing Good? …The financial analysts journal (1960)The financial analysts journalFinancial and corporate social performance in the UK listed firms: the relevance of non-linearity and lag effects (2018)Financial and corporate socia…Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions (2018)Equity SRI funds vacillate be…The impact of ESG disclosures and institutional ownership on market information asymmetry (2016)The impact of ESG disclosures…Socially responsible investing: a review of the critical issues (2015)Socially responsible investin…Performance of European socially responsible funds during market crises: Evidence from France (2015)Performance of European socia…Performance and performance persistence of socially responsible investment funds in Europe and North America (2015)Performance and performance p…The relationship between sustainability practices and financial performance of construction companies (2013)The relationship between sust…Style and performance of international socially responsible funds in Europe (2013)Style and performance of inte…Performance of Portfolios Composed of British SRI Stocks (2013)Performance of Portfolios Com…Environmental Mutual Funds: Financial Performance and Managerial Abilities (2013)Environmental Mutual Funds: F…Do ethics imply persistence? 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(1994)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)Organization Capital and the Cross‐Section of Expected Returns (2013)Survivorship Bias in Performance Studies (1992)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)Are Some Mutual Fund Managers Better Than Others? Cross‐Sectional Patterns in Behavior and Performance (1999)Is Money Smart? A Study of Mutual Fund Investors' Fund Selection Ability (1999)Unobserved Actions of Mutual Funds (2006)Mutual Fund Attributes and Investor Behavior (2007)The stocks at stake: Return and risk in socially responsible investment (2008)Socially responsible funds and market crises (2014)The Equity Share in New Issues and Aggregate Stock Returns (2000)Chapter 18 A survey of behavioral finance (2003)Market liquidity as a sentiment indicator (2004)Consumption Strikes Back? 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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 2000Managerial Decisions and Long‐Term Stock Price Performance1,573 cited
  • 2005The Value Premium1,334 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,150 cited
  • 1960The financial analysts journal1,043 cited
  • 2000Can book-to-market, size and momentum be risk factors that predict economic growth?1,012 cited
  • 1995Performance Persistence946 cited
  • 2006A liquidity-augmented capital asset pricing model891 cited
  • 1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
  • 2005The Ethical Consumer650 cited
  • 2021Investing in Socially Responsible Mutual Funds486 cited
  • 2002

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European Mutual Fund Performance
445 cited
  • 2005Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis398 cited
  • Cited by

    • 2011Motives to engage in sustainable investment: a comparison between institutional and private investors153 cited
    • 2013The relationship between sustainability practices and financial performance of construction companies145 cited
    • 2013Environmental Mutual Funds: Financial Performance and Managerial Abilities142 cited
    • 2018Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions139 cited
    • 2008SRI Funds: Nomen est Omen126 cited
    • 2015Performance of European socially responsible funds during market crises: Evidence from France121 cited
    • 2016The impact of ESG disclosures and institutional ownership on market information asymmetry118 cited
    • 2011SOCIALLY RESPONSIBLE INVESTING IN THE GLOBAL MARKET: THE PERFORMANCE OF US AND EUROPEAN FUNDS110 cited
    • 2013Performance of Portfolios Composed of British SRI Stocks109 cited
    • 2013Do ethics imply persistence? The case of Islamic and socially responsible funds100 cited
    • 2018Financial and corporate social performance in the UK listed firms: the relevance of non-linearity and lag effects99 cited
    • 2015Socially responsible investing: a review of the critical issues82 cited
    • 2011Assessing SRI fund performance research: Best practices in empirical analysis81 cited
    • 2013Style and performance of international socially responsible funds in Europe79 cited
    • 2015Performance and performance persistence of socially responsible investment funds in Europe and North America71 cited
    • 2009Research on 'Responsible Investment': An Influential Literature Analysis Comprising a Rating, Characterisation, Categorisation and Investigation70 cited