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Socially responsible funds and market crises

✍ Scribed by Nofsinger, John; Varma, Abhishek


Book ID
122182931
Publisher
Elsevier Science
Year
2014
Tongue
English
Weight
504 KB
Volume
48
Category
Article
ISSN
0378-4266

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## ABSTRACT This paper investigates the style and performance of US and European global socially responsible funds. Several specifications of the return‐generating process are applied as well as their corresponding conditional versions. Most European global socially responsible funds do not show s