Socially responsible investment fund performance: the impact of screening intensity

By Darren D. Lee, Jacquelyn E. Humphrey, K. Benson, Jason Ahn. 2010

151 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4adff9c0e9f66fc4d27f78f5c00104b048da80e8

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Darren D. Lee
2. Jacquelyn E. Humphrey
3. Bert Scholtens
4. María Vargas
5. Fernando Muñoz
6. Isabel Marco

In Finance

1. Bert Scholtens
2. Riikka Sievänen
3. Darren D. Lee
4. Jacquelyn E. Humphrey
5. H. Rita
6. María Vargas
7. Fernando Muñoz
8. Isabel Marco

Citations in the corpus

• Environmental Mutual Funds: Financial Performance and Managerial Abilities (2014, background): “Finally, there are studies controlling for the intensity of the screens (Barnett and Salomon 2006; Lee et al. 2010).”
• The Drivers of Responsible Investment: The Case of European Pension Funds (2013, result): “In addition, we can relate our findings to a curvilinear trend (Lee et al. 2010; Udayasankar 2008; Barnett and Salomon 2006), as the odds ratios diverge most in small and large pension funds, whereas the divergence is at its smallest in the middle classes.”
• Australian Socially Responsible Funds: Performance, Risk and Screening Intensity (2011, background): “Lee et al. (2010) find a curvilinear relation between total and systematic risks and the number of screens, but not idiosyncratic risk.”