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題名:以基本面分析強化社會責任投資績效
書刊名:證券市場發展季刊
作者:朱民芮 引用關係蔡維哲楊曉文鄞齊
作者(外文):Choo, Min-ruiTsai, Wei-cheYang, Sharon S.Yin, Chi
出版日期:2021
卷期:33:3=131
頁次:頁1-42
主題關鍵詞:ESG投資組合基本面分析信號超額報酬投資績效資料探勘ESG investment portfolioFundamental analysis signalsExcess returnsInvestment performanceData mining
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:15
  • 點閱點閱:2
期刊論文
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34.Harvey, C. R.、Liu, Y.、Zhu, H.(2016)。... and the Cross-Section of Expected Returns。Review of Financial Studies,29(1),5-68。  new window
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38.Luo, Xueming、Bhattacharya, C. B.(2006)。Corporate Social Responsibility, Customer Satisfaction, and Market Value。Journal of Marketing,70(4),1-18。  new window
39.Fama, Eugene F.、French, Kenneth R.(1996)。Multifactor Explanations of Asset Pricing Anomalies。Journal of Finance,51(1),55-84。  new window
40.Carhart, Mark M.(1997)。On persistence in mutual fund performance。The Journal of Finance,52(1),57-82。  new window
41.Khan, Mozaffar、Serafeim, George、Yoon, Aaron(2016)。Corporate sustainability: First evidence on materiality。The Accounting Review,91(6),1697-1724。  new window
42.Verheyden, Tim、Eccles, Robert G.、Feiner, Andreas(2016)。ESG for all? The impact of ESG screening on return, risk, and diversification。Journal of Applied Corporate Finance,28(2),47-55。  new window
43.Ou, Jane A.、Penman, Stephen H.(1989)。Financial Statement Analysis and the Prediction of Stock Returns。Journal of Accounting and Economics,11(4),295-329。  new window
44.Ball, R.、Gerakos, J.、Linnainmaa, J. T.、Nikolaev, V.(2016)。Accruals, cash flows, and operating profitability in the cross section of stock returns。Journal of Financial Economics,121(1),28-45。  new window
45.Goldreyer, Elizabeth F.、Diltz, J. David(1999)。The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection。Managerial Finance,25(1),23-36。  new window
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48.郭啟賢、余士迪、彭紫寧(20190300)。Corporate Social Responsibility, Real Activities Manipulation, and Signaling for Future Performance: Evidence from Meeting Earnings Benchmarks。證券市場發展季刊,31(1)=121,1-46。new window  new window
49.Friede, Gunnar、Busch, Timo、Bassen, Alexander(2015)。ESG and financial performance: aggregated evidence from more than 2000 empirical studies。Journal of Sustainable Finance & Investment,5(4),210-233。  new window
50.Giese, G.、Lee, L. E.、Melas, D.、Nagy, Z.、Nishikawa, L.(2019)。Foundations of ESG Investing: How ESG Affects Equity Valuation, Risk, and Performance。Journal of Portfolio Management,45(5),69-83。  new window
51.Gray, W. R.、Vogel, J.(2012)。Analyzing Valuation Measures: A Performance Horse Race over the Past 40 Years。Journal of Portfolio Management,39(1),112-121。  new window
52.Green, J.、Hand, J. R. M.、Zhang, X. F.(2013)。The supraview of return predictive signals。Review of Accounting Studies,18(3),692-730。  new window
53.Guerard, J. B.(1997)。Is there a cost to being socially responsible in investing?。Journal of Forecasting,16(7),475-490。  new window
54.Park, A.、Ravenel, C.(2013)。Integrating Sustainability Into Capital Markets: Bloomberg LP And ESG's Quantitative Legitimacy。Journal of Applied Corporate Finance,25(3),62-67。  new window
55.Roselle, P.(2016)。The Evolution of Integrating ESG Analysis into Wealth Management Decisions。Journal of Applied Corporate Finance,28(2),75-79。  new window
56.Rudd, A.(1981)。Social Responsibility and Portfolio Performance。California Management Review,23(4),55-61。  new window
57.Shank, T. M.、Shockey, B.、Financial, R. J.(2016)。Investment strategies when selecting sustainable firms。Financial Service Review,25,199-214。  new window
58.Wiles, M. A.、Morgan, N. A.、Rego, L. L.(2012)。The Effect of Brand Acquisition and Disposal on Stock Returns。Journal of Marketing,76(1),38-58。  new window
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研究報告
1.Cheng, Ing-Haw、Hong, Harrison、Shue, Kelly(2013)。Do managers do good with other people's money?。  new window
單篇論文
1.Fetsun, A.,Söhnholz, D.(2014)。A Quantitative Approach to Responsible Investment: Using a ESG-Multifactor Model to improve Equity Portfolios,Veritas Investment。  new window
2.Geczy, C.,Stambaugh, R. F.,Levin, D.(2005)。Investing in socially responsible mutual funds,http://dx.doi.org/10.2139/ssrn.416380。  new window
圖書論文
1.Friedman, Milton(2007)。The social responsibility of business is to increase its profits。Corporate ethics and corporate governance。Springer。  new window
 
 
 
 
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