Are socially responsible investment funds seasonal?
Alda, Mercedes (Universidad de Zaragoza) ; Vicente, Ruth (Universidad de Zaragoza)
Resumen: We study the existence of seasonality effects in USA SRI mutual funds from November 1990 to April 2019. We analyse whether SRI funds focus on non-financial aspects and reduce the importance of changing their behaviour in certain calendar periods with the purpose of achieving better performance in these seasons. Considering several investment areas (Asia, Europe, Japan, USA and global), we study the season patterns on monthly, quarterly, and second-half yearly basis. In general, our results do not show seasonality behaviour. Consequently, SRI mutual funds do not vary their behaviour in certain calendar periods, revealing a more stable investment conduct, consistent with non-financial preferences. © 2021 Informa UK Limited, trading as Taylor & Francis Group.
Idioma: Inglés
DOI: 10.1080/13504851.2021.1999895
Año: 2023
Publicado en: APPLIED ECONOMICS LETTERS 30, 5 (2023), 562-565
ISSN: 1350-4851
Factor impacto JCR: 1.2 (2023)
Categ. JCR: ECONOMICS rank: 341 / 600 = 0.568 (2023) - Q3 - T2
Factor impacto CITESCORE: 2.9 - Economics and Econometrics (Q2)
Factor impacto SCIMAGO: 0.376 - Economics and Econometrics (Q3)
Financiación: info:eu-repo/grantAgreement/ES/DGA/S38-17R
Financiación: info:eu-repo/grantAgreement/ES/MCINN/RTI2018-093483-B-I00
Tipo y forma: Article (PostPrint)
Área (Departamento): Área Economía Finan. y Contab. (Dpto. Contabilidad y Finanzas)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. If you remix, transform, or build upon the material, you may not distribute the modified material.
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Idioma: Inglés
DOI: 10.1080/13504851.2021.1999895
Año: 2023
Publicado en: APPLIED ECONOMICS LETTERS 30, 5 (2023), 562-565
ISSN: 1350-4851
Factor impacto JCR: 1.2 (2023)
Categ. JCR: ECONOMICS rank: 341 / 600 = 0.568 (2023) - Q3 - T2
Factor impacto CITESCORE: 2.9 - Economics and Econometrics (Q2)
Factor impacto SCIMAGO: 0.376 - Economics and Econometrics (Q3)
Financiación: info:eu-repo/grantAgreement/ES/DGA/S38-17R
Financiación: info:eu-repo/grantAgreement/ES/MCINN/RTI2018-093483-B-I00
Tipo y forma: Article (PostPrint)
Área (Departamento): Área Economía Finan. y Contab. (Dpto. Contabilidad y Finanzas)
You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use. You may not use the material for commercial purposes. If you remix, transform, or build upon the material, you may not distribute the modified material. Exportado de SIDERAL (2025-04-01-11:03:02)
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Articles > Artículos por área > Economía Financiera y Contabilidad
Record created 2025-04-01, last modified 2025-04-01