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Socially responsible funds and market crises

Journal of Banking & Finance · 2014 · Vol. 48 · pp. 180–193
John R. NofsingerAbhishek Varma
Financial Markets and Investment StrategiesCorporate Finance and GovernanceCorporate Social Responsibility ReportingFund of fundsBusinessPortfolioPassive managementCorporate governanceGlobal assets under managementDownside riskOpen-end fundClosed-end fundSocially responsible investing
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628
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29.27
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62
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100%
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References
The stocks at stake: Return and risk in socially responsible investment
Journal of Banking & Finance · 2008 · 730 citations
Common risk factors in the returns on stocks and bonds
Journal of Financial Economics · 1993 · 27,375 citations
Corporate Social Responsibility and Firm Financial Performance
Academy of Management Journal · 1988 · 2,451 citations
On Persistence in Mutual Fund Performance
The Journal of Finance · 1997 · 16,824 citations
Prospect Theory: An Analysis of Decision under Risk
Econometrica · 1979 · 46,113 citations
International evidence on ethical mutual fund performance and investment style
Journal of Banking & Finance · 2004 · 1,151 citations
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