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...

There is a sizeable literature that tests for weak-form efficiency in commodity and energy spot and futures prices. While many studies now allow for multiple structural breaks to address the criticism that conventional unit root tests have low power to reject the unit root null in the presence...

We use an augmented production function approach to examine the relationship between disaggregated energy consumption by fuel type and economic growth in Malaysia. The main finding is that diesel and motor petrol are the major contributors to economic growth in the long-run in Malaysia. The long...

There is a sizeable literature that tests for weak-form efficiency in commodity and energy spot and futures prices. While many studies now allow for multiple structural breaks to address the criticism that conventional unit root tests have low power to reject the unit root null in the presence...

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...

This paper examines the dynamic linkages between house price indices, interest rates and stock prices in Malaysia using cointegration and Granger causality testing. For Malaysia as a whole, we find that house prices, stock prices and interest rates are not cointegrated. For Kuala Lumpur, Penang...

This paper examines whether initiatives to promote hydroelectricity consumption are likely to be effective by applying univariate and panel Lagrange Multiplier (LM) unit root tests to hydroelectricity consumption in 55 countries over the period 1965 to 2011. We find that for the panel, as well...

This paper employs annual data for Malaysia from 1970 to 2008 to examine the causal relationship between economic growth, electricity generation, exports and prices in a multivariate model. We find that there is unidirectional Granger causality running from economic growth to electricity...

In this article we apply univariate and panel Lagrange Multiplier (LM) unit root tests with one and twostructural breaks proposed by Lee and Strazicich (2003, 2004) and Im <italic>et al</italic>. (2005) to examine housing prices for five different housing price indices (all housing, detached housing,...

We use an augmented production function approach to examine the relationship between disaggregated energy consumption by fuel type and economic growth in Malaysia. The main finding is that diesel is the major contributor to economic growth in the long run in Malaysia. The long run elasticity for...