Purpose – This study seeks to measure the level of responsible investment (RI) disclosure of the world's largest pension funds. Design/methodology/approach – The public disclosure of environmental, social and governance factors by the world's largest pension funds reflect their genuine...

Abstract: In this trading strategy study, we ask three questions. ? does momentum exist in foreign exchange markets? ? what is the impact of transaction costs on excess returns? ? can a consolidated trading signal garner excess returns and if so, what is the source of such returns? Using total...