Publicação
Are socially responsible firms an asset class
| dc.contributor.author | Arraiano, Irene Guia | |
| dc.contributor.author | Miralles-Quirós, María del Mar | |
| dc.contributor.author | Miralles-Marcelo, José Luís | |
| dc.date.accessioned | 2018-03-14T14:46:23Z | |
| dc.date.available | 2018-03-14T14:46:23Z | |
| dc.date.issued | 2015-11 | |
| dc.description | Capítulo do livro Asset pricing and investment strategies - In memoriam of Prof. José Luis Miralles-Marcelo | pt_PT |
| dc.description.abstract | Socially Responsible Investment (SRI) has grown enormously in recent years. In this context, the aim of this study is to examine whether this kind of firms are "an asset class" in European markets. To that end, we analyze the risk-adjusted returns and risk sensibilities of these firms in ten markets over the 2001-2013 period considering three alternative criteria. Our overall results show that socially responsible firms are an asset class in all markets analyzed with all criteria. However, our results reveal the existence of market singularities that should be considered in future research, especially between the German and Nordic markets. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.isbn | 978-84-608-3576-9 | |
| dc.identifier.uri | http://hdl.handle.net/10400.21/8249 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | María del Mar Miralles-Quirós e José Luis Miralles-Quirós | pt_PT |
| dc.relation | Fondo Europeo de Desarrollo Regional | pt_PT |
| dc.subject | Socially responsible firms | pt_PT |
| dc.subject | European markets | pt_PT |
| dc.subject | Performance | pt_PT |
| dc.subject | Spanning tests | pt_PT |
| dc.subject | Risk | pt_PT |
| dc.title | Are socially responsible firms an asset class | pt_PT |
| dc.type | book part | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Extremadura - Espanha | pt_PT |
| oaire.citation.endPage | 100 | pt_PT |
| oaire.citation.startPage | 77 | pt_PT |
| oaire.citation.title | Asset pricing and investment strategies | pt_PT |
| rcaap.rights | restrictedAccess | pt_PT |
| rcaap.type | bookPart | pt_PT |