Does it pay to be ethical? Evidence from the FTSE4Good

On Persistence in Mutual Fund Performance

1997 • 16,085 citations

The variation of certain speculative prices

1997 • 4,766 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

Mutual Fund Performance

1966 • 3,489 citations

Robust Tests for the Equality of Variances

1974 • 2,665 citations

The price of sin: The effects of social norms on markets

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SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*

1976 • 1,562 citations

Socially responsible investments: Institutional aspects, performance, and investor behavior

2008 • 1,544 citations

International evidence on ethical mutual fund performance and investment style

2004 • 1,096 citations

Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns

2002 • 848 citations

Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds

1993 • 831 citations

The Effect of Socially Responsible Investing on Portfolio Performance

2007 • 779 citations

The price of ethics and stakeholder governance: The performance of socially responsible mutual funds

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2000 • 679 citations

Value-Enhancing Capabilities of CSR: A Brief Review of Contemporary Literature

2014 • 564 citations

Putting Risk in Its Proper Place

2006 • 558 citations

The Wages of Social Responsibility

2009 • 523 citations

Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis

2005 • 383 citations

Investing in Socially Responsible Mutual Funds

2003 • 378 citations

A tale of values-driven and profit-seeking social investors

2011 • 370 citations

The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund

1997 • 361 citations

THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS

1995 • 319 citations

Co‐Kurtosis and Capital Asset Pricing

1997 • 292 citations

Is there a Difference? The Performance Characteristics of SRI Equity Indices

2006 • 288 citations

Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects

1997 • 285 citations

Socially Responsible Indexes

2006 • 279 citations

The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection

1999 • 258 citations

Socially Responsible Mutual Funds

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Constructing and Testing Alternative Versions of the Fama–French and Carhart Models in the UK

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Marginal Conditional Stochastic Dominance

1994 • 155 citations

Risk aversion and skewness preference

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Environmental Mutual Funds: Financial Performance and Managerial Abilities

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Environmentally friendly dyes

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Does it Really Hurt to be Responsible?

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Investment performance of “environmentally-friendly” firms and their initial public offers and seasoned equity offers

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Performance of Ethical Mutual Funds in Spain: Sacrifice or Premium?

2007 • 75 citations

How does beta explain stochastic dominance efficiency?

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A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule

1999 • 19 citations

An empirical analysis of marginal conditional stochastic dominance

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Risk Aversion and Skewness Preference: a comment

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International equity flows, marginal conditional stochastic dominance and diversification

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Deleted Work

1955 • 0 citations