Morales, Lucía; Soler-Domínguez, Amparo; Hanly, James - In: Journal of Applied Economics 22 (2019) 1, pp. 554-580
In this paper we analyse a set of socially responsible investment (SRI) indices against their conventional counterparts in the US context. Using a data set that spans the Obama and Trump administrations, we aim to identify whether performance and volatility patterns differ when markets are...
