ESG ETFs and the COVID-19 stock market crash of 2020: Did clean funds fare better?
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The performance results appear limited to active sustainable funds, not passive sustainable funds.
“These results are noteworthy because they seem limited to only active sustainable funds.”
From Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic (2022) · cites this paper as Pavlova and de Boyrie (2022)
Pavlova and de Boyrie (2022) find no superior performance in sustainable exchange-traded funds during the crisis.
“Similarly, Pavlova and de Boyrie (2022) do not find superior performance in sustainable ETFs during the crisis.”
From Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic (2022) · cites this paper as Pavlova and de Boyrie (2022)
Other papers find that sustainable ETFs and index funds do not perform well during the early part of the pandemic.
“Other papers find that sustainable ETFs and index funds do not perform well during the early part of the pandemic (Omura et al., 2021 and Pavlova & de Boyrie, 2022).”
From Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic (2022) · cites this paper as Pavlova & de Boyrie, 2022
Cites
On Persistence in Mutual Fund Performance
Carhart, M. M. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03808.x · Cited by 17,283 · see citing works
A five-factor asset pricing model
Fama, E. F., & French, K. R. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.10.010 · Cited by 7,852 · see citing works
Corporate immunity to the COVID-19 pandemic
Ding, W., Levine, R., Lin, C., & Xie, W. (2021) · Journal of Financial Economics · doi:10.1016/j.jfineco.2021.03.005 · Cited by 1,484 · see citing works
Sustainability Preferences Under Stress: Evidence from COVID-19
Döttling, R., & Kim, S. (2020) · SSRN Working Paper · doi:10.2139/ssrn.3656756 · Cited by 161 · see citing works
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Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic
Fang, F., & Parida, S. (2022) · International Review of Financial Analysis · doi:10.1016/j.irfa.2022.102387 · Cited by 51 · see citing works
- Authors
- Pavlova, I., & de Boyrie, M. E.
- Affiliations
- University of Houston - Clear Lake (US)
- Venue
- Finance Research Letters
- Publisher
- Elsevier BV
- Published
- 2022-01
- Volume
- 44
- Pages
- 102051
- ISSN
- 1544-6123 (ISSN-L)
- OpenAlex
- W3151868156
- Cited by
- 135
- References
- 4
- Citations by year
- 2026: 15 · 2025: 24 · 2024: 29 · 2023: 39 · 2022: 26 · 2021: 2
- FWCI
- 19.90
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- Locations
- Finance research letters (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Sustainable Finance and Green Bonds
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Business, Management and Accounting › Strategy and Management › Corporate Social Responsibility Reporting
- Keywords
- COVID-19 market crash, risk-adjusted returns, ESG ratings, Big Five personality traits
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