In this paper, we use online search engines and archive collections to examine the popularity of socially responsible investing (SRI) in newspapers and academic journals. A simple content analysis suggests that most of the papers on SRI focus on financial performance. This profusion of research...

This paper examines whether the decision and amount of firm charitable giving in response to catastrophic events are related to firm post-performance, and whether firm ownership type moderates this relationship. Using data on Chinese firms’ philanthropic response to the 2008 Sichuan...

In this study, we aim to discover whether the performance of Corporate Social Responsibility (CSR) can lead to abnormal returns, i.e., whether the execution of CSR can enhance the generation of abnormal returns. We sort companies according to their ratings in each sector (environmental, social,...

Using a panel data set that provides detailed information on investors' stockholding, this paper studies the relationship between local bias and risk-adjusted portfolio return while controlling for alternative exogenous determinants within Sweden between the years of 2000 and 2007. Existing...

This paper studies hedge fund return predictability in a multivariate setting. Our research design and analysis is motivated by the empirical observations that a specific forecasting model that is going to perform well is not known ex-ante and that modelling time varying return...

Using a large sample of hedge fund manager characteristics, we provide one of the first comprehensive studies on the impact of manager characteristics, such as education and career concern, on hedge fund performances. We document differential ability among hedge fund managers in generating...