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Exposure to socially responsible investing of mutual funds in the Euronext stock markets

  • Plantinga, Auke
  • Scholtens, Bert
  • Brunia, Nanne

    (Groningen University)

This paper analyses fund management and exposure on the Euronext stock exchanges. Especially, we investigate to what extent mutual funds are engaged in socially responsible investing (SRI). In order to accomplish this goal, we use regression analysis to measure the exposure of mutual funds to stock market indices based on a selection of companies that satisfy criteria of SRI. We measure the exposure in Belgium, France, and the Netherlands for almost 800 investment funds during the 1990s. We conclude that most funds have a significant exposure to the SRI index. Furthermore, we find a home bias in SRI as the exposure to the SRI index for Europe is much higher than that for America (JEL G11, G24, Z13).

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File URL: http://irs.ub.rug.nl/ppn/239690486
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Paper provided by University of Groningen, Research Institute SOM (Systems, Organisations and Management) in its series Research Report with number 02E22.

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Date of creation: 2002
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Handle: RePEc:dgr:rugsom:02e22
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