Analyzing more than 200 internationally-investing sustainably screened funds, we find that
socially responsible, green, and faith-based investments have to be considered as different …

Using a large international sample of 35 developed and emerging markets, we analyze whether
Islamic indices exhibit a different performance to conventional benchmarks. While there …

Using an international sample from 1982 to 2008, we investigate the performance of global
and 50 country-specific (28 developed and 22 emerging) fundamentally weighted portfolios …

Financial sustainability is underrepresented in both the research on and practice of sustainability
management and reporting. This article proposes a conceptual measure of financial …

The maximum daily return over the previous month (MAX) of Bali et al. (2011) is a strong and
significant predictor of future stock returns in non-US equity markets. Once it is controlled …

This paper assumes the role of advocatus diaboli by testing whether an investment in sin
stocks can financially outperform an investment in socially responsible stocks. We create a set …

… Walkshäusl (2017, 2019) finds supportive evidence that the FSCORE also adds to our
understanding of the value and momentum effects in European stock returns that can be traced …

We investigate the performance of the alternative three‐factor model across markets. The
important US evidence of Chen et al. (2010) in favour of the alternative model does not …

Recent empirical research shows that low volatility stocks outperform high volatility stocks
around the world. This study documents that the volatility effect is associated with the quality of …

This paper tests Ahmed and Safdar's noise‐related fundamentals‐based explanation for the
momentum premium in European equity markets. Consistent with the view that past price …