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The effect of social screening on bond mutual fund performance

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Cited by:

  1. Dan Daugaard, 2020. "Emerging new themes in environmental, social and governance investing: a systematic literature review," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1501-1530, June.
  2. Michael Shafer & Edward Szado, 2020. "Environmental, social, and governance practices and perceived tail risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 4195-4224, December.
  3. Muneer Shaik & Mohd Ziaur Rehman, 2023. "The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(1), pages 231-246, March.
  4. Benjamin Hübel & Hendrik Scholz, 2020. "Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings," Journal of Asset Management, Palgrave Macmillan, vol. 21(1), pages 52-69, February.
  5. Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022. "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  6. Inderst, Roman & Opp, Markus, 2022. "Socially optimal sustainability standards with non-consequentialist ("warm glow") investors," SAFE Working Paper Series 346, Leibniz Institute for Financial Research SAFE.
  7. Laura Bonacorsi & Vittoria Cerasi & Paola Galfrascoli & Matteo Manera, 2022. "ESG Factors and Firms’ Credit Risk," Working Papers 2022.36, Fondazione Eni Enrico Mattei.
  8. Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022. "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series 349, Leibniz Institute for Financial Research SAFE.
  9. Gao, Ya & Xiong, Xiong & Feng, Xu, 2020. "Responsible investment in the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 52(C).
  10. Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021. "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
  11. Zengfu Li & Liuhua Feng & Zheng Pan & Hafiz M. Sohail, 2022. "ESG performance and stock prices: evidence from the COVID-19 outbreak in China," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-10, December.
  12. Peillex, Jonathan & Erragragui, Elias & Bitar, Mohammad & Benlemlih, Mohammed, 2019. "The contribution of market movements, asset allocation and active management to Islamic equity funds’ performance," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 32-38.
  13. Özge Sahin & Karoline Bax & Claudia Czado & Sandra Paterlini, 2022. "Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1782-1798, September.
  14. Ved Dilip Beloskar & Arunima Haldar & S. V. D. Nageswara Rao, 2023. "Socially responsible investments: A retrospective review and future research agenda," Business Strategy and the Environment, Wiley Blackwell, vol. 32(7), pages 4841-4860, November.
  15. Gallucci, Carmen & Santulli, Rosalia & Lagasio, Valentina, 2022. "The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review," Socio-Economic Planning Sciences, Elsevier, vol. 84(C).
  16. Hans B. Christensen & Luzi Hail & Christian Leuz, 2021. "Mandatory CSR and sustainability reporting: economic analysis and literature review," Review of Accounting Studies, Springer, vol. 26(3), pages 1176-1248, September.
  17. Ya Dai & Liang Guo & Steve Liu & Hongxian Zhang, 2023. "Are socially responsible exchange‐traded funds paying off in performance?," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 4-26, March.
  18. Patrícia Pereira & Maria Céu Cortez & Florinda Silva, 2019. "Socially responsible investing and the performance of Eurozone corporate bond portfolios," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 26(6), pages 1407-1422, November.
  19. Otero, Luis A. & Reboredo, Juan C., 2018. "The performance of precious-metal mutual funds: Does uncertainty matter?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 13-22.
  20. Tao, Hu & Zhuang, Shan & Xue, Rui & Cao, Wei & Tian, Jinfang & Shan, Yuli, 2022. "Environmental Finance: An Interdisciplinary Review," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
  21. Andre Höck & Tobias Bauckloh & Maurice Dumrose & Christian Klein, 2023. "ESG criteria and the credit risk of corporate bond portfolios," Journal of Asset Management, Palgrave Macmillan, vol. 24(7), pages 572-580, December.
  22. Ben Ameur, Hachmi & Jawadi, Fredj & Jawadi, Nabila & Cheffou, Abdoulkarim Idi, 2020. "Assessing downside and upside risk spillovers across conventional and socially responsible stock markets," Economic Modelling, Elsevier, vol. 88(C), pages 200-210.
  23. Federica Ielasi & Monica Rossolini, 2019. "Responsible or Thematic? The True Nature of Sustainability-Themed Mutual Funds," Sustainability, MDPI, vol. 11(12), pages 1-17, June.
  24. Hui-Ju Tsai & Yangru Wu, 2022. "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, vol. 178(3), pages 735-755, July.
  25. Ling, Aifan & Li, Junxue & Wen, Limin & Zhang, Yi, 2023. "When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?," Economic Modelling, Elsevier, vol. 125(C).
  26. Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.
  27. Maria E. de Boyrie & Ivelina Pavlova, 2020. "Analysing the link between environmental performance and sovereign credit risk," Applied Economics, Taylor & Francis Journals, vol. 52(54), pages 5949-5966, November.
  28. Höck, André & Bauckloh, Michael Tobias & Dumrose, Maurice & Klein, Christian, 2023. "ESG criteria and the credit risk of corporate bond portfolios," CFR Working Papers 23-03, University of Cologne, Centre for Financial Research (CFR).
  29. K. Liagkouras & K. Metaxiotis & G. Tsihrintzis, 2022. "Incorporating environmental and social considerations into the portfolio optimization process," Annals of Operations Research, Springer, vol. 316(2), pages 1493-1518, September.
  30. Konstantinos Petridis & Nikolaos Kiosses & Ioannis Tampakoudis & Fouad Ben Abdelaziz, 2023. "Measuring the efficiency of mutual funds: Does ESG controversies score affect the mutual fund performance during the COVID-19 pandemic?," Operational Research, Springer, vol. 23(3), pages 1-29, September.
  31. Jun Duanmu & Qiping Huang & Yongjia Li & Garrett A. McBrayer, 2021. "Can hedge funds benefit from corporate social responsibility investment?," The Financial Review, Eastern Finance Association, vol. 56(2), pages 251-278, May.
  32. Maretno A. Harjoto & Andreas G. F. Hoepner & Marcus A. Nilsson, 2022. "Bondholders’ returns and stakeholders’ interests," Review of Quantitative Finance and Accounting, Springer, vol. 59(4), pages 1271-1301, November.
  33. Klinkowska, Olga & Zhao, Yuan, 2023. "Fund flows and performance: New evidence from retail and institutional SRI mutual funds," International Review of Financial Analysis, Elsevier, vol. 87(C).
  34. Luluk Widyawati, 2020. "A systematic literature review of socially responsible investment and environmental social governance metrics," Business Strategy and the Environment, Wiley Blackwell, vol. 29(2), pages 619-637, February.
  35. Hooi Hooi Lean & Fabio Pizzutilo, 2021. "Performances and risk of socially responsible investments across regions during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3556-3568, July.
  36. Marta Stanisławska, 2023. "An Examination of Households’ Attitudes towards Renewable Energy Source Investments in Lower Silesian Voivodeship," Energies, MDPI, vol. 16(20), pages 1-18, October.
  37. Sangki Lee & Insu Kim & Chung-hun Hong, 2019. "Who Values Corporate Social Responsibility in the Korean Stock Market?," Sustainability, MDPI, vol. 11(21), pages 1-14, October.
  38. Luigi Aldieri & Alessandra Amendola & Vincenzo Candila, 2023. "The Impact of ESG Scores on Risk Market Performance," Sustainability, MDPI, vol. 15(9), pages 1-16, April.
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