Performances and risk of socially responsible investments across regions during crisis

HH Lean, F Pizzutilo - International Journal of Finance & …, 2021 - Wiley Online Library
Very few studies verified whether Socially Responsible Investments (SRIs) add value during
a financial turmoil. We fill this gap. We conduct the analysis by employing the Fama and …

Sustainable development goals and investment strategies: The profitability of using five-factor Fama-French alphas

JL Miralles-Quirós, MM Miralles-Quirós, JM Nogueira - Sustainability, 2020 - mdpi.com
This study focuses on assets related to Sustainable Development Goals (SDGs), which are
the most recent aspect of the Socially Responsible Investment framework and have caught …

How efficient is the Johannesburg Stock Exchange really?

A Heymans, L Santana - South African Journal of Economic and …, 2018 - journals.co.za
Background: There are various studies that confirm the efficiency of the Johannesburg Stock
Exchange (JSE), implying that there are no opportunities for active portfolio managers to …

Mutual fund performance using unconditional multifactor models: Evidence from India

PK Agarwal, HK Pradhan - Journal of Emerging Market …, 2018 - journals.sagepub.com
In contrast to developed countries, Indian capital markets do not exhibit strong efficiency and
therefore it appears possible that fund managers beat the benchmarks. We examine the …

Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market

B Yan, M Liang, Y Zhao - Journal of Futures Markets, 2024 - Wiley Online Library
This study addresses key issues of market efficiency in weak global futures markets,
focusing on the intricate relationship between market sentiment and options pricing …

[PDF][PDF] Bibliometric overview and retrospective analysis of fund performance research between 1966 and 2019

W Zhou, D Luo, H Fang, X Gou, J Chen - Economic research …, 2020 - hrcak.srce.hr
Fund performance has been a hot topic in the financial research area, fair and correct
evaluation of fund performance is of great significance for fund investors and companies …

Who knocks on the door of portfolio performance heaven: sinner or saint investors?

JL Miralles-Quirós, MM Miralles-Quirós - Mathematics, 2020 - mdpi.com
To sin, or not to sin: that has been the question for many people for a long time, and
nowadays that question has moved to the financial markets. The existence of studies that …

A Critical Review of the Market Efficiency Concept

KH Mustafa, AM Ahmed - Shirkah: Journal of Economics and Business, 2020 - shirkah.or.id
The market efficiency hypothesis has attracted a notable number of economists to conduct
investigations in this field. It could be considered as an effective method of driving investors …

A literature survey on the performance prediction of mutual funds

S Singla, G Gupta - International Journal of Computational …, 2020 - inderscienceonline.com
Mutual funds are excellent medium for investors to invest, who do not have much know-how
about financial markets. Investors generally take fund's historical performance and their …

Long-term negative fund alpha: Is it caused by bad skill or bad luck?

Q Bu - Financial Markets and Portfolio Management, 2018 - Springer
This paper examines the sources of long-term negative fund alpha. We compare the actual
loser funds with a control group of bootstrapped loser funds. We find that the returns of the …