Auer, B.R. Do socially responsible investment policies add or destroy European stock portfolio value?. 2016 J. Bus. Ethics. 135 381-397
Auer, B.R. ; Schuhmacher, F. Do socially (ir)responsible investments pay? New evidence from international ESG data. 2016 Q. Rev. Econ. Finance. 59 51-62
Bauer, R. ; Koedijk, K. ; Otten, R. International evidence on ethical mutual fund performance and investment style. 2005 J. Bank. Finance. 29 1751-1767
Belghitar, Y. ; Clark, E. ; Deshmukh, N. Does it pay to be ethical? Evidence from the FTSE4Good. 2014 J. Bank. Finance. 47 54-62
Brzeszczyński, J. ; McIntosh, G. Performance of portfolios composed of British SRI stocks. 2014 J. Bus. Ethics. 120 335-362
Chang, Y. ; Chen, T.-.H. ; Shu, M.-.C. Corporate social responsibility, corporate performance and pay-performance sensitivity. Evidence from Shanghai stock exchange social responsibility index. 2018 Emerg. Markets Finance Trade. 54 1183-1203
Charlo, M.J. ; Moya, I. ; Muñoz, A.M. Sustainable development and corporate financial performance: A study based on the FTSE4Good IBEX Index. 2015 Bus. Strategy Environ.. 24 277-288
- Chong, J. ; Pfeiffer, S. ; Phillips, G.M. Can dual beta filtering improve investor performance?. 2011 J. Pers. Finance. 10 63-86
Paper not yet in RePEc: Add citation now
- Clark, G. ; Feiner, A. ; Viehs, M. From the stockholder to the shareholder: How sustainability can drive financial performance. 2015 University of Oxford and Arabesque Partners Report:
Paper not yet in RePEc: Add citation now
Consolandi, C. ; Jaiswal-Dale, A. ; Poggiani, E. ; Vercelli, A. Global standards and ethical stock indexes: The case of the Dow Jones sustainability STOXX index. 2009 J. Bus. Ethics. 87 185-197
DeMiguel, V. ; Garlappi, L. ; Uppal, R. Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy?. 2009 Rev. Financ. Stud.. 22 1915-1953
- Derwall, J. ; Guenster, N. ; Bauer, R. ; Koedijk, K. The eco-efficiency premium puzzle. 2005 Financial Anal. J.. 61 51-63
Paper not yet in RePEc: Add citation now
- Escrig-Olmedo, E. ; Muñoz-Torres, M.J. ; Fernández-Izquierdo, M.Á. Sustainable development and the financial system: Society’s perceptions about socially responsible investing. 2013 Bus. Strategy Environ.. 22 410-428
Paper not yet in RePEc: Add citation now
- Goldreyer, E.F. ; Diltz, J.D. The performance of socially responsible mutual funds: Incorporating sociopolitical information in portfolio selection. 1999 Managerial Finance. 25 23-36
Paper not yet in RePEc: Add citation now
- Guerard, J.B. Is there a cost to being socially responsible in investing?. 1997 J. Forecast.. 16 475-490
Paper not yet in RePEc: Add citation now
- Hamilton, S. ; Jo, H. ; Statman, M. Doing well while doing good? The investment performance of socially responsible mutual funds. 1993 Financial Anal. J.. 49 62-66
Paper not yet in RePEc: Add citation now
Israelsen, C. A refinement to the Sharpe ratio and information ratio. 2005 J. Asset Manage.. 5 423-427
Janik, B. ; Bartkowiak, M. The comparison of socially responsible indices in Central and Eastern Europe. 2015 Int. J. Environ. Technol. Manage.. 18 153-169
Jin, I. Is ESG a systematic risk factor for US equity mutual funds?. 2018 J. Sustain. Finance Investment. 8 72-93
Kempf, A. ; Osthoff, P. The effect of socially responsible investing on portfolio performance. 2007 Eur. Financ. Manage.. 13 908-922
Lean, H.H. ; Ang, W.R. ; Smyth, R. Performance and performance persistence of socially responsible investment funds in Europe and North America. 2015 North Am. J. Econ. Finance. 34 254-266
Lee, D. ; Faff, R. Corporate sustainability performance and idiosyncratic risk: A global perspective. 2009 Financ. Rev.. 44 213-247
Managi, S. ; Okimoto, T. ; Matsuda, A. Do socially responsible investment indexes outperform conventional indexes?. 2012 Appl. Financ. Econ.. 22 1511-1527
Miralles-Quiros, M. ; Miralles-Quiros, J.L. ; Arraiano, I.G. Sustainable development, sustainability leadership and firm valuation: Differences across Europe. 2017 Bus. Strategy Environ.. 26 1014-1028
- Orlitzky, M. ; Benjamin, J.D. Corporate social performance and firm risk: A meta-analytic review. 2001 Bus. Soci.. 40 369-396
Paper not yet in RePEc: Add citation now
- Orlitzky, M. ; Schmidt, F.L. ; Rynes, S.L. Corporate social and financial performance: A meta-analysis. 2003 Org. Stud.. 24 403-441
Paper not yet in RePEc: Add citation now
Ortas, E. ; Moneva, J.M. ; Salvador, M. Does socially responsible investment equity indexes in emerging markets pay off? Evidence from Brazil. 2012 Emerg. Markets Rev.. 13 581-597
- Report on progress, 2018. A paper prepared for the sustainable stock exchanges 2018 global dialogue. Sustainable Stock Exchanges Initiative, New York. (available at: https://sseinitiative.org/wp-content/uploads/2018/10/SSE_On_Progress_Report_FINAL.pdf).
Paper not yet in RePEc: Add citation now
Riedl, A. ; Smeets, P. Why do investors hold socially responsible mutual funds?. 2017 J. Finance. 72 2505-2550
- Rocznik Giełdowy, 2019. Giełda Papierów Wartościowych w Warszawie, Warszawa (available at: https://www.gpw.pl/biblioteka-gpw-lista?gpwlc_id=10).
Paper not yet in RePEc: Add citation now
Sassen, A. ; Hinze, A. ; Hardeck, I. Impact of ESG factors on firm risk in Europe. 2016 J. Bus. Econ.. 86 867-904
- Sauer, D.A. The impact of social-responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund. 1997 Rev. Financ. Econ.. 6 137-149
Paper not yet in RePEc: Add citation now
- Scholtens, B. Style and performance of Dutch socially responsible investment funds. 2005 J. Invest.. 14 63-72
Paper not yet in RePEc: Add citation now
Śliwiński, P. ; Łobza, M. Financial performance of socially responsible indices. 2017 Int. J. Manage. Econ.. 53 25-46
- Statman, M. Socially responsible mutual funds. 2000 Financial Anal. J.. 56 30-39
Paper not yet in RePEc: Add citation now
Syed, A.M. Socially responsible: Are they profitable?. 2017 Res. Int. Bus. Finance. 42 1504-1515
Yilmaz, M.K. ; Aksoy, M. ; Tatoglu, E. Does the stock market value inclusion in a sustainability index? Evidence from Borsa Istanbul. 2020 Sustainability. 12 1-22
Zou, P. ; Wang, Q. ; Xie, J. ; Zhou, C. Does doing good lead to doing better in emerging markets? Stock market responses to the SRI index announcements in Brazil, China and South Africa. 2020 J. Acad. Market. Sci.. 48 966-986