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Socially responsible, green, and faith-based investment strategies: Screening activity matters!
10 references·9 citing·40 second hop
Socially responsible, green, and faith-based investment strategies: Screening activity matters! (2015)Socially responsible, green, and faith-ba…Socially responsible funds and market crises (2014)Socially responsible funds an…Quality Minus Junk (2013)Quality Minus JunkEnvironmental Mutual Funds: Financial Performance and Managerial Abilities (2013)Environmental Mutual Funds: F…Green and Good? The Investment Performance of US Environmental Mutual Funds (2011)Green and Good? The Investmen…The price of ethics and stakeholder governance: The performance of socially responsible mutual funds (2008)The price of ethics and stake…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Financial Implications of South African Divestment (1986)Financial Implications of Sou…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds (2024)Sustainability ratings and fu…Investing for a better tomorrow: Values-driven antecedents of investment in socially responsible equity funds by Indian retail investors (2023)Investing for a better tomorr…Analysing the financial performance of sustainable development goals-themed mutual funds in China (2021)Analysing the financial perfo…Performances and risk of socially responsible investments across regions during crisis (2020)Performances and risk of soci…Can Green Investment Win the Favor of Investors in China? Evidence from the Return Performance of Green Investment Stocks (2020)Can Green Investment Win the …The Inclusion of Socially Irresponsible Companies in Sustainable Stock Indices (2019)The Inclusion of Socially Irr…Examining the financial performance of pension funds focused on sectors related to sustainable development goals (2019)Examining the financial perfo…ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream? (2019)ESG fund scores in UK SRI and…Screening activities by socially responsible funds: A matter of agency? (2018)Screening activities by socia…The relationship between return and market value of common stocks (1981)Trading Cost: The Critical Link Between Investment Information and Results (1983)The Complementarity between Corporate Governance and Corporate Social Responsibility (2005)On the comparative performance of socially responsible and Islamic mutual funds (2013)From SRI to ESG: The Origins of Socially Responsible and Sustainable Investing (2020)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)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Can ESG Indices Improve the Enterprises’ Stock Market Performance?—An Empirical Study from China (2019)The static and dynamic connectedness of environmental, social, and governance investments: International evidence (2020)Diversifier or more? 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(2021)In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types (2021)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Agency costs of free cash flow, corporate finance, and takeovers (1996)Low-Risk Investing Without Industry Bets (2013)Fact, Fiction, and Value Investing (2015)On Comparing Asset Pricing Models (2019)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)A systematic literature review of socially responsible investment and environmental social governance metrics (2019)Inside the ESG ratings: (Dis)agreement and performance (2021)ESG disclosure and Firm performance: A bibliometric and meta analysis (2022)Multifactor Explanations of Asset Pricing Anomalies (1996)… and the Cross-Section of Expected Returns (2015)Hedging Climate Change News (2019)Dissecting green returns (2022)
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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
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2008The price of ethics and stakeholder governance: The performance of socially responsible mutual funds836 cited
  • 2014Socially responsible funds and market crises647 cited
  • 2011Green and Good? The Investment Performance of US Environmental Mutual Funds275 cited
  • 1986Financial Implications of South African Divestment142 cited
  • 2013Environmental Mutual Funds: Financial Performance and Managerial Abilities142 cited
  • 2013Quality Minus Junk132 cited

Cited by

  • 2019ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream?85 cited
  • 2018Screening activities by socially responsible funds: A matter of agency?59 cited
  • 2023Investing for a better tomorrow: Values-driven antecedents of investment in socially responsible equity funds by Indian retail investors56 cited
  • 2019The Inclusion of Socially Irresponsible Companies in Sustainable Stock Indices

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44 cited
  • 2019Examining the financial performance of pension funds focused on sectors related to sustainable development goals43 cited
  • 2020Can Green Investment Win the Favor of Investors in China? Evidence from the Return Performance of Green Investment Stocks43 cited
  • 2020Performances and risk of socially responsible investments across regions during crisis40 cited
  • 2021Analysing the financial performance of sustainable development goals-themed mutual funds in China36 cited
  • 2024Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds31 cited