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The effect of social screening on bond mutual fund performance
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“CSR bonds appear to outperform conventional bonds during down markets (Henke 2016).”
From Mandatory CSR and sustainability reporting: economic analysis and literature review (2021) · cites this paper as Henke 2016
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“CSR bonds appear to outperform conventional bonds during down markets (Henke 2016).”
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Metadata
- Authors
- Henke, H.-M.
- Affiliations
- Catholic University of Eichstätt-Ingolstadt (DE)
- Corresponding author
- Henke, Hans-Martin
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 2016-06
- Volume
- 67
- Pages
- 69-84
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W3121799114
- Cited by
- 147
- References
- 75
- Citations by year
- 2026: 12 · 2025: 17 · 2024: 21 · 2023: 20 · 2022: 21 · 2021: 13 · 2020: 9 · 2019: 17 · 2018: 7 · 2017: 5 · 2016: 4
- FWCI
- 16.62
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
- Locations
- Journal of Banking & Finance (publishedVersion)
- SSRN Electronic Journal (acceptedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Sustainable Finance and Green Bonds
- Social Sciences › Business, Management and Accounting › Strategy and Management › Corporate Social Responsibility Reporting
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Keywords
- socially responsible investment, ESG screening, corporate bond funds, performance attribution, bear market, sustainable investment, survivorship bias
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