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Classifying and Measuring the Performance of Socially Responsible Mutual Funds
16 references·10 citing·33 second hop
Classifying and Measuring the Performance of Socially Responsible Mutual Funds (2016)Classifying and Measuring the Performance…Investing in Socially Responsible Mutual Funds (2021)Investing in Socially Respons…Socially Responsible Mutual Funds (2015)Socially Responsible Mutual F…Red and blue investing: Values and finance (2011)Red and blue investing: Value…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…The Wages of Social Responsibility (2008)The Wages of Social Responsib…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…Red and Blue Investing: Values and Finance (2008)Red and Blue Investing: Value…Socially responsible investment funds: Investor reaction to current and past returns (2007)Socially responsible investme…Socially Responsible Indexes (2006)Socially Responsible IndexesThe Eco-Efficiency Premium Puzzle (2005)The Eco-Efficiency Premium Pu…SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION (2005)SOCIALLY RESPONSIBLE INVESTIN…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…The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection (1999)The performance of socially r…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)Doing Well While Doing Good? …The green and Brown performances of mutual fund portfolios (2022)The green and Brown performan…Stigma as Moral Insurance: How Stigma Buffers Firms from the Market Consequences of Greenwashing (2022)Stigma as Moral Insurance: Ho…Socially responsible investment behavior: a study of individual investors from India (2022)Socially responsible investme…Environmental, Social, and Governance Issues and the Financial Analysts Journal (2021)Environmental, Social, and Go…Sustainable Funds’ Performance Evaluation (2020)Sustainable Funds’ Performanc…Socially responsible investing worldwide: Do markets value corporate social responsibility? (2020)Socially responsible investin…Performances and risk of socially responsible investments across regions during crisis (2020)Performances and risk of soci…Does sustainable investing reduce portfolio risk? A multilevel analysis (2020)Does sustainable investing re…Delineating social finance (2020)Delineating social financeFinancial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria (2019)Financial Performance of Gove…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Price Momentum and Trading Volume (2000)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)A Survey of Corporate Governance (1997)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Sustainable investing in equilibrium (2020)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Socially responsible funds and market crises (2014)The wages of social responsibility — where are they? A critical review of ESG investing (2015)Inside the ESG ratings: (Dis)agreement and performance (2021)Modern Portfolio Theory and Investment Analysis. (1982)The importance of nongovernmental organizations (NGOs) in global governance and value creation: an international business research agenda (2004)The determinants of corporate sustainability performance (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Why Do Investors Hold Socially Responsible Mutual Funds? (2017)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Do Investors Care about Carbon Risk? (2019)The Effect of Green Investment on Corporate Behavior (2001)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Mutual Fund Attributes and Investor Behavior (2007)The stocks at stake: Return and risk in socially responsible investment (2008)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Every Little Helps? ESG News and Stock Market Reaction (2017)Shaped by their daughters: Executives, female socialization, and corporate social responsibility (2017)Rediscovering Social Innovation (2008)Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds (2010)Presidential Address: Sustainable Finance and ESG Issues— Value versus Values (2023)
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References

  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,150 cited
  • 2005The Eco-Efficiency Premium Puzzle963 cited
  • 1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
  • 2011Red and blue investing: Values and finance749 cited
  • 2000Socially Responsible Mutual Funds (corrected)714 cited
  • 2008The Wages of Social Responsibility634 cited
  • 2021Investing in Socially Responsible Mutual Funds486 cited
  • 2005SOCIALLY RESPONSIBLE INVESTING AND PORTFOLIO DIVERSIFICATION372 cited
  • 2007Socially responsible investment funds: Investor reaction to current and past returns313 cited
  • 2006Socially Responsible Indexes274 cited
  • 1999The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection254 cited
  • 2008Red and Blue Investing: Values and Finance253 cited

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  • 2015Socially Responsible Mutual Funds228 cited
  • Cited by

    • 2022Stigma as Moral Insurance: How Stigma Buffers Firms from the Market Consequences of Greenwashing73 cited
    • 2020Socially responsible investing worldwide: Do markets value corporate social responsibility?59 cited
    • 2022Socially responsible investment behavior: a study of individual investors from India54 cited
    • 2020Delineating social finance53 cited
    • 2020Sustainable Funds’ Performance Evaluation53 cited
    • 2022The green and Brown performances of mutual fund portfolios46 cited
    • 2020Performances and risk of socially responsible investments across regions during crisis40 cited
    • 2020Does sustainable investing reduce portfolio risk? A multilevel analysis38 cited
    • 2021Environmental, Social, and Governance Issues and the Financial Analysts Journal36 cited
    • 2019Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria32 cited