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  1.  12
    Jacquelyn E. Humphrey & Darren D. Lee (2011). Australian Socially Responsible Funds: Performance, Risk and Screening Intensity. [REVIEW] Journal of Business Ethics 102 (4):519-535.
    We investigate the performance and risk of Socially Responsible Investment (SRI) equity funds in the Australian market and find no significant difference between the returns of SRI and conventional funds. In an extension to prior literature, we examine the impact of the number of positive, negative and total screens funds impose on performance and risk. We find little evidence of positive or negative screening impacting total return, but find weak evidence that funds with more screens overall provide better risk-adjusted performance. (...)
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  2.  29
    Karen L. Benson, Timothy J. Brailsford & Jacquelyn E. Humphrey (2006). Do Socially Responsible Fund Managers Really Invest Differently? Journal of Business Ethics 65 (4):337 - 357.
    To date, research into socially responsible investment (SRI), and in particular the socially responsible investment funds industry, has focused on whether investing in SRI assets has any differential impact on investor returns. Prior findings generally suggest that, on a risk-adjusted basis, there is no difference in performance between SRI and conventional funds. This result has led to questions about whether SRI funds are really any different from conventional funds. This paper examines whether the portfolio allocation across industry sectors and the (...)
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  3.  7
    Jacquelyn E. Humphrey & David T. Tan (2014). Does It Really Hurt to Be Responsible? Journal of Business Ethics 122 (3):375-386.
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  4.  14
    Larelle Chapple & Jacquelyn E. Humphrey (2013). Does Board Gender Diversity Have a Financial Impact? Evidence Using Stock Portfolio Performance. Journal of Business Ethics 122 (4):1-15.
    There is growing regulatory pressure on firms worldwide to address the under-representation of women in senior positions. Regulators have taken a variety of approaches to the issue. We investigate a jurisdiction that has issued recommendations and disclosure requirements, rather than implementing quotas. Much of the rhetoric surrounding gender diversity centres on whether diversity has a financial impact. In this paper we take an aggregate (market-level) approach and compare the performance of portfolios of firms with gender diverse boards to those without. (...)
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  5. Jacquelyn E. Humphrey, Geoffrey J. Warren & Junyan Boon (forthcoming). What is Different About Socially Responsible Funds? A Holdings-Based Analysis. Journal of Business Ethics.
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