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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

2013

Book Chapter

Finance

Humphrey, Jacquelyn (2013). Finance. Sustainability in Australian business: principles and practice. (pp. 249-271) edited by Gianna Moscardo, Geoffrey Lamberton, Geoffrey Wells, Wayne Fallon, Phillip Lawn, Anna Rowe, Jacquelyn Humphrey, Retha Wiesner, Brad Pettitt, Don Clifton, Marguerite Renouf and Will Kershaw. Milton, QLD, Australia: John Wiley & Sons Australia.

Finance

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

2010

Other Outputs

The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms

Humphrey, Jacquelyn, Lee, Darren D. and Shen, Yaokan (2010). The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms. doi: 10.2139/ssrn.1663444

The Independent Effects of Environmental, Social and Governance Initiatives on the Performance of UK Firms

2008

Journal Article

Socially responsible investment funds: Investor reaction to current and past returns

Benson, Karen L. and Humphrey, Jacquelyn E. (2008). Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking and Finance, 32 (9), 1850-1859. doi: 10.1016/j.jbankfin.2007.12.013

Socially responsible investment funds: Investor reaction to current and past returns

2008

Other Outputs

Investors' appetite for returns : further analysis of aggregate fund flow

Humphrey, Jacquelyn (2008). Investors' appetite for returns : further analysis of aggregate fund flow. PhD Thesis, School of Business, The University of Queensland. doi: 10.14264/152008

Investors' appetite for returns : further analysis of aggregate fund flow

2006

Journal Article

Do socially responsible fund managers really invest differently?

Benson, K. L., Brailsford, T. J. and Humphrey, J. E. (2006). Do socially responsible fund managers really invest differently?. Journal of Business Ethics, 65 (4), 337-357. doi: 10.1007/s10551-006-0003-8

Do socially responsible fund managers really invest differently?

2004

Other Outputs

Socially responsible funds : an examination of industry allocation and manager skill

Humphrey, Jacquelyn Eileen (2004). Socially responsible funds : an examination of industry allocation and manager skill. Honours Thesis, School of Business, The University of Queensland. doi: 10.14264/221494

Socially responsible funds : an examination of industry allocation and manager skill