Publication: Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
Date
Date
Date
Citations
Mollet, J. C., & Ziegler, A. (2014). Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets. Review of Financial Economics, 23(4), 208–216. https://doi.org/10.1016/j.rfe.2014.08.003
Abstract
Abstract
Abstract
This paper empirically examines the theoretically ambivalent relationship between socially responsible investing (SRI) and stock performance. It contributes to the existing literature by considering both the US and the entire European stock markets and by using consistent world-wide corporate sustainability performance data. Our portfolio analysis from 1998 to 2009 is based on the common four-factor model according to Carhart (1997), which comprises market return, size, value, and momentum factors. We show for the US and the European
Metrics
Downloads
Views
Additional indexing
Creators (Authors)
- Mollet, Janick Christian
- Ziegler, Andreas
Volume
Volume
Volume
Number
Number
Number
Page range/Item number
Page range/Item number
Page range/Item number
Page end
Page end
Page end
Item Type
Item Type
Item Type
Keywords
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
ISSN or e-ISSN
ISSN or e-ISSN
ISSN or e-ISSN
OA Status
OA Status
OA Status
Free Access at
Free Access at
Free Access at
Publisher DOI
Metrics
Downloads
Views
Citations
Mollet, J. C., & Ziegler, A. (2014). Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets. Review of Financial Economics, 23(4), 208–216. https://doi.org/10.1016/j.rfe.2014.08.003
