Is There a Difference? The Performance Characteristics of Sri Equity Indexes

By Michael Schröder. 2007

290 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/00a48eb99dae74205e076ea213b65a14da31b954

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Citations in the corpus

Corporate social responsibility versus corporate shareholder responsibility: A family firm perspective (2020, background): “Several studies, including Hamilton, Jo, and Statman (1993), Bauer, Koedijk, and Otten (2005), Schröder (2007), Benabou and Tirole (2010), Borghesi, Houston, and Naranjo (2014), Masulis and Reza (2015), Cheng, Hong, and Shue (2016), Adhikari (2016) and Ghoul et al. (2016) suggest that CSR is…”
Corporate Goodness and Shareholder Wealth (2015, background): “…SRI funds or SRI screened portfolios underperform, whereas Hamilton, Jo, and Statman (1993), Kurtz and DiBartolomeo (1996), Guerard (1997), Bauer, Koedijk, and Otten (2005), or Schröder (2007) find no (risk-adjusted) performance differences between SRI mutual funds/indices and conventional ones.”
Measuring the level and risk of corporate responsibility – An empirical comparison of different ESG rating approaches (2015, methodology): “While early research commonly utilizes SRI mutual funds or indices (for example, Bauer et al, 2005; Bello, 2005; Kreander et al, 2005; Statman, 2006; Schröder, 2007), today a growing number of ESG ratings allow a more accurate analysis of the relationship between companies’ social and financial perf”
Does the Stock Market Fully Value Intangibles? Employee Satisfaction and Equity Prices (2011, background): “Hamilton, Jo and Statman (1993), Kurtz and DiBartolomeo (1996), Guerard (1997), Bauer, Koedijk and Otten (2005), Schröder (2007), and Statman and Glushkov (2007) report that SRI portfolios have similar returns to their benchmarks.”
Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms (2013, methodology): “With respect to the selection process, Ziegler and Schröder (2010) show that, for example, relatively high numbers of firms in the DJ STOXX 600 Index and the DJ World Index are never assessed at all, so that these corporations cannot be included in the DJSI STOXX or DJSI World, irrespective of their”
Socially Responsible Fixed-Income Funds (2008, unknown): “, Schroeder (2007) and Statman (2006).”
Global Standards and Ethical Stock Indexes: The Case of the Dow Jones Sustainability Stoxx Index (2009, background): “In the most comprehensive study so far, Schröder (2003) analysed the performance of 29 SRI equity indexes.”
Divergent ESG Ratings (2020, background): “Schröder (2007) examined 29 ESG equity indexes from 11 suppliers and compared their performance with the closest available conventional indexes.”
The effects of environmental, social and governance disclosures and performance on firm value: A review of the literature in accounting and finance (2017, unknown): “Schröder (2007) expands the investigation by looking into the performance of 29 SRI stock indexes and utilising different single-factor and multi-factor models to measure their performance.”