Are socially responsible investment markets worldwide integrated?
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Edmans, Alex, 2011. "Does the stock market fully value intangibles? Employee satisfaction and equity prices," Journal of Financial Economics, Elsevier, vol. 101(3), pages 621-640, September.
- Rob Bauer & Jeroen Derwall & RogÃ©r Otten, 2007. "The Ethical Mutual Fund Performance Debate: New Evidence from Canada," Journal of Business Ethics, Springer, vol. 70(2), pages 111-124, January.
- Bollen, Nicolas P. B., 2007. "Mutual Fund Attributes and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 42(3), pages 683-708, September.
- Hamao, Yasushi & Masulis, Ronald W & Ng, Victor, 1990. "Correlations in Price Changes and Volatility across International Stock Markets," Review of Financial Studies, Society for Financial Studies, vol. 3(2), pages 281-307.
- Gerald P. Dwyer & R. W. Hafer, 1988. "Are national stock markets linked?," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 3-14.
- Fischer, K P & Palasvirta, A P, 1990. "High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations," The Financial Review, Eastern Finance Association, vol. 25(3), pages 371-394, August.
- Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 361-381, Summer.
- Eun, Cheol S. & Shim, Sangdal, 1989. "International Transmission of Stock Market Movements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(2), pages 241-256, June.
- Becker, Kent G & Finnerty, Joseph E & Gupta, Manoj, 1990. "The Intertemporal Relation between the U.S. and Japanese Stock Markets," Journal of Finance, American Finance Association, vol. 45(4), pages 1297-1306, September.
- Jing Chi & Ke Li & Martin Young, 2006. "Financial Integration In East Asian Equity Markets," Pacific Economic Review, Wiley Blackwell, vol. 11(4), pages 513-526, December.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Hooi Hooi Lean & Duc Khuong Nguyen, 2014.
"Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis,"
Applied Financial Economics,
Taylor & Francis Journals, vol. 24(21), pages 1367-1373, November.
- Hooi Hooi Lean & Duc Khuong Nguyen, 2014. "Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis," Working Papers 2014-295, Department of Research, Ipag Business School.
- Fauver, Larry & McDonald, Michael B., 2014. "International variation in sin stocks and its effects on equity valuation," Journal of Corporate Finance, Elsevier, vol. 25(C), pages 173-187.
- 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.
- María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017. "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, vol. 140(2), pages 339-351, January.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017.
"Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations,"
MDPI, Open Access Journal, vol. 9(10), pages 1-18, October.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016. "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers 201609, University of Pretoria, Department of Economics.
More about this item
KeywordsSocial responsibility; Investment; Integration;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eme:arjpps:v:23:y:2010:i:3:p:281-301. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Virginia Chapman). General contact details of provider: http://www.emeraldinsight.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.