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No More Excuses! Performance of ESG Integrated Portfolios in Australia
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No More Excuses! Performance of ESG Integrated Portfolios in Australia (2018)No More Excuses! Performance of ESG Integ…Corporate Sustainability: First Evidence on Materiality (2016)Corporate Sustainability: Fir…ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)ESG and financial performance…Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach (2015)Does Corporate Social Respons…A five-factor asset pricing model (2014)A five-factor asset pricing m…Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Luck versus Skill in the Cros…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…The Social Responsibility of Business Is to Increase Its Profits (2007)The Social Responsibility of …Stakeholder influence capacity and the variability of financial returns to corporate social responsibility (2007)Stakeholder influence capacit…Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses (2000)Mutual Fund Performance: An E…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Another Puzzle: The Growth in Actively Managed Mutual Funds (1996)Another Puzzle: The Growth in…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Impact of ESG preferences on investments and emissions in a DSGE framework (2024)Impact of ESG preferences on …ESG disclosure and financial performance: Empirical study of Vietnamese commercial banks (2024)ESG disclosure and financial …Option traders are concerned about climate risks: ESG ratings and short-term sentiment (2022)Option traders are concerned …An industry-guided review of responsible investing: Bridging the divide between academia and industry (2022)An industry-guided review of …Does ESG Screening Enhance or Destroy Stock Portfolio Value? Evidence from China (2021)Does ESG Screening Enhance or…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A power primer. (1992)G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007)Environmental, Social and Governance (ESG) Scores and Financial Performance of Multilatinas: Moderating Effects of Geographic International Diversification and Financial Slack (2019)The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)The Behavior of Stock-Market Prices (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)The pyramid of corporate social responsibility: Toward the moral management of organizational stakeholders (1991)A Stakeholder Framework for Analyzing and Evaluating Corporate Social Performance (1995)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)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)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Editor's Choice Digesting Anomalies: An Investment ApproachDo Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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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
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2007The Social Responsibility of Business Is to Increase Its Profits11,534 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies4,715 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 1996Another Puzzle: The Growth in Actively Managed Mutual Funds2,093 cited
  • 2007Stakeholder influence capacity and the variability of financial returns to corporate social responsibility2,056 cited
  • 2016Corporate Sustainability: First Evidence on Materiality1,945 cited
  • 2015Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach1,941 cited
  • 2000Mutual Fund Performance: An Empirical Decomposition into Stock‐Picking Talent, Style, Transactions Costs, and Expenses

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1,854 cited
  • 2010Luck versus Skill in the Cross‐Section of Mutual Fund Returns1,781 cited
  • Cited by

    • 2024ESG disclosure and financial performance: Empirical study of Vietnamese commercial banks44 cited
    • 2022An industry-guided review of responsible investing: Bridging the divide between academia and industry36 cited
    • 2022Option traders are concerned about climate risks: ESG ratings and short-term sentiment32 cited
    • 2021Does ESG Screening Enhance or Destroy Stock Portfolio Value? Evidence from China31 cited
    • 2024Impact of ESG preferences on investments and emissions in a DSGE framework20 cited