International Evidence on Ethical Mutual Fund Performance and Investment Style
By Rob Bauer, Kees G. Koedijk, R. Otten. 2005
1,257 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/6aa5d329523c3fdc002c68502da7d989f3009c12
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
- C. Manescu
- Shunsuke Managi
- Bert Scholtens
- Jeroen Derwall
- Perry Sadorsky
- Tatsuyoshi Okimoto
- Gbenga Ibikunle
- Gregor Dorfleitner
In Finance
- Jeroen Derwall
- J. T. Horst
- C. Manescu
- Bert Scholtens
- Philipp Krueger
- Kees G. Koedijk
- Luc Renneboog
- Rob Bauer
Citations in the corpus
- A Bibliometric and Visualization Analysis of Socially Responsible Funds (2019, background): “[35] was the document with the greatest connection strength (924 total link strength) and it had a high link with Statman [36], Renneboog et al.”
- The Wages of Social Responsibility (2009, background): “Studies of the performance of mutual funds by Hamilton, Jo, and Statman (1993); Goldreyer and Diltz (1999); Statman (2000); and Bauer, Koedijk, and Otten (2005) showed no statistically significant difference between the returns of socially responsible mutual funds and those of conventional funds.”
- The Effect of Socially Responsible Investing on Portfolio Performance (2007, neutral): “1 See, e.g., Hamilton et al. (1993), Sauer (1997), Statman (2000), Bauer et al. (2005), Bello (2005), Geczy et al. (2005), Kreander et al. (2005), and Barnett and Salomon (2006).”
- Toward a theory of responsible investing : On the economic foundations of corporate social responsibility (2015, neutral): “…about stock market returns in relation to corporate social responsibility does arrive at a somewhat different conclusion: many researchers (e.g. Bauer et al., 2005; Bello, 2005; Renneboog et al., 2008) find that socially responsible investments yield returns that are not significantly…”
- Sustaining Sustainability in Organizations (2012, background): “Albeit sustainable investment practices have increasingly gained importance in capital markets (Bauer et al. 2005; Galema et al. 2008), as of date, financial stakeholders do not play an important and far-reaching role in fostering sustainable business practices.”
- Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms (2013, neutral): “Against this background, some portfolio analyses compare the risk-adjusted stock returns of socially responsible and conventional mutual funds (e.g., Bauer et al., 2005, 2007).”
- Risk and Return Characteristics of Islamic Equity Funds (2011, methodology): “For geographic focused funds we follow Bauer et al. (2005) by using a specific benchmark for each different region.”