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2025

Journal Article

Outcome payer perspectives on social impact bonds as mediating instruments

Pullen, Tim, Smith, David, Humphrey, Jacquelyn and Benson, Karen (2025). Outcome payer perspectives on social impact bonds as mediating instruments. Accounting, Auditing & Accountability Journal. doi: 10.1108/aaaj-09-2023-6642

Outcome payer perspectives on social impact bonds as mediating instruments

2024

Journal Article

Reproducibility in Management Science

Fisar, Milos, Greiner, Ben, Huber, Christoph, Katok, Elena, Ozkes, Ali I., Management Science Reproducibility Collaboration, Luong, Hoang (Management Science Reproducibility Collaboration), Humphrey, Jacquelyn (Management Science Reproducibility Collaboration), Nguyen, Lily (Management Science Reproducibility Collaboration) and Smerdon, David C. (Management Science Reproducibility Collaboration) (2024). Reproducibility in Management Science. Management Science, 70 (3), 1343-1356. doi: 10.1287/mnsc.2023.03556

Reproducibility in Management Science

2022

Journal Article

Climate skepticism decreases when the planet gets hotter and conservative support wanes

Hornsey, Matthew J., Chapman, Cassandra M. and Humphrey, Jacquelyn E. (2022). Climate skepticism decreases when the planet gets hotter and conservative support wanes. Global Environmental Change, 74 102492, 102492. doi: 10.1016/j.gloenvcha.2022.102492

Climate skepticism decreases when the planet gets hotter and conservative support wanes

2022

Journal Article

Plastic pollution and packaging: corporate commitments and actions from the food and beverage sector

Phelan, Anna (Anya), Meissner, Katie, Humphrey, Jacquelyn and Ross, Helen (2022). Plastic pollution and packaging: corporate commitments and actions from the food and beverage sector. Journal of Cleaner Production, 331 129827, 1-19. doi: 10.1016/j.jclepro.2021.129827

Plastic pollution and packaging: corporate commitments and actions from the food and beverage sector

2021

Journal Article

A general approach to smooth and convex portfolio optimization using lower partial moments

Yao, Haixiang, Huang, Jinbo, Li, Yong and Humphrey, Jacquelyn E. (2021). A general approach to smooth and convex portfolio optimization using lower partial moments. Journal of Banking and Finance, 129 106167, 1-16. doi: 10.1016/j.jbankfin.2021.106167

A general approach to smooth and convex portfolio optimization using lower partial moments

2021

Journal Article

Who goes green: reducing mutual fund emissions and its consequences

Humphrey, Jacquelyn E. and Li, Yong (2021). Who goes green: reducing mutual fund emissions and its consequences. Journal of Banking and Finance, 126 106098, 1-17. doi: 10.1016/j.jbankfin.2021.106098

Who goes green: reducing mutual fund emissions and its consequences

2020

Journal Article

Managerial rents vs. shareholder value in closed-end funds: evidence from China

Humphrey, Jacquelyn E. , Hunter, David , Hoang, Khoa and Wei, Wang Chun (2020). Managerial rents vs. shareholder value in closed-end funds: evidence from China. Pacific-Basin Finance Journal, 64 101453, 101453. doi: 10.1016/j.pacfin.2020.101453

Managerial rents vs. shareholder value in closed-end funds: evidence from China

2019

Journal Article

Do sustainability rating schemes capture climate goals?

Rekker, Saphira A. C., Humphrey, Jacquelyn E. and O’Brien, Katherine R. (2019). Do sustainability rating schemes capture climate goals?. Business & Society, 60 (1), 000765031982576-160. doi: 10.1177/0007650319825764

Do sustainability rating schemes capture climate goals?

2018

Journal Article

Comparing extraction rates of fossil fuel producers against global climate goals

Rekker, Saphira A. C., O’Brien, Katherine R., Humphrey, Jacquelyn E. and Pascale, Andrew C. (2018). Comparing extraction rates of fossil fuel producers against global climate goals. Nature Climate Change, 8 (6), 489-492. doi: 10.1038/s41558-018-0158-1

Comparing extraction rates of fossil fuel producers against global climate goals

2015

Journal Article

Is diversification always optimal?

Humphrey, Jacquelyn E., Benson, Karen L., Low, Rand K.Y. and Lee, Wei-Lun (2015). Is diversification always optimal?. Pacific Basin Finance Journal, 35 (Part B), 521-532. doi: 10.1016/j.pacfin.2015.09.003

Is diversification always optimal?

2015

Journal Article

What is Different about Socially Responsible Funds? A Holdings-Based Analysis

Humphrey, Jacquelyn E, Warren, Geoffrey J and Boon, Junyan (2015). What is Different about Socially Responsible Funds? A Holdings-Based Analysis. Journal of Business Ethics, 138 (2), 263-277. doi: 10.1007/s10551-015-2583-7

What is Different about Socially Responsible Funds? A Holdings-Based Analysis

2014

Journal Article

Does board gender diversity have a financial impact? Evidence using stock portfolio performance

Chapple, Larelle and Humphrey, Jacquelyn E. (2014). Does board gender diversity have a financial impact? Evidence using stock portfolio performance. Journal of Business Ethics, 122 (4), 709-723. doi: 10.1007/s10551-013-1785-0

Does board gender diversity have a financial impact? Evidence using stock portfolio performance

2014

Journal Article

Does it really hurt to be responsible?

Humphrey, Jacquelyn E. and Tan, David T. (2014). Does it really hurt to be responsible?. Journal of Business Ethics, 122 (3), 375-386. doi: 10.1007/s10551-013-1741-z

Does it really hurt to be responsible?

2013

Journal Article

Do fund flow-return relations depend on the type of investor? A research note

Humphrey, Jacquelyn E., Benson, Karen L. and Brailsford, Timothy J. (2013). Do fund flow-return relations depend on the type of investor? A research note. Abacus, 49 (1), 34-45. doi: 10.1111/j.1467-6281.2012.00374.x

Do fund flow-return relations depend on the type of investor? A research note

2012

Journal Article

The independent effects of environmental, social and governance initiatives on the performance of UK firms

Humphrey , Jacquelyn E., Lee, Darren D. and Shen, Yaokan (2012). The independent effects of environmental, social and governance initiatives on the performance of UK firms. Australian Journal of Management, 37 (2), 135-151. doi: 10.1177/0312896211410081

The independent effects of environmental, social and governance initiatives on the performance of UK firms

2012

Journal Article

Does it cost to be sustainable?

Humphrey, Jacquelyn E., Lee, Darren D. and Shen, Yaokan (2012). Does it cost to be sustainable?. Journal of Corporate Finance, 18 (3), 626-639. doi: 10.1016/j.jcorpfin.2012.03.002

Does it cost to be sustainable?

2011

Journal Article

Australian socially responsible funds: Performance, screens and structure

Humphrey, Jacquelyn and Lee, Darren (2011). Australian socially responsible funds: Performance, screens and structure. Ethical Investor (97), 36-37.

Australian socially responsible funds: Performance, screens and structure

2011

Journal Article

Australian socially responsible funds: Performance, risk and screening intensity

Humphrey, Jacquelyn E. and Lee, Darren D. (2011). Australian socially responsible funds: Performance, risk and screening intensity. Journal of Business Ethics, 102 (4), 519-535. doi: 10.1007/s10551-011-0836-7

Australian socially responsible funds: Performance, risk and screening intensity

2010

Journal Article

Socially responsible investment fund performance: The impact of screening intensity

Lee, Darren D., Humphrey, Jacquelyn E., Benson, Karen L. and Ahn, Jason Y. K. (2010). Socially responsible investment fund performance: The impact of screening intensity. Accounting and Finance, 50 (2), 351-370. doi: 10.1111/j.1467-629X.2009.00336.x

Socially responsible investment fund performance: The impact of screening intensity

2010

Journal Article

Persistence and the four-factor model in the Australian funds market: A note

Humphrey, Jacquelyn E. and O'Brien, Michael A. (2010). Persistence and the four-factor model in the Australian funds market: A note. Accounting and Finance, 50 (1), 103-119. doi: 10.1111/j.1467-629X.2009.00317.x

Persistence and the four-factor model in the Australian funds market: A note