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Associate Professor Jacquelyn Humphrey
Associate Professor

Jacquelyn Humphrey

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Phone: 
+61 7 334 68106

Overview

Background

Jacquelyn is an Associate Professor in finance and is the finance discipline convenor.

Jacquelyn's research expertise is in sustainable finance/responsible investment i.e., how environmental, social and governance factors impact on investment decision-making for investors and corporations. She also has an active interdisciplinary research agenda in sustainability more broadly and a research interest in funds management.

Jacquelyn has published in well-regarded international finance journals including Journal of Corporate Finance, Journal of Banking and Finance and Journal of Business Ethics, as well as in journals outside of finance including Nature Climate Change, Global Environmental Change and Journal of Cleaner Production.She has been the recipient of AFAANZ research grants and numerous internal grants. She was a Vice President of the Financial Research Network, where she oversaw a program of career development for academic women in finance. Jacquelyn has received a BEL Faculty Citation for Outstanding Contribution to Student Learning or Experience - Commendation award and a UQ Business School Dean's award for Impactful Leadership.

Jacquelyn's research is of great interest to the wider financial community, both in Australia and internationally. Her research has been cited by the United Nations Environment Programme Finance Initiative, the Norwegian Government Pension Fund Global, the Cooper review, KPMG and PriceWaterhouseCoopers. Jacquelyn has had numerous international invitations to speak about environmental, social and governance research and has also led a number of contract research projects for the finance industry. She has written practitioner articles that have appeared in Ethical Investor and Portfolio Construction as well as two textbook chapters.

Availability

Associate Professor Jacquelyn Humphrey is:
Not available for supervision
Media expert

Qualifications

  • Bachelor of Commerce, The University of Queensland
  • Bachelor (Honours) of Commerce, The University of Queensland
  • Postgraduate Diploma in Bible and Ministry, Australian College of Theology
  • Doctor of Philosophy, The University of Queensland
  • Postgraduate Diploma in Higher Education, Australian National University

Research interests

  • Sustainable finance

    ESG, responsible investment, corporate social responsibility

Works

Search Professor Jacquelyn Humphrey’s works on UQ eSpace

33 works between 2004 and 2025

21 - 33 of 33 works

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

Funding

Past funding

  • 2017 - 2021
    Children's Hospital Foundation Grants Framework
    Merchant Charitable Foundation
    Open grant
  • 2016 - 2018
    A new non-parametric model for measuring portfolio downside risk
    Accounting and Finance Association of Australia and New Zealand
    Open grant
  • 2015 - 2016
    Collaborative Research Activities with Queensland Treasury Corporation (QTC)
    Queensland Treasury Corporation
    Open grant
  • 2015
    Australian boards and firm performance
    DNR Capital Pty Ltd
    Open grant

Supervision

Availability

Associate Professor Jacquelyn Humphrey is:
Not available for supervision

Supervision history

Current supervision

  • Master Philosophy

    Corporate Social Responsibility, Firm-Level Emissions and Emerging Climate Laws: Cross-country Analysis

    Principal Advisor

    Other advisors: Associate Professor Kelvin Tan

  • Doctor Philosophy

    Climate Change and its impact on Indian Financial Markets

    Principal Advisor

    Other advisors: Dr Suman Neupane-Joshi

  • Doctor Philosophy

    Climate Change and its impact on Indian Financial Markets

    Principal Advisor

    Other advisors: Dr Suman Neupane-Joshi

  • Doctor Philosophy

    Paris Alignment in Finance

    Associate Advisor

    Other advisors: Dr Saphira Rekker

Completed supervision

Media

Enquiries

Contact Associate Professor Jacquelyn Humphrey directly for media enquiries about:

  • climate finance
  • ESG
  • Responsible investment
  • Sustainable finance

Need help?

For help with finding experts, story ideas and media enquiries, contact our Media team:

communications@uq.edu.au