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Ethical Investment: Empirical Evidence From Ftse Islamic Index
13 references·16 citing·42 second hop
Ethical Investment: Empirical Evidence From Ftse Islamic Index (2004)Ethical Investment: Empirical Evidence Fr…How to Rate Management of Investment Funds (2012)How to Rate Management of Inv…Market Timing and Capital Structure (2002)Market Timing and Capital Str…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Taxes, Financing Decisions, and Firm Value (1998)Taxes, Financing Decisions, a…The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund (1997)The impact of social‐responsi…Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Myth or Reality? The Long-Run…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS (1995)THE FINANCIAL PERFORMANCE OF …The Development of Ethical Investment Products (1994)The Development of Ethical In…STILL SEARCHING FOR OPTIMAL CAPITAL STRUCTURE (1993)STILL SEARCHING FOR OPTIMAL C…The Investment Performance of UK “Ethical” Unit Trusts (1992)The Investment Performance of…Social Investing and the Law of Trusts (1980)Social Investing and the Law …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities (2023)Spillovers and hedging betwee…An empirical investigation of market risk, dependence structure, and portfolio management between green bonds and international financial markets (2022)An empirical investigation of…Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis (2021)Impact of COVID-19 pandemic o…Risk, resilience, and Shariah-compliance (2020)Risk, resilience, and Shariah…Sharia-Compliant financing for public utility infrastructure (2018)Sharia-Compliant financing fo…Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices (2017)Adaptive markets hypothesis f…Performance of shariah-compliant firms and non-shariah-compliant firms in the MENA region (2016)Performance of shariah-compli…On the dynamic links between commodities and Islamic equity (2016)On the dynamic links between …Hidden cointegration reveals hidden values in Islamic investments (2016)Hidden cointegration reveals …The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia (2015)The Islamic risk factor in ex…Socially responsible investing and Islamic funds: New perspectives for portfolio allocation (2015)Socially responsible investin…Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach (2015)Do global risk factors and ma…Does Shariah Compliant Stocks Perform Better than the Conventional Stocks? A Comparative Study Stocks Listed on the Australian Stock Exchange (2014)Does Shariah Compliant Stocks…Sustainable and socially responsible investing (2013)Sustainable and socially resp…Heads we win, tails you lose: Is there equity in Islamic equity funds? (2013)Heads we win, tails you lose:…Equanimity of Risk and Return Relationship between Shariah Index and General Index in India (2011)Equanimity of Risk and Return…Mutual Fund Performance (1966)CORPORATE SOCIAL RESPONSIBILITY AND FIRM FINANCIAL PERFORMANCE. (1988)Corporate social responsibility and financial performance (2005)Do socially (ir)responsible investments pay? New evidence from international ESG data (2015)Effect of ethical leadership and corporate social responsibility on firm performance: A systematic review (2019)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Corporate Social Responsibility and Financial Risk (2004)Ethical Investment Processes and Outcomes (2004)Is there a Difference? The Performance Characteristics of SRI Equity Indices (2006)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Investors Trade Too Much? (1999)Managerial Decisions and Long‐Term Stock Price Performance (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Corporate financing and investment decisions when firms have information that investors do not have (1984)Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)Institutional Investors and Equity Prices (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Auditor choice and the cost of debt capital for newly public firms (2004)Does the Contribution of Corporate Cash Holdings and Dividends to Firm Value Depend on Governance? A Cross‐country Analysis (2006)Corporate Tax Avoidance and Firm Value (2009)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)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)Do personal taxes affect corporate financing decisions? (1999)Outside Equity (2000)Profitability and capital structure: Evidence from import penetration (2012)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 2012How to Rate Management of Investment Funds1,603 cited
  • 1997Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies1,456 cited
  • 1998Taxes, Financing Decisions, and Firm Value1,037 cited
  • 1997The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund354 cited
  • 1993STILL SEARCHING FOR OPTIMAL CAPITAL STRUCTURE329 cited
  • 1995THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS320 cited
  • 1992The Investment Performance of UK “Ethical” Unit Trusts226 cited
  • 1980Social Investing and the Law of Trusts107 cited
  • 1994The Development of Ethical Investment Products103 cited

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  • 2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis136 cited

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  • 2016On the dynamic links between commodities and Islamic equity131 cited
  • 2015Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach114 cited
  • 2013Sustainable and socially responsible investing69 cited
  • 2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities67 cited
  • 2020Risk, resilience, and Shariah-compliance64 cited
  • 2015The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia62 cited
  • 2011Equanimity of Risk and Return Relationship between Shariah Index and General Index in India61 cited
  • 2015Socially responsible investing and Islamic funds: New perspectives for portfolio allocation58 cited
  • 2022An empirical investigation of market risk, dependence structure, and portfolio management between green bonds and international financial markets53 cited
  • 2014Does Shariah Compliant Stocks Perform Better than the Conventional Stocks? A Comparative Study Stocks Listed on the Australian Stock Exchange51 cited
  • 2016Performance of shariah-compliant firms and non-shariah-compliant firms in the MENA region51 cited
  • 2018Sharia-Compliant financing for public utility infrastructure50 cited
  • 2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices46 cited
  • 2016Hidden cointegration reveals hidden values in Islamic investments44 cited
  • 2013Heads we win, tails you lose: Is there equity in Islamic equity funds?44 cited