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Do Social Responsibility Screens Matter When Assessing Mutual Fund Performance?
16 references·1 citing·37 second hop
Do Social Responsibility Screens Matter When Assessing Mutual Fund Performance? (2017)Do Social Responsibility Screens Matter W…Socially responsible funds and market crises (2014)Socially responsible funds an…Corporate social responsibility and stock price crash risk (2014)Corporate social responsibili…Corporate Social Responsibility and Credit Ratings (2013)Corporate Social Responsibili…Does CSR Reduce Firm Risk? Evidence from Controversial Industry Sectors (2012)Does CSR Reduce Firm Risk? Ev…A tale of values-driven and profit-seeking social investors (2011)A tale of values-driven and p…Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds (2010)Is ethical money financially …The Wages of Social Responsibility (2008)The Wages of Social Responsib…The price of ethics and stakeholder governance: The performance of socially responsible mutual funds (2008)The price of ethics and stake…The Effect of Socially Responsible Investing on Portfolio Performance (2007)The Effect of Socially Respon…The Eco-Efficiency Premium Puzzle (2005)The Eco-Efficiency Premium Pu…Evaluating 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…Socially Responsible Mutual Funds (corrected) (2000)Socially Responsible Mutual F…Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Empirical Characteristics of …Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)Doing Well While Doing Good? …Determinants of Portfolio Performance (1986)Determinants of Portfolio Per…Fossil fuel divestment and energy prices: Implications for economic agents (2023)Fossil fuel divestment and en…Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence (2018)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)A Three-Dimensional Conceptual Model of Corporate Performance (1979)Firm Resources and Sustained Competitive Advantage (1991)Firm resources and sustained competitive advantage (2004)Corporate Social Responsibility and Investment Efficiency (2015)Does Corporate Social Responsibility Affect Information Asymmetry? (2016)The impact of environmental, social, and governance disclosure on firm value: The role of CEO power (2017)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance (2019)Environmental, social and governance performance and financial risk: Moderating role of ESG controversies and board gender diversity (2021)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings (1989)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Risks and Portfolio Decisions Involving Hedge Funds (2003)… and the Cross-Section of Expected Returns (2015)The Social Responsibility of Business Is to Increase Its Profits (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Do ESG Controversies Matter for Firm Value? Evidence from International Data (2016)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)The Cross-Section of Expected Stock Returns (1992)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Sustainable investing in equilibrium (2020)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Efficient Capital Markets: II (1991)Optimal control of execution costs (1998)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Corporate goodness and shareholder wealth (2014)
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References

  • 2014Corporate social responsibility and stock price crash risk1,466 cited
  • 1997Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds1,262 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,206 cited
  • 1986Determinants of Portfolio Performance1,031 cited
  • 2005The Eco-Efficiency Premium Puzzle964 cited
  • 2012Does CSR Reduce Firm Risk? Evidence from Controversial Industry Sectors881 cited
  • 1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
  • 2007The Effect of Socially Responsible Investing on Portfolio Performance851 cited
  • 2008The price of ethics and stakeholder governance: The performance of socially responsible mutual funds836 cited
  • 2013Corporate Social Responsibility and Credit Ratings784 cited
  • 2000Socially Responsible Mutual Funds (corrected)714 cited
  • 2014Socially responsible funds and market crises649 cited
  • 2008The Wages of Social Responsibility634 cited
  • 2010Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds455 cited
  • 2011A tale of values-driven and profit-seeking social investors

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427 cited
  • 2005Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis398 cited
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    • 2023Fossil fuel divestment and energy prices: Implications for economic agents15 cited