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Socially responsible funds and market crises

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Cited by:

  1. Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0. "Mutual Fund Performance and Flows during the COVID-19 Crisis," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
  2. Bertrand, Philippe & Lapointe, Vincent, 2015. "How performance of risk-based strategies is modified by socially responsible investment universe?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 175-190.
  3. Joliet, Robert & Titova, Yulia, 2018. "Equity SRI funds vacillate between ethics and money: An analysis of the funds’ stock holding decisions," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 70-86.
  4. Wen, Hui & Ho, Ken C. & Gao, Jijun & Yu, Li, 2022. "The fundamental effects of ESG disclosure quality in boosting the growth of ESG investing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  5. Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018. "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 134-143.
  6. Trinks, Arjan & Scholtens, Bert & Mulder, Machiel & Dam, Lammertjan, 2017. "Divesting Fossil Fuels: The Implications for Investment Portfolios," MPRA Paper 76383, University Library of Munich, Germany.
  7. 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.
  8. Khelifa Mazouz & Abdulkadir Mohamed & Brahim Saadouni, 2019. "Price Reaction of Ethically Screened Stocks: A Study of the Dow Jones Islamic Market World Index," Journal of Business Ethics, Springer, vol. 154(3), pages 683-699, February.
  9. Lesser, Kathrin & Rößle, Felix & Walkshäusl, Christian, 2016. "Socially responsible, green, and faith-based investment strategies: Screening activity matters!," Finance Research Letters, Elsevier, vol. 16(C), pages 171-178.
  10. Naffa, Helena & Fain, Máté, 2022. "A factor approach to the performance of ESG leaders and laggards," Finance Research Letters, Elsevier, vol. 44(C).
  11. Fernando Muñoz, 2020. "How do the size and independence of the board of trustees affect the financial and sustainable performance of socially responsible mutual funds?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 27(4), pages 1834-1850, July.
  12. Yamamura, Eiji & Managi, Shunsuke & Tsutsui, Yoshiro, 2019. "Male pupils taught by female homeroom teachers show a higher preference for Corporate Social Responsibility in adulthood," Journal of the Japanese and International Economies, Elsevier, vol. 54(C).
  13. Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Alshammari, Turki Rashed, 2023. "Bank diversification and ESG activities: A global perspective," Economic Systems, Elsevier, vol. 47(3).
  14. Bolognesi, Enrica & Burchi, Alberto, 2023. "The impact of the ESG disclosure on sell-side analysts’ target prices: The new era post Paris agreements," Research in International Business and Finance, Elsevier, vol. 64(C).
  15. Zehua He & Kexin Hu & Zhongfei Li, 2023. "Drifting from the Sustainable Development Goal: Style Drift in ESG Funds," Sustainability, MDPI, vol. 15(16), pages 1-24, August.
  16. Kabderian Dreyer, Johannes & Sharma, Vivek & Smith, William, 2023. "Warm-glow investment and the underperformance of green stocks," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 546-570.
  17. Besbes Yasmine & Maher Kooli, 2022. "Smart beta ESG disclosure," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 567-580, December.
  18. Ghoul, Sadok El & Karoui, Aymen, 2021. "What's in a (Green) Name? The Consequences of Greening Fund Names on Fund Flows, Turnover, and Performance," Finance Research Letters, Elsevier, vol. 39(C).
  19. Carmen‐Pilar Martí‐Ballester, 2023. "Mutual funds and gender equality in portfolio firms: Toward the sustainable development goals," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(2), pages 905-926, March.
  20. Singh, Amanjot & Patel, Ritesh & Singh, Harminder, 2022. "Recalibration of priorities: Investor preference and Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 50(C).
  21. Laura Capota & Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova, 2022. "Are ethical and green investment funds more resilient?," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics for Sustainable Finance, volume 56, Bank for International Settlements.
  22. Ford, Jansson M. & Gehricke, Sebastian A. & Zhang, Jin E., 2022. "Option traders are concerned about climate risks: ESG ratings and short-term sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).
  23. Iqbal Owadally & Jean-René Mwizere & Neema Kalidas & Kalyanie Murugesu & Muhammad Kashif, 2021. "Long-Term Sustainable Investment for Retirement," Sustainability, MDPI, vol. 13(9), pages 1-22, April.
  24. Hua Fan, John & Michalski, Lachlan, 2020. "Sustainable factor investing: Where doing well meets doing good," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 230-256.
  25. 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.
  26. Hami Amiraslani & Karl V. Lins & Henri Servaes & Ane Tamayo, 2023. "Trust, social capital, and the bond market benefits of ESG performance," Review of Accounting Studies, Springer, vol. 28(2), pages 421-462, June.
  27. Vincenzo Pacelli & Francesca Pampurini & Anna Grazia Quaranta, 2023. "Environmental, Social and Governance investing: Does rating matter?," Business Strategy and the Environment, Wiley Blackwell, vol. 32(1), pages 30-41, January.
  28. Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Emili Tortosa-Ausina, 2016. "Ethical strategy focus and mutual fund management: performance and persistence," Working Papers 2016/01, Economics Department, Universitat Jaume I, Castellón (Spain).
  29. Tatarnikova, Olga & Duchêne, Sébastien & Sentis, Patrick & Willinger, Marc, 2023. "Portfolio instability and socially responsible investment: Experiments with financial professionals and students," Journal of Economic Dynamics and Control, Elsevier, vol. 153(C).
  30. 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.
  31. Tizian M. Fritz & Georg von Schnurbein, 2019. "Beyond Socially Responsible Investing: Effects of Mission-Driven Portfolio Selection," Sustainability, MDPI, vol. 11(23), pages 1-15, December.
  32. Alda, Mercedes & Muñoz, Fernando & Vargas, María, 2022. "Product differentiation in the socially responsible mutual fund industry," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
  33. Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
  34. Martí-Ballester, Carmen-Pilar, 2019. "Do European renewable energy mutual funds foster the transition to a low-carbon economy?," Renewable Energy, Elsevier, vol. 143(C), pages 1299-1309.
  35. Emil Andersson & Mahim Hoque & Md Lutfur Rahman & Gazi Salah Uddin & Ranadeva Jayasekera, 2022. "ESG investment: What do we learn from its interaction with stock, currency and commodity markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3623-3639, July.
  36. Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi, 2022. "Mitigating Contagion Risk by ESG Investing," Sustainability, MDPI, vol. 14(7), pages 1-13, March.
  37. Pedini, Luca & Severini, Sabrina, 2022. "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper 112339, University Library of Munich, Germany.
  38. Guillermo Badía & Luis Ferruz & Maria Céu Cortez, 2021. "The performance of social responsible investing from retail investors' perspective: international evidence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6074-6088, October.
  39. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2015. "Identifying Asymmetries between Socially Responsible and Conventional Investments," Working Papers 201537, University of Pretoria, Department of Economics.
  40. Bonacorsi, Laura & Cerasi, Vittoria & Galfrascoli, Paola & Manera, Matteo, 2022. "ESG Factors and Firms’ Credit Risk," FEEM Working Papers 329521, Fondazione Eni Enrico Mattei (FEEM).
  41. Haozhe Han, 2023. "Does increasing the QFII quota promote Chinese institutional investors to drive ESG?," Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 30(6), pages 1627-1643, November.
  42. Madaleno, Mara & Dogan, Eyup & Taskin, Dilvin, 2022. "A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance," Energy Economics, Elsevier, vol. 109(C).
  43. Lei Zhou & Feng Wei & Yu Kong, 2022. "Do Employee Stock Ownership Plans Affect Corporate Social Responsibility? Evidence from China," IJERPH, MDPI, vol. 19(3), pages 1-19, January.
  44. Etse Nkukpornu & Prince Gyimah & Linda Sakyiwaa, 2020. "Behavioural Finance and Investment Decisions: Does Behavioral Bias Matter?," International Business Research, Canadian Center of Science and Education, vol. 13(11), pages 1-65, November.
  45. Francesco Cesarone & Lorenzo Lampariello & Davide Merolla & Jacopo Maria Ricci & Simone Sagratella & Valerio Giuseppe Sasso, 2023. "A bilevel approach to ESG multi-portfolio selection," Computational Management Science, Springer, vol. 20(1), pages 1-23, December.
  46. Hacıömeroğlu, Hande Ayaydın & Danışoğlu, Seza & Güner, Z. Nuray, 2022. "For the love of the environment: An analysis of Green versus Brown bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 47(PA).
  47. Paulo Leite & Manuel Rocha Armada, 2017. "Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 163-170, March.
  48. Khan, Muhammad Arif, 2022. "ESG disclosure and Firm performance: A bibliometric and meta analysis," Research in International Business and Finance, Elsevier, vol. 61(C).
  49. Dunbar, Kwamie & Treku, Daniel & Sarnie, Robert & Hoover, Jack, 2023. "What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis," Finance Research Letters, Elsevier, vol. 57(C).
  50. Tiago Gonçalves & Diego Pimentel & Cristina Gaio, 2021. "Risk and Performance of European Green and Conventional Funds," Sustainability, MDPI, vol. 13(8), pages 1-17, April.
  51. Ramón Bermejo Climent & Isabel Figuerola-Ferretti Garrigues & Ioannis Paraskevopoulos & Alvaro Santos, 2021. "ESG Disclosure and Portfolio Performance," Risks, MDPI, vol. 9(10), pages 1-14, September.
  52. Banegas, Ayelen & Rosa, Carlo, 2022. "A look under the hood of momentum funds," Economics Letters, Elsevier, vol. 217(C).
  53. Muñoz, Fernando & Ortiz, Cristina & Vicente, Luis, 2022. "Ethical window dressing: SRI funds are as good as their word," Finance Research Letters, Elsevier, vol. 49(C).
  54. Gregory, Richard Paul, 2022. "ESG activities and firm cash flow," Global Finance Journal, Elsevier, vol. 52(C).
  55. 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.
  56. Caterina Lucarelli & Camilla Mazzoli & Michela Rancan & Sabrina Severini, 2020. "Classification of Sustainable Activities: EU Taxonomy and Scientific Literature," Sustainability, MDPI, vol. 12(16), pages 1-25, August.
  57. Bax, Karoline & Sahin, Özge & Czado, Claudia & Paterlini, Sandra, 2023. "ESG, risk, and (tail) dependence," International Review of Financial Analysis, Elsevier, vol. 87(C).
  58. Guetlein, Marie-Charlotte & Schleich, Joachim, 2023. "Understanding citizen investment in renewable energy communities," Ecological Economics, Elsevier, vol. 211(C).
  59. Zhang, Ning & Zhang, Yue & Zong, Zhe, 2023. "Fund ESG performance and downside risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 86(C).
  60. Angeloantonio Russo & Massimo Mariani & Alessandra Caragnano, 2021. "Exploring the determinants of green bond issuance: Going beyond the long‐lasting debate on performance consequences," Business Strategy and the Environment, Wiley Blackwell, vol. 30(1), pages 38-59, January.
  61. Ali Murad Syed, 2017. "Environment, social, and governance (ESG) criteria and preference of managers," Cogent Business & Management, Taylor & Francis Journals, vol. 4(1), pages 1340820-134, January.
  62. Leonardo Becchetti & Francesco Salustri, 2019. "The Vote with the Wallet Game: Responsible Consumerism as a Multiplayer Prisoner’s Dilemma," Sustainability, MDPI, vol. 11(4), pages 1-22, February.
  63. Heena Thanki & Sweety Shah & Harishchandra Singh Rathod & Ankit D. Oza & Dumitru Doru Burduhos-Nergis, 2022. "I Am Ready to Invest in Socially Responsible Investments (SRI) Options Only If the Returns Are Not Compromised: Individual Investors’ Intentions toward SRI," Sustainability, MDPI, vol. 14(18), pages 1-17, September.
  64. Yoo, Sunbin & Keeley, Alexander Ryota & Managi, Shunsuke, 2021. "Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19," Energy Policy, Elsevier, vol. 155(C).
  65. Jingyan Zhang & Jan De Spiegeleer & Wim Schoutens, 2021. "Implied Tail Risk and ESG Ratings," Mathematics, MDPI, vol. 9(14), pages 1-16, July.
  66. Gao, Ya & Xiong, Xiong & Feng, Xu, 2020. "Responsible investment in the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 52(C).
  67. Fabio Pisani & Giorgia Russo, 2021. "Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis," Sustainability, MDPI, vol. 13(23), pages 1-18, November.
  68. Bauer, Rob & Smeets, Paul, 2015. "Social identification and investment decisions," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 121-134.
  69. Guido Abate & Ignazio Basile & Pierpaolo Ferrari, 2021. "The level of sustainability and mutual fund performance in Europe: An empirical analysis using ESG ratings," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1446-1455, September.
  70. Gunnar Gutsche & Anja Köbrich León & Andreas Ziegler, 2016. "On the relevance of psychological motives, values, and norms for socially responsible investments: An econometric analysis," MAGKS Papers on Economics 201641, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  71. Sitikantha Parida & Zhihong Wang, 2018. "Financial Crisis and Corporate Social Responsible Mutual Fund Flows," IJFS, MDPI, vol. 6(1), pages 1-19, January.
  72. Federica Ielasi & Paolo Ceccherini & Pietro Zito, 2020. "Integrating ESG Analysis into Smart Beta Strategies," Sustainability, MDPI, vol. 12(22), pages 1-22, November.
  73. Raymond Kwong & Man Lung Jonathan Kwok & Helen S. M. Wong, 2023. "Green FinTech Innovation as a Future Research Direction: A Bibliometric Analysis on Green Finance and FinTech," Sustainability, MDPI, vol. 15(20), pages 1-27, October.
  74. 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.
  75. Carmen Pilar Martí Ballester, 2020. "Does Concurrent Management of Mutual Funds and Pension Plans Create Conflicts of Interest?," Ensayos de Economía 18307, Universidad Nacional de Colombia Sede Medellín.
  76. Nicholas Apergis & Vassilios Babalos & Christina Christou & Rangan Gupta, 2019. "Are there Really Long-Run Diversification Benefits from Sustainable Investments?," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 18(2), pages 141-163, September.
  77. Fang, Fei & Parida, Sitikantha, 2022. "Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 84(C).
  78. Francesco Cesarone & Manuel Luis Martino & Federica Ricca & Andrea Scozzari, 2023. "Managing ESG Ratings Disagreement in Sustainable Portfolio Selection," Papers 2312.10739, arXiv.org.
  79. Rahat, Birjees & Nguyen, Pascal, 2022. "Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets," Energy Economics, Elsevier, vol. 116(C).
  80. José Luis Miralles-Quirós & María Mar Miralles-Quirós & José Manuel Nogueira, 2020. "Sustainable Development Goals and Investment Strategies: The Profitability of Using Five-Factor Fama-French Alphas," Sustainability, MDPI, vol. 12(5), pages 1-16, February.
  81. Muñoz, Fernando, 2016. "Cash flow timing skills of socially responsible mutual fund investors," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 110-124.
  82. Trinks, Arjan & Ibikunle, Gbenga & Mulder, Machiel & Scholtens, Bert, 2017. "Greenhouse Gas Emissions Intensity and the Cost of Capital," Research Report 17017-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  83. 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.
  84. 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," Sustainability, MDPI, vol. 9(10), pages 1-18, October.
  85. Juan C. Reboredo & Luis A. Otero González, 2022. "Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects," Business Strategy and the Environment, Wiley Blackwell, vol. 31(3), pages 950-968, March.
  86. Vanita Tripathi & Amanpreet Kaur, 2022. "Does Socially Responsible Investing Pay in Developing Countries? A Comparative Study Across Select Developed and Developing Markets," FIIB Business Review, , vol. 11(2), pages 189-205, June.
  87. Gregor Dorfleitner & Felix Rößle, 2018. "The financial performance of the health care industry: a global, regional and industry specific empirical investigation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 19(4), pages 585-594, May.
  88. Cerqueti, Roy & Ciciretti, Rocco & Dalò, Ambrogio & Nicolosi, Marco, 2021. "ESG investing: A chance to reduce systemic risk," Journal of Financial Stability, Elsevier, vol. 54(C).
  89. Pavlova, Ivelina & de Boyrie, Maria E., 2022. "ESG ETFs and the COVID-19 stock market crash of 2020: Did clean funds fare better?," Finance Research Letters, Elsevier, vol. 44(C).
  90. Henke, Hans-Martin, 2016. "The effect of social screening on bond mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 69-84.
  91. Saiful Arefeen & Koji Shimada, 2020. "Performance and Resilience of Socially Responsible Investing (SRI) and Conventional Funds during Different Shocks in 2016: Evidence from Japan," Sustainability, MDPI, vol. 12(2), pages 1-20, January.
  92. 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).
  93. Bannier, Christina E. & Bofinger, Yannik & Rock, Björn, 2019. "Doing safe by doing good: ESG investing and corporate social responsibility in the U.S. and Europe," CFS Working Paper Series 621, Center for Financial Studies (CFS).
  94. Xiao-Guang Yue & Yan Han & Deimante Teresiene & Justina Merkyte & Wei Liu, 2020. "Sustainable Funds’ Performance Evaluation," Sustainability, MDPI, vol. 12(19), pages 1-20, September.
  95. Gerasimos G. Rompotis, 2022. "The ESG ETFs in the UK," Journal of Asset Management, Palgrave Macmillan, vol. 23(2), pages 114-129, March.
  96. 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.
  97. Juan Carlos Matallín‐Sáez & Amparo Soler‐Domínguez & Salvador Navarro‐Montoliu & Diego Víctor de Mingo‐López, 2022. "Investor behavior and the demand for conventional and socially responsible mutual funds," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(1), pages 46-59, January.
  98. Leite, Paulo & Cortez, Maria Céu, 2015. "Performance of European socially responsible funds during market crises: Evidence from France," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 132-141.
  99. Bertrand Candelon & Jean-Baptiste Hasse & Quentin Lajaunie, 2021. "ESG-Washing in the Mutual Funds Industry? From Information Asymmetry to Regulation," Risks, MDPI, vol. 9(11), pages 1-23, November.
  100. Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022. "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 678-703, October.
  101. Bernal, Oscar & Hudon, Marek & Ledru, François-Xavier, 2021. "Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 93-112.
  102. Xing Chen & Bert Scholtens, 2018. "The urge to act: A comparison of active and passive socially responsible investment funds in the United States," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 25(6), pages 1154-1173, November.
  103. Giuseppe Maria Bifulco & Riccardo Savio & Maria Federica Izzo & Riccardo Tiscini, 2023. "Stopping or Continuing to Follow Best Practices in Terms of ESG during the COVID-19 Pandemic? An Exploratory Study of European Listed Companies," Sustainability, MDPI, vol. 15(3), pages 1-16, January.
  104. Wei Rong Ang, 2015. "Sustainable investment in Korea does not catch a cold when the United States sneezes," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 5(1-2), pages 16-26, April.
  105. 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.
  106. Amanjot Singh, 2022. "COVID‐19 and ESG preferences: Corporate bonds versus equities," International Review of Finance, International Review of Finance Ltd., vol. 22(2), pages 298-307, June.
  107. Reboredo, Juan C. & Quintela, Miguel & Otero, Luis A., 2017. "Do investors pay a premium for going green? Evidence from alternative energy mutual funds," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 512-520.
  108. Andrea Jacob & Martin Nerlinger, 2021. "Investors’ Delight? Climate Risk in Stock Valuation during COVID-19 and Beyond," Sustainability, MDPI, vol. 13(21), pages 1-17, November.
  109. Taskin, Dilvin & Dogan, Eyup & Madaleno, Mara, 2022. "Analyzing the relationship between energy efficiency and environmental and financial variables: A way towards sustainable development," Energy, Elsevier, vol. 252(C).
  110. Hooi Hooi Lean & Fabio Pizzutilo & Kimberly Gleason, 2023. "Portfolio performance implications of investment in renewable energy equities: Green versus gray," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(6), pages 2990-3005, November.
  111. José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2020. "Who Knocks on the Door of Portfolio Performance Heaven: Sinner or Saint Investors?," Mathematics, MDPI, vol. 8(11), pages 1-18, November.
  112. Urquhart, Andrew & Zhang, Hanxiong, 2019. "The performance of technical trading rules in Socially Responsible Investments," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 397-411.
  113. OKIMOTO Tatsuyoshi & TAKAOKA Sumiko, 2021. "Sustainability and Credit Spreads in Japan," Discussion papers 21052, Research Institute of Economy, Trade and Industry (RIETI).
  114. Tse, Yiuman, 2015. "Momentum strategies with stock index exchange-traded funds," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 134-148.
  115. Daniel N. F. Plattek & Otávio H. S. Figueiredo, 2023. "Sustainable and Governance Investment Funds in Brazil: A Performance Evaluation," Sustainability, MDPI, vol. 15(11), pages 1-19, May.
  116. Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2022. "Asymmetric multifractal behaviour and network connectedness between socially responsible stocks and international oil before and during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 587(C).
  117. Singh, Amanjot, 2020. "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, vol. 36(C).
  118. Vincenzo D'Apice & Giovanni Ferri & Mariantonietta Intonti, 2021. "Sustainable disclosure versus ESG intensity: Is there a cross effect between holding and SRI funds?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1496-1510, September.
  119. Jitmaneeroj, Boonlert, 2023. "Time-varying fund manager skills of socially responsible investing (SRI) funds in developed and emerging markets," Research in International Business and Finance, Elsevier, vol. 64(C).
  120. Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018. "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, vol. 42(3), pages 450-469.
  121. 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.
  122. 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.
  123. Gbenga Ibikunle & Tom Steffen, 2017. "European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers," Journal of Business Ethics, Springer, vol. 145(2), pages 337-355, October.
  124. Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.
  125. Martijn Boermans & Rients Galema, 2017. "Pension funds carbon footprint and investment trade-offs," DNB Working Papers 554, Netherlands Central Bank, Research Department.
  126. Fernando Muñoz & María Vargas & Ruth Vicente, 2021. "Style-changing behaviour in the socially responsible mutual fund industry: consequences on financial and sustainable performance," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, vol. 12(5), pages 1027-1051, February.
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  164. Gabriel, Vítor, 2018. "Environmentally sustainable investment: Dynamics between global thematic indices," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
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