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Are SRI funds conventional funds in disguise or do they live up to their name?

Nitsche, Christin; Schröder, Michael - 2015

In recent years, the socially responsible investing (SRI) industry has become an important segment of international capital markets by incorporating ESG (Environmental, Social and Governance) factors into investment selection and management processes. This study analyses whether SRI mutual funds...

Persistent link: https://www.econbiz.de/10010511288

Selection bias in innovation studies : a simple test

De Rassenfosse, Gaétan; Wastyn, Annelies - 2012

selection bias. Using a novel dataset of the whole population of patents by Belgian firms, we show that the single-office count … results in a selection bias that affects econometric estimates of innovation production functions. We propose a methodology to … evaluate whether estimates that rely on the single-office count are affected by a selection bias. -- Innovation production …

Persistent link: https://www.econbiz.de/10009509662

An investigation of record linkage refusal and its implications for empirical research

Warnke, Arne Jonas - 2017

previously inconsistent results. This is also the first study in which possible linkage consent bias is investigated in applied …

Persistent link: https://www.econbiz.de/10011701697

Asymmetric labor-supply responses to wage-rate changes : evidence from a field experiment

Doerrenberg, Philipp; Duncan, Denvil; Löffler, Max - 2016

The standard labor-supply literature typically assumes that the labor supply response to wage increases is the same as that for equivalent wage decreases. However, evidence from the behavioral-economics literature suggests that people are loss averse and thus perceive losses differently than...

Persistent link: https://www.econbiz.de/10011418892

Extreme weather and risk preference : panel evidence from Germany

Kahsay, Goytom Abraha; Osberghaus, Daniel - 2016

Individual risk preference may change after experiencing external socio-economic or natural shocks. Theoretical predictions and empirical studies suggest that risk taking may increase or decrease after experiencing shocks. So far the empirical evidence is sparse, especially when it comes to...

Persistent link: https://www.econbiz.de/10011454120

Chinese pension fund investment efficiency : evidence from CNCSSF stock holdings

Lang, Gunnar; Shen, Yu; Xu, Xian - 2014

China’s pension system is facing a large gap of more than one trillion RMB. The investment efficiency of the social security fund therefore receives widespread attention in academic circles. We collected data of stocks held by the Chinese National Council for Social Security Fund (CNCSSF) from...

Persistent link: https://www.econbiz.de/10010233083

Socially responsible investments in Germany, Switzerland and the United States : an analysis of investment funds and indices

Schröder, Michael - 2003

The aim of this study is the analysis of so called socially responsible investments (SRI). First, the performance of SRI equity investment funds and equity indices is investigated using Jensen's alpha as performance measure. The analysis considers market timing strategies of the fund management...

Persistent link: https://www.econbiz.de/10011448250

Modeling asset returns : a comparison of theoretical and empirical models

Lüders, Erik (contributor); Schröder, Michael (contributor) - 2004 - Rev. version

model performs well, the estimation for the German stock index could be significantly improved by an extension which follows …

Persistent link: https://www.econbiz.de/10003670896

Institutional investment in Central and Eastern Europe : investment criteria of Western portfolio managers

Köke, F. Jens - 1999

This study provides detailed evidence on the transistion state of Central and Eastern Europe (CEE) countries. It draws on data from a survey conducted among portfolio managers of Western investment funds thereby making use of the knowledge of experts in CEE markets. The approach of the study is...

Persistent link: https://www.econbiz.de/10011442996

The dynamics of overconfidence : evidence from stock market forecasters

Deaves, Richard (contributor); Lüders, Erick (contributor); … - 2005

As a group, market forecasters are egregiously overconfident. In conformity to the dynamic model of overconfidence of Gervais and Odean (2001), successful forecasters become more overconfident. What’s more, more experienced forecasters have learned to be overconfident,ʺ and hence are more...

Persistent link: https://www.econbiz.de/10003225303

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