Results 61 to 70 of about 6,271 (197)

ESG Ratings and Investment Returns at the Country Level: Does Higher Mean Better?

International Journal of Finance &Economics, Volume 30, Issue 4, Page 3761-3784, October 2025.
ABSTRACT We examine whether U.S. dollar‐based investors can do better investing in highly rated ESG countries than in medium and lower rated ESG countries using both cross sectional and panel data estimations. In general, we find evidence that investment in ESGLow scoring countries leads to better returns than investing in ESGHigh scoring countries ...
Dimitrios Asteriou, Keith Pilbeam, Ioannis Litsios, William Pouliot   +3 more
wiley   +1 more source

Factors influencing SRI fund performance [PDF]

Journal of Capital Markets Studies, 2019
Purpose – The purpose of this paper is to examine socially responsible investment (SRI) fund performance and investigate the factors influencing fund performance.
Halil Kiymaz
doaj   +1 more source

Mutual fund performance in Slovenia : an analysis of mutual funds with investment policies in Europe and the energy sector [PDF]

, 2012
This paper examines the risk and return performance of mutual funds in Slovenia from 2005 until August 2009. The research is limited to the regional investment policies in Europe and the energy sector.
Markovič-Hribernik, Tanja, Vek, Uroš
core  

The efficacy of market timing and value creation

Journal of Financial Research, Volume 48, Issue 3, Page 1032-1066, Fall 2025.
Abstract In this article, I use a total timing measure that differentiates between cash‐flow timing and discount‐rate timing to assess value creation among actively managed US equity mutual funds. My findings indicate that some funds exhibit cash‐flow timing skills.
Chunhua Lan
wiley   +1 more source

PERUMUSAN PORTOFOLIO DINAMIS CRYPTOCURRENCY DENGAN SAHAM-SAHAM LQ45

Jurnal Ilmu Sosial dan Humaniora, 2019
Penelitian ini bertujuan untuk menganalisis kinerja portofolio yang dibentuk antara cryptocurrency dengan indeks LQ45 apakah memiliki kinerja yang lebih baik daripada portofolio yang hanya dibentuk dari indeks LQ45 saja.
Anggreini Pamilangan, Robiyanto Robiyanto   +1 more
doaj   +1 more source

Explaining and Predicting Momentum Performance Shifts Across Time and Sectors

Journal of Forecasting, Volume 44, Issue 3, Page 960-977, April 2025.
ABSTRACT In this paper, we analyze the momentum of the NASDAQ and its major sectoral components across an extended period of key economic events, which include recessions, expansions, wars, financial crises, and the Covid‐19 health crisis. We seek to explain how momentum works as an investment strategy during different economic conditions and whether ...
Konstantinos Mamais, Dimitrios Thomakos, Prodromos Vlamis   +2 more
wiley   +1 more source

Labour Unemployment Insurance and Pension Asset Allocations

British Journal of Management, Volume 36, Issue 2, Page 930-945, April 2025.
Abstract This paper examines the effect of unemployment risk on pension investment decisions of defined benefit pension plans. In particular, we examine whether unemployment insurance benefits affect pension investment risk. Using fixed‐effects and difference‐in‐difference analyses, we find evidence that firms take higher pension investment risk by ...
Yina Liang, Paraskevi Vicky Kiosse, Monika Tarsalewska   +2 more
wiley   +1 more source

Forbes Magazine's America's Best Banks: Are they best for investors?

Accounting &Finance, Volume 64, Issue 4, Page 3535-3557, December 2024.
Abstract This paper investigates announcement effects and longer‐term performance associated with the Forbes' America's Best Banks survey release. Although the market reacted positively to the announcement, the overall event window effects were insignificant.
Greg Filbeck, Dianna Preece, Xin Zhao
wiley   +1 more source

Attracting institutional investments to emerging markets: The case of Turkiye

International Journal of Finance &Economics, Volume 29, Issue 4, Page 4902-4931, October 2024.
Abstract Understanding institutional investors' investment criteria in emerging markets is essential because they typically make large investments without control rights or protection of the rule of law. This study undertakes an investment criteria investigation of institutional investors in Turkiye.
S. Burcu Avci
wiley   +1 more source

Volatility made observable at last [PDF]

The Cartier-Perrin theorem, which was published in 1995 and is expressed in the language of nonstandard analysis, permits, for the first time perhaps, a clear-cut mathematical definition of the volatility of a financial asset.
Cédric Join, Frédéric Hatt, Michel Fliess   +2 more
core