Ang, Wei Rong; Gregoriou, Greg N.; Lean, Hooi Hooi - Institut de Préparation à l'Administration et à la … - 2014
This study analyzes the market timing skill of Socially Responsible Investing (SRI) fund managers of North America and Europe. We use a broad sample of 248 North American and 500 European SRI funds for the period of January 2001 - December 2011. Our result indicates that market timing skill...
