Dumitrescu, Ariadna; Zakriya, Mohammed; Jarvinen, Jesse - 2022
Using a unique and extensive dataset of 121 socially responsible investing (SRI) equity exchange-traded funds (ETFs) from January 2010 to December 2020, this study examines how passive SRI ETFs perform compared with their non-SRI benchmarks composed of S&P500 ETFs. Over the full sample period,...
