This study analyzes the market timing skill of Socially Responsible Investing (SRI) fund managers of North America and Europe. We use a broad sample of 248 North American and 500 European SRI funds for the period of January 2001 - December 2011. Our result indicates that market timing skill...

We analyze, and compare, performance and performance persistence of Socially Responsible Investment (SRI) funds in Europe and North America. We use a broad sample of 500 European and 248 North American SRI funds for the period January 2001 - December 2011. We find that SRI funds outperform the...

Purpose: This paper aims to analyze the market efficiency of socially responsible investment in Korea. The authors used the daily price of the Dow Jones Sustainability Index Korea between January 2006 and December 2015. Design/methodology/approach: To analyze the unpredictability of the...

Socially Responsible Investing (SRI) funds are funds that undergo screening processes which satisfies the environmental, social and governance criterion for the benefit of all. This chapter investigates the market timing ability of SRI funds in Luxembourg. Luxembourg is the largest fund...