Das, Nandita; Chatterje, Swarn; Ruf, Bernadette; … - In: Journal of Finance Issues 17 (2018) 1, pp. 49-57
, and Governance (ESG) ratings assigned to the SRMF signal fund performance over time. The results indicate that although … ratings outperformed the SRMF with lower ESG ratings during the Great Recession period. Implications of this study’s findings … respect to the market during the Great Recession period. Furthermore, our results indicate that the SRMF with higher ESG …