Publication: Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets
Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets
Date
Date
Date
Citations
Mollet, J. C., & Ziegler, A. (2012). Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets (01/12; CCRS Working Paper Series). http://www.ccrs.uzh.ch/services-1/finanzielleperformance/portfolioanalysen/csr-klassifizierung-und-aktienrendite.html
Abstract
Abstract
Abstract
This paper empirically examines the theoretically ambivalent relationship between socially responsible investing (SRI) and stock performance. It extends the existing literature by considering both the US and the entire European stock markets as well as by using consistent world-wide corporate sustainability performance data. Our portfolio analysis from 1998 to 2009 reveals the appeal of a recently constructed financial databank comprising the common market return, size, value, and momentum factors according to Carhart (1997). These ri
Metrics
Downloads
Views
Citations
Additional indexing
Creators (Authors)
Series Name
Series Name
Series Name
Item Type
Item Type
Item Type
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
OA Status
OA Status
OA Status
Free Access at
Free Access at
Free Access at
Official URL
Official URL
Official URL
Metrics
Downloads
Views
Citations
Citations
Mollet, J. C., & Ziegler, A. (2012). Is Socially Responsible Investing Really Beneficial? New Empirical Evidence for the US and European Stock Markets (01/12; CCRS Working Paper Series). http://www.ccrs.uzh.ch/services-1/finanzielleperformance/portfolioanalysen/csr-klassifizierung-und-aktienrendite.html
