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Performance of foreign and global mutual funds : the role of security selection, region-shifting, and style-shifting abilities

Tsai, Hui-Ju; Wu, Yangru - In: The financial review : the official publication of the … 50 (2015) 4, pp. 517-545

Persistent link: https://www.econbiz.de/10011393160

Optimal portfolio choice with asset return predictability and nontradable labor income

Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249

Persistent link: https://www.econbiz.de/10011333124

Bond and stock market response to unexpected dividend changes

Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10011489208

Changes in corporate social responsibility and stock performance

Tsai, Hui-Ju; Wu, Yangru - In: Journal of business ethics : JBE 178 (2022) 3, pp. 735-755

We study the relationship between corporate social performance and financial performance by comparing the portfolio returns of firms with changes in corporate social responsibility (CSR) intensity. Using an extensive US sample from the MSCI ESG database, we find that improvement in the overall...

Persistent link: https://www.econbiz.de/10013271520