Social Research Bibliography
Full Bibliography
Abowd, John M. "The Effect of Wage Bargains on the Stock Market Value of the Firm" American Economic Review, September 1989.
Abramson, Lorne, and Dan Chung. "Socially Responsible Investing: Viable for Value Investors?" Journal of Investing, Fall 2000.
Alexander, G. and R. Buchholtz. "Corporate Social Responsibility and Stock Market Performance." Academy of Management Journal, 22, 1982.
Angel, James, and Pietra Rivoli. "Does Ethical Investing Impose a Cost Upon the Firm? A Theoretical Examination." Journal of Investing, Winter, 1997.
Ashenfelter, Orley, and Timothy Hannan. "Sex Discrimination and Product Market Competition: The Case of the Banking Industry." Quarterly Journal of Economics, February 1986.
Austin, Duncan, and Amanda Sauer. "Changing Oil: Emerging Environmental Risks and Shareholder Value in the Oil and Gas Industry." World Resources Institute, June 2002.
Banz, R.W. "The Relationship Between Return and Market Value of Common Stocks." Journal of Financial Economics, March 1981.
Barnett, Michael L. and Robert M. Salomon. "Porous, Pious, and Prosperous: The Curvilinear Relationship Between Social Responsibility and Financial Performance." Working Paper, November 2003.
Bassi, Laurie, Paul Harrison, Jens Ludwig, and Daniel McMurrer. "The Impact of U.S. Firms' Investments in Human Capital on Stock Prices." Working Paper, June 2004.
KoediBauer, Rob, Keesjk, and Roger Otten. "International Evidence on Ethical Mutual Fund Performance and Investment Style." Working Paper, January 2002.
2002 Moskowitz Prize Winner.
Beal, Diana and Michelle Goyen. "Are Ethical Investors Real?" The Investment Research Guide to Socially Responsible Investing, The Colloquium on Socially Responsible Investing, 1998.
Becker, Brian E. and Mark A. Huselid. "Human Resources Strategies, Complementarities, and Firm Performance." Presentation to the Academy of Management Annual Meeting, 1997.
Becker, Brian E., Mark A. Huselid, Peter S. Pickus, Michael F. Spratt. "HR as a Source of Shareholder Value: Research and Recommendations."
Benson, Karen L., Timothy J. Brailsford, Jacquelyn E. Humphrey. "Do Socially Responsible Fund Managers Really Invest Differently?" Working Paper, University of Queensland Business School, May 2005.
Berman, Shawn L., Andrew C. Wicks, Suresh Kotha, and Thomas M. Jones. "Does Stakeholder Orientation Matter? An Empirical Examination of the Relationship Between Stakeholder Management Models and Firm Financial Performance." Working Paper, 2004.
Black, Fischer. "Estimating Expected Return." Financial Analysts Journal, September/October 1993.
Blackwell, David, M. Wayne Marr, and Michael F. Spivey, "Plant Closing Decisions and the Market Value of the Firm." Journal of Financial Economics, August 1990.
Blanchflower, David, Neil Millward, and Andrew Oswald. "Unionism and Employment Behavior." The Economic Journal, July 1991.
Blank, Herbert D. and C. Michael Carty. "The Eco-Efficiency Anomaly." Innovest Working Paper, June 2002.
Blasi, Joseph, Douglas Kruse, and Aaron Bernstein. "In the Company of Owners: The Truth About Stock Options (And Why Every Employee Should Have Them)." Basic Books, 2003.
Bollen, Nicolas P.B. and Mark A. Cohen. "Mutual Fund Attributes and Investor Behavior." Working Paper, May 24, 2004.
2004 Moskowitz Prize Winner.
Boutin-Dufresne, Francois and Patrick Savaria. "Corporate Social Responsibility and Financial Risk." The Journal of Investing, 13 (Spring 2004), pp. 57-66.
Bronars, Stephen. "Unionization, Incomplete Contracting, and Capital Investment." The Journal of Business, January 1993.
Brown, Lawrence D. and Marcus L. Caylor. "The Correlation between Corporate Governance and Company Performance." Institutional Shareholder Services, 2004.
Burke, Paul. "Sustainability Pays." CIS Cooperative Insurance, June 2002.
Butz, Christopher. "Decomposing SRI Performance - Extracting Value Through Factor Analysis." Pictet Quants, September 2003.
Butz, Christopher, and Andreas Plattner. "Socially Responsible Investment: A statistical analysis of returns." Basel: Sarasin Sustainable Investment, January 2000.
Cairncross, Frances. "Costing the Earth." Boston: Harvard Business School Press, 1993.
Calvert Group. Calvert Social Index. Calvert Online, 2001-2005.
Calvert Group and Yankelovich Partners Inc. "Survey of Investors' Attitudes Toward Socially Responsible Investing," October 1996.
Carter, David A., Betty J. Simkins, and W. Gary Simpson. "Corporate Governance, Board Diversity, and Firm Value." The Financial Review, February 2003.
Chen, Larry. "Sustainability Investment: The Merits of Socially Responsible Investing." UBS Warburg, August 2001.
Chong, James, Monica Her, and G. Michael Phillips. "When It's 'Good', It's Good; When It's 'Bad', It's Better." Working Paper, May 2005.
Clare, Andrew, Richard Priestley, and Stephen Thomas. "Is Beta Dead? The Role of Alternative Estimation Methods." Applied Economics Letters, vol. 4, issue 9, 1997.
Clayman, Michelle. "One-Time Charges: Never Having to Say You're Sorry?" Financial Analysts Journal, September/October 1995.
Clayman, Michelle. "Excellence Revisited." Financial Analysts Journal, May/June 1994.
Clayman, Michelle. "In Search of Excellence: The Investor's Viewpoint." Financial Analysts Journal, May/June 1987.
Clinebell, S. and J. Clinebell. "The Effect of Advanced Notice of Plant Closings on Firm Value." Journal of Management, 20(3), 1994.
Cohen, Mark, Scott A. Fenn, Shameek Konar. "Environmental and Financial Performance: Are They Related?" Working Paper, May 1997.
Cohen, Mark A., Scott Fenn, and Jonathon S. Naimon. "Environmental and Financial Performance: Are They Related?" Investor Responsibility Research Center Working Paper, April 1995.
Columbia/HCA. Presentation to investors, Goldman Sachs Healthcare Conference, June 10, 1997.
Coulson, Andrea, and ISIS Asset Management. "A Benchmarking Study: Environmental Credit Risk Factors in the Pan-European Banking Sector." ISIS Asset Management (London), September 2002.
Cropper, Maureen, and Wallace Oates. "Environmental Economics: A Survey." Journal of Economic Literature, June 1992.
Crystal, Graef. "The Crystal 300 Report." The Crystal Report on Executive Compensation, 1989-1999.
Crystal, Graef. "Knowing How Much, and How, a CEO is Paid Can Improve the Returns On a Portfolio - And By a Significant Margin." The Crystal Report, December 11, 1998.
D'Antonio, Louis, Tommie Johnsen, and R. Bruce Hutton. "Socially Responsible Investing in the Context of Asset Allocation." The Investment Research Guide to Socially Responsible Investing, The Colloquium on Socially Responsible Investing, 1998.
D'Antonio, Louis, Tommie Johnsen, and R. Bruce Hutton. "Expanding Socially Screened Portfolios: An Attribution Analysis of Bond Performance." Journal of Investing, Winter 1997.
Dasgupta, Susmita , Benoit Laplante, Nlandu Mamingi. "Capital Market Responses to Environmental Performance in Developing Countries." The World Bank Development Research Group, 1998.
Davidson, Wallace N. III and Dan Worrell. "The Effect of Product Recall Announcements on Shareholder Wealth." Strategic Management Journal, 13, 1992.
Davidson, Wallace N. III, and Dan Worrell. "A Comparison and Test of the Use of Accounting and Stock Market Data in Relating Corporate Social Responsibility and Financial Performance." Akron Business and Economic Review, Fall 1990.
Davidson, Wallace N. III, and Dan Worrell. "The Impact of the Announcement of Corporate Illegalities on Shareholder Returns." Academy of Management Journal, 31(1), 1988.
Davis, James. "Explaining Stock Returns: A Literature Survey." Dimensional Fund Advisors, December 2001.
Derwall, Jeroen, Nadja Gunster, Rob Bauer, and Kees Koedijk. "The Eco-Efficiency Premium Puzzle." Financial Analysts Journal, March/April 2005.
Derwall, Jeroen and Kees Koedijk. "The Performance of Socially Responsible Bond Funds." Working Paper, Erasmust University, First Version. January 25, 2005.
Dess, G. and J. Picken. "Beyond Productivity: How Leading Companies Achieve Superior Performance by Leveraging their Human Capital." New York: American Management Association, 1999.
Dhrymes, Phoebus J. "Socially Responsible Investment: Is It Profitable?" The Investment Research Guide to Socially Responsible Investing, The Colloquium on Socially Responsible Investing, 1998.
DiBartolomeo, Dan. "A View of Tobacco Divestiture by CalSTRS." Working Paper, Northfield Information Services, April 2000.
DiBartolomeo, Dan and Lloyd Kurtz. "Managing Risk Exposures of Socially Screened Accounts." Northfield Working Paper, 1999.
DiBartolomeo, Dan. "Explaining and Controlling the Returns of Socially Screened Portfolios." Speech to New York Society of Security Analysts, September 10, 1996.
Diltz, J. David. "Does Social Screening Affect Portfolio Performance?" Journal of Investing, Spring 1995a.
Diltz, J. David. "The Private Cost of Socially Responsible Investing." Applied Financial Economics, #5, 1995b.
Dimtcheva, Ludmila, Gordon Morrison, and John Marsland. "Boxing against Green Shadows." Commerzbank Securities. July 19, 2002.
Dimtcheva, Ludmila, Gordon Morrison, and John Marsland. "Green with Envy." Commerzbank Securities, March 18, 2002.
Dixon, Frank. "Financial Markets and Corporate Environmental Results." Innovest Working Paper, 2002.
Domini Social Investments. The Domini 400 Social Index, 2002-2004.
Dowdell, Thomas, Suresh Govindaraj, and Prem Jain. "The Tylenol Incident, Ensuing Regulation, and Stock Prices." Journal of Financial and Quantitative Analysis, June 1992.
Dowell, Glen, Stuart Hart, and Bernard Yeung. "Do Corporate Environmental Standards Create or Destroy Market Value?" Management Science, August 2000.
2001 Moskowitz Prize Winner.
Dreman, David. "The New Contrarian Investment Strategy." New York: Random House, 1982.
Dreman, David, and Michael Berry, "Overreaction, Underreaction, and the Low P/E Effect." Financial Analysts Journal, July/August 1995.
Edelen, Roger. "Benchmarking an Environmentally Responsible Investment (ERI) Portfolio." Sierra Club Funds presentation at SRI in the Rockies Conference, October, 2004.
Ellis, Charles, ed. Classics II: Another Investor's Anthology. Homewood, IL: Richard D. 1991, pp. 604-609.
Elton, Edwin J., and M.J. Tamarkin. "Risk Reduction and Portfolio Size: An Analytical Solution." Journal of Business, October 1977.
Espahbodi, Reza, Teresa A. John, and Gopala Vasudevan. "The Effects of Downsizing on Operating Performance." Review of Quantitative Finance and Accounting, September 2000.
Fama, Eugene F. and Kenneth R. French., "The Cross-Section of Expected Stock Returns." Journal of Financial Studies, 47, 1992.
Feldman, Stanley, Peter Soyka, and Paul Ameer. "Does Improving a Firm's Environmental Management System and Environmental Performance Result in a Higher Stock Price?" Journal of Investing, Winter 1997.
Ferrari, Mark. "Historical Risk and Return of the Tobacco Industry" in Cogan, Douglas G. (ed.), Tobacco divestment and Fiduciary Responsibility: A Legal and Financial Analysis, Investor Responsibility Research Center, January 2000.
Fields, M. Andrew and Phyllis Y. Keys. "The Emergence of Corporate Governance from Wall St. to Main St.: Outside Directors, Board Diversity, Earnings Management, and Managerial Incentives to Bear Risk." The Financial Review, February 2003.
Fisher, Lawrence. "Some Studies of the Variability of Returns on Investments in Common Stocks." Journal of Business, 43, April 1970.
Freeman, John D. and Winchester, John. "How to Do the Right Thing: Lessons in Pension Fund Management and Socially Responsible Investing." Journal of Investing, Winter 1994.
Fridson, Martin S. "Early Signs of Trouble: Shareholder Responsibility." Financial Analysts Journal, May/June 1997.
Friedman, Milton. "The Social Responsibility of Business is to Increase its Profits." New York Times Magazine, September 13, 1970.
Garz, Hendriz, Claudia Volk, and Martin Gilles. "More gain than pain - SRI: Sustainability pays off." WestLB Panmure, November 2002.
Garz, Hendriz, Claudia Volk, and Martin Gilles. "From Economics to Sustainomics: SRI - Investment style with a future." WestLB Panmure, May 2002.
Geczy, Christopher C., Robert F. Stambaugh, and David Levin. "Investing in Socially Responsible Mutual Funds." Wharton School, Working Paper, May 2003.
Giles, Jennifer. "Does it pay to be green? An in depth examination of the correlation between environmental performance and economic benefits in three industry sectors." London School of Economics and Political Science, August 2003.
Gill, Amar. "Saints and Sinners: Who's Got Religion?" CLSA Emerging Markets Report, April 2001.
Gompers, Paul, Joy L. Ishii, Andrew Metrick. "Corporate Governance and Equity Prices." National Bureau of Economic Research Working Paper, 8449, 2001.
Goodpaster, Kenneth. "Dayton Hudson Corporation: Conscience and Control." Harvard Case Study, Harvard Business School Publishing Division, 1991.
Gorton, Gary, and Frank Schmid. "Class Struggle Inside the Firm: A Study of German Codetermination." Working Paper, Wharton School Center for Financial Institutions, University of Pennsylvania, August 2000.
Graves, Samuel B., and Sandra A. Waddock. "Beyond Built-to-Last... Stakeholder Relations in 'Built to Last' Companies." Working Paper, 1999.
Greeves, Lucy, and David Ladipo. "Added Values? Measuring the 'Value Relevance' of Sustainability Reporting." London: Imagination (GIC) and Lintstock, May 10, 2004.
Griffin and Mahon. "The Corporate Social Performance and Corporate Financial Performance Debate: Twenty-Five Years of Incomparable Research." Business & Society, March 1997.
Grinold, Richard. "Is Beta Dead Again?" Barra Newsletter, March/April 1992.
Groom, Ben, Cameron Hepburn, Phoebe Khoundouri, and David Pearce. "Declining Discount Rates: The Long and Short of It." Working Paper, December 3, 2004.
Grossman, Blake and William Sharpe. "Financial Implications of South Africa Divestment." Financial Analysts Journal, July/August 1986.
Guenster, Nadja, Jeroen Derwell, Rob Bauer, and Kees Koedijk. "The Economic Value of Corporate Eco-Efficiency." Working Paper, Erasmus University, July 25 2005.
Guerard, John B. "Is There a Cost to Being Socially Responsible in Investing?" Journal of Investing, Summer 1997.
1996 Moskowitz Prize Winner.
Hakim, Sam, and Rashidian Manochehr. "Risk & Return of Islamic Stock Market Indexes." Working Paper, 2002.
Hakim, Sam, and Rashidian Manochehr. "Risk & Return of Islamic Stock Market Indexes." Presentation to Economic Research Forum Annual Meetings (Sharjah, UAE). October 2002.
Hall, Bronwyn H. "The Stock Market's Valuation of R&D Investment During the 1980s." American Economic Review, May 1993.
Hall, Emily. "Evaluating Socially Responsible Funds." Morningstar, July 7, 2004.
Hamilton, S., H. Jo, and M. Statman. "Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds." Financial Analysts Journal, November/December 1993.
Hartzell, Jay C. and Laura T. Starks. "Institutional Investors and Executive Compensation." The Journal of Finance. December, 2003.
Harvard Business Review, ed. "Harvard Business Review on Corporate Responsibility." Boston: Harvard Business School Press, 2003.
Haugen, Robert E. "The January Effect: Still There After All These Years." Financial Analysts Journal, January/February 1996.
Hawley, James P. and Andrew T. Williams. "The Rise of Fiduciary Capitalism: How Institutional Investors Can Make Corporate American More Democratic." University of Pennsylvania Press, 2000.
Heisler, Jeffrey, and Karin Hjalmers. "The Impact of Bias and Harassment Lawsuits on Equity Returns." Working Paper, 1998.
Hsia, Chi-Cheng, Beverly R. Fuller, and Brian Y. J. Chen. "Is Beta Dead or Alive?," Journal of Business Finance and Accounting, 27, 3, 2000.
Hudson, Julie. "Why Try to Quantify the Unquantifiable?" UBS Investment Research, April 11, 2005.
Innovest Strategic Value Advisors. "New Alpha Source for Asset Managers: Environmentally-Enhanced Investment Portfolios." New York: Innovest Strategic Value Advisors, April 2003.
Israelsen, Craig L. "Are the Good the Best?" Working Paper, Dept. of Home and Family Living, Brigham Young University. May, 2005.
Jaffe, Adam B., Steven R. Peterson, and Paul R. Portney. "Environmental Regulation and the Competitiveness of U.S. Manufacturing: What Does the Evidence Tell Us?" Journal of Economic Literature, March 1995.
Jarrell, Gregg A., Ken Lehn, and Wayne Marr. "Institutional Ownership, Tender Offers, and Long-Term Investments." Securities and Exchange Commission, April 1985.
Kahn, Ronald N., Claes Lekander and Tom Leimkuhler. "Just Say No? The Investment Implications of Tobacco Divestiture." The Journal of Investing, Winter 1997.
Kinder, Lydenberg, Domini & Co. "Socrates: The Corporate Social Ratings Monitor." 1994-2001.
Kinder, Lydenberg, Domini & Co. "The Domini 400 Social Index: Statistical Review." April 1998b.
Kinder, Peter D., Steven Lydenberg, Amy Domini. "Investing for Good." New York: HarperBusiness, 1993.
King, Andrew, and Michael Lenox. "Exploring the Locus of Profitable Pollution Reduction," Management Science, Vol. 48 (2), 2002.
King, Andrew, and Michael Lenox. "Does it Really Pay to Be Green? Accounting for Strategy Selection in the Relationship Between Environmental and Financial Performance," Journal of Industrial Ecology, Vol. 5(1), 2001.
King, Andrew, and Michael Lenox. "Industry Self-Regulation Without Sanctions: The Chemical Industry's Responsible Care Program." Academy of Management Journal, August 2000.
King, Andrew, and J. Myles Shaver. "Are Aliens Green? Assessing Establishments' Environmental Conduct in the United States." Strategic Management Journal, November 2001.
King, Michael. "Sustainability: advantaged or disadvantaged?" PriceWaterhouse Coopers, Manchester, UK. Working Paper, 2001.
Koehler, Dinah A. "Capital Markets and Corporate Environmental Performance: What Does the Empirical Work Tell Us?" Working Paper. Harvard School of Public Health, 2002.
Krugman, Paul. "The Age of Diminished Expectations." Cambridge, Massachusetts: MIT Press, 1992.
Kurtz, Lloyd. "The Impact of Social Screening on Growth-Oriented Investment Strategies." The Journal of Performance Measurement, Spring 1997.
Kurtz, Lloyd. "'Mr. Markowitz, Meet Mr. Moskowitz' - A Review of Studies on Socially Responsible Investing." The Investment Research Guide to Socially Responsible Investing, The Colloquium on Socially Responsible Investing, 1998.
Kurtz, Lloyd and Chris Luck. "An Attribution Analysis of the 100 Best Companies to Work for in America." Presentation to Northfield Investment Conference, Fish Camp, California, May 5-7, 2002.
Kurtz, Lloyd and Chris Luck. "Investment Returns of The 100 Best Companies to Work for in America," Working Paper, 1999.
Kurtz, Lloyd and Dan DiBartolomeo, "Socially Screened Portfolios: An Attribution Analysis of Relative Performance." Journal of Investing, Fall 1996.
Kurtz, Lloyd and Joseph Calderazzo. "Assessing the Impact: The Financial Effects of Catholic Portfolio Screens." Working Paper, Harris Bretall Sullivan & Smith, 1997.
Lach, Saul, and Mark Schorkerman. "Dynamics of R&D and Investment in the Scientific Sector." Journal of Political Economy, August 1989.
Laffer, Arthur B., Andrew Coors, and Wayne Winegarden. "Does Corporate Social Responsibility Enhance Business Profitability?" Laffer Associates, 2004.
Lane, Marc J. and Jijun Feng. "A Reconsideration of Behavioral Screening: The Case for Advocacy Investing." Chicago: Law Offices of Mark J. Lane, June 27, 2003.
Lee, Charles M.C., and David T. Ng. "Corruption and International Valuation: Does Virtue Pay?" Cornell University, Working Paper, November 2002.
Levine, David I. "Diversity, Discrimination, and Performance." Working Paper, University of California, Berkeley, 2004.
Livieratos, Antonios, and Dimitris Balios. "Ethical Investing and Volatility: A Theoretical Perspective." Working Paper, 2004.
Litvack, Karina, Tiffany Butterfield, Harriet Fletcher. "The Governance of Bribery and Corruption." ISIS Asset Management (London), February 2002.
Luck, Christopher. "Domini Social Index Performance." The Investment Research Guide to Socially Responsible Investing, The Colloquium on Socially Responsible Investing, 1998.
Luck, Christopher, and Nancy Pilotte. "Domini Social Index Performance." Journal of Investing, Fall 1993.
Luck, Christopher, and Vida Tigrani. "Ethical Investing and the Returns to Sinful Industries." BARRA Newsletter, Spring 1994.
Mackey, Alison, Tyson Mackey, and Jay Barney. "Corporate Social Responsibility and Firm Performance: Investor Preferences and Corporate Strategies." Working Paper, 2004.
Mahoney, Lois, and Robin Roberts. "Corporate Social and Environmental Performance and Their Relation to Financial Performance and Institutional Ownership: Empirical Evidence on Canadian Firms." Working Paper, 2002.
Malkiel, Burton. "Socially Responsible Investing." Speech to 1971 Endowment Conference, Reprinted in Ellis ed., Classics II:Another Investor's Anthology, Homewood, Illinois: AIMR/BusinessOne Irwin, 1991.
Malmendier, Ulrike, and Geoffrey Tate. "Superstar CEOs." Working Paper, Stanford University, May 9, 2005.
Manry, David, and David Stangeland. "The United Shareholders Association Shareholder 1000 and firm performance." Journal of Corporate Finance, (2003) 353-375. April 2002.
Mansley, Mark. "Risking Shareholder Value? ExxonMobil and Climate Change." Claros, May 2002.
Marek, Ludwig. "Kaiser's Amana Income Beats S&P 500 by Following Islamic Law." Bloomberg News, July 7, 2005.
Martin, John. "The Responsibility Virus." New York: Basic Books, 2002.
Maux, Julien Le and Erwan Le Saout. "The Performance of Sustainability Indexes." Finance India, April 1, 2004.
McGuire, J.B., T. Schneeweiss, and B. Branch. "Perceptions of Firm Quality: A Cause or Result of Firm Performance." Journal of Management, 16 (1), 1990.
McGuire, J.B., A. Sundgren, and T. Schneeweiss. "Corporate Social Responsibility and Firm Financial Performance." Academy of Management Journal, 31 (4), 1988.
McMillan, Robert. "CEOs are faking it, Stanford professor says." Computerworld, July 22, 2005.
McVeigh, Patrick. "Stocks" In Kinder, Peter, Steven Lydenberg, and Amy Domini, ed., The Social Investment Almanac. New York: Henry Holt, 1992.
McWilliams, Abagail, and Donald Siegel. "EventStudies in Management Research: Theoretical and Empirical Issues." Academy of Management Journal, 1999.
McWilliams, Abagail, Donald Siegel, and Siew Hong Teoh. "Issues in the Use of Event Study Methodology: A Critical Analysis of Corporate Social Responsibility Studies." Organizational Research Methods, October 1999.
Merton, Robert. "A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance, 42:3, 1987.
Merton, Robert. "An Intertemporal Capital Asset Pricing Model." Econometrica, Vol. 41,1973.
Meyers, J.G., and L. Nakamura. "Energy and Pollution Effects on Productivity: A Putty-Clay Approach." in John Kendrick, ed., New Developments in Productivity Measurement and Analysis, Chicago: University of Chicago Press for National Bureau of Economic Research, 1980.
Meznar, Martin B., Douglas Nigh, and Chuck C.Y. Kwok. "Effect of Announcements of Withdrawal from South Africa on Stockholder Wealth." Academy of Management Journal, 37(6), 1994.
Milevsky, Moshe A., Andrew Aziz, Al Goss, Jane Thomson, and David Wheeler. "Cleaning a Passive Index: How to Use Portfolio Optimization to Satisfy CSR Constraints." Journal of Portfolio Management, forthcoming.
Monks, Robert. "Shareholder Activism: Learn from Our Mistakes." Speech to SRI in the Rockies Conference, October 2003.
Moskowitz, Milton. "Choosing Socially Responsible Stocks." Business and Society, Spring 1972.
Morningstar. "Principia for Mutual Funds evaluation database." Morningstar, Inc., November 1996.
Muoghalu, Michael I., H. David Robison, and John L. Glascock. "Hazardous Waste Lawsuits, Stockholder Returns, and Deterrence." Southern Economic Journal, October 1990.
Murphy, Megan Kate. "The Chemical Industry: Hidden Risks and Value Potential for Strategic Investors." Innovest Strategic Value Advisors, July 1999.
Myers, Stewart. "The Capital Structure Puzzle." Journal of Finance, July 1984.
Naber, Mary. "Catholic Investing: The Effects of Screens on Financial Returns." The Journal of Investing, Winter 2001.
Nadeau, Lou, Jeff Cantin, and Richard Wells. "Participation in Voluntary Programs, Corporate Reputation, and Intangible Value: Estimating the Value of Paticipating in the EPA's EnergyStar Program." Working Paper, June 2003.
Nahapiet, J. and S. Ghoshal. "Social Capital, Intellectual Capital, and the Organizational Advantage." Academy of Management Review, 23(2), 1998.
Nankof, Joseph S. and Christopher R. Lyon. "Assessing Transaction and Market Impact Costs Associated with Tobacco Divestment" in Cogan, Douglas G. (ed.), Tobacco divestment and Fiduciary Responsibility: A Legal and Financial Analysis, Washington, D.C. Investor Responsibility Research Center, January 2000.
Navarro, Peter. "Why Do Corporations Give to Charity?" Journal of Business, January 1988.
Nesbitt, Stephen. "Long-Term Rewards from Shareholder Activism: A Study of the CalPERS Effect." Journal of Applied Corporate Finance, Winter 1994:75-80
ORC International. "Where Faith and Wall Street Intersect." Goshen, Indiana: MMA, August 2001.
Orlitzky, Marc, Frank L. Schmidt, and Sara L. Rynes. "Corporate social and financial performance: A meta-analysis." Organization Studies, 24, 2003.
2004 Moskowitz Prize Winner.
Pain, Lincoln. "What the World Needs Now, is...Socially Responsible Investing." Speech to International Association of Financial Planners Annual Regional Conference, San Francisco, May 28, 1997.
Pan, Peter G. and Jean Kadooka Mardfin. "Socially Responsible Investing." Honolulu, HI: Legislative Reference Bureau, December 2001.
Pava, Moses and Joshua Krausz. "The Association Between Corporate Social-Responsibility and Financial Performance: The Paradox of Social Cost." Journal of Business Ethics, 15, 1996.
Peterson, Sarah, ed. "Tobacco's Changing Context." Social Investment Forum, 1996.
Petzinger. "Business Achieves Greatest Efficiencies When at Its Greenest." Wall Street Journal, July 11, 1997, B-1.
Pfau, Bruce. "Watson Wyatt's Human Capital Index: Human Capital As a Lead Indicator of Shareholder Value." Watson Wyatt Worldwide, 2001.
Posnikoff, Judith F. "Divestment From South Africa: They Did Well by Doing Good." Contemporary Economic Policy, January 1997.
Prahalad, C.K., and G. Hamel. "Strategy as Field of Study: Why Search for a New Paradigm?" Strategic Management Journal, 15, 1994.
Rappaport, Alfred. "The Economics of Short-Term Performance Obsession." Financial Analysts Journal, May/June 2005.
Ray, Paul, and Sherry Ruth Anderson. "The Cultural Creatives: How 50 Million People Are Changing the World." New York: Three Rivers Press, 2000.
Reicheld, F. "The Loyalty Effect." Harvard Business School Press, 1996.
Reinganum, Marc R. "The Anomalous Stock Market Behavior of Small Firms in January: Empirical Evidence for Tax-Loss Effects." Journal of Financial Economics, June 1983.
Repetto, Robert, and Duncan Austin. "Coming Clean: Corporate Disclosure of Financially Significant Environmental Risks." Washington, D.C.: World Resources Institute, 2000.
Repetto, Robert, and Duncan Austin. "Pure Profit: The Financial Implications of Environmental Performance." Washington, D.C.: World Resources Institute, 2000.
2000 Moskowitz Prize Winner.
Repetto, Robert, and James Henderson. "Environmental Exposures in the U.S. Electric Utility Industry." Yale School of Forestry and Environmental Studies, Working Paper, February 2003.
Rivoli, Pietra. "Making a Difference or Making a Statement? Finance Research and Socially Responsible Investment." Business Ethics Quarterly, July 2003.
Ross, Stephen A. and Richard Roll. "Arbitrage Theory of Capital Asset Pricing." Journal of Economic Theory, 13, 1976.
Ross, Stephen A. and Richard Roll. "The Arbitrage Pricing Theory Approach to Strategic Portfolio Planning." Financial Analysts Journal, January/February 1995.
Rudd, Andrew. "Divestment of South African Equities: How Risky?" Journal of Portfolio Management, Fall 1979.
Ruf, Bernadette M., Krishnamurty Muralidhar, Robert M. Brown, and Karen Paul. "An Empirical Investigation of the Relationship Between Change in Corporate Social Performance and Financial Performance: A Stakeholder Theory Perspective." Working Paper, 1998.
Russo, Michael V., and Paul A. Fouts. "A Resource-Based Perspective on Corporate Environmental Performance and Profitability." Academy of Management Journal, June 1997.
1998 Moskowitz Prize Winner.
Sauer, David A. "The Impact of Social-Responsibility Screens on Investment Performance: Evidence from the Domini 400 Social Index and Domini Equity Mutual Fund." Review of Financial Economics, Vol. 6, No. 2, 1997.
Schnietz, Karen, and Marc J. Epstein. "Exporing the 'Crisis' Value of Reputation for Corporate Responsibility." Working Paper, 2004.
Schroeder, Michael. "Socially Responsible Investments in Germany, Switzerland, and the United States." Centre for European Economic Research (ZEW) Discussion Paper, No. 03-10, March 2003.
Schwartz, Mark. "The 'Ethics' of Ethical Investing." Journal of Business Ethics, March 2003.
"Screen - Corporate Social Responsibility Research Service." Council on Economic Priorities, 1996-98.
Segars, Alan D. "Performance Dynamics of Screened Corporate Bonds." Working Paper, 2000.
Shrader, C.B., V.B. Blackburn, and P. Iles. "Women in Management and Firm Financial Value: An Exploratory Study." Journal of Managerial Issues, 9. 1997.
Social Investment Forum (Patrick McVeigh, project manager). "After South Africa: Major Responsible Investing Trends in the U.S." Social Investment Forum, October 1995.
Social Investment Forum (Patrick McVeigh, project manager). "Report on Responsible Investing Trends in the United States." Social Investment Forum, November 1997.
Statman, Meir. "How Many Stocks Make a Diversified Portfolio?" Journal of Financial and Quantitative Analysis, 22, September 1987.
Statman, Meir. "Socially Responsible Mutual Funds." Financial Analysts Journal, May/June 2000.
Stone, Bernell K., John B. Guerard, Jr., Mustafa N. Gultekin, Greg Adams. "Socially Responsible Investment Screening: Strong Evidence of No Significant Cost for Actively Managed Portfolios." Working Paper, Marriott School of Finance, Brigham Young University, October 2002.
Sturm, Andreas, Mathis Wackernagel, Kaspar Muller. "The Winners and Losers in Global Competition." Zurich: Verlag Ruegger, 2000.
Teoh, Siew Hong, Ivo Welch, and C. Paul Wazzan. "The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott." Journal of Business, 1999, vol. 72, no. 1.
1999 Moskowitz Prize Winner.
Teper, Jeffrey. "Evaluating the Cost of Socially Responsible Investing." in Kinder, Peter, Steven Lydenberg, and Amy Domini, ed., The Social Investment Almanac, New York: Henry Holt, 1992.
Thomson, J. and D. Wheeler. "Human capital based investment criteria for total shareholder returns. A Canadian and international perspective." Phase I Report to SSHRC. York University: Toronto, 2004.
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Waddock, Sandra A., and Samuel B. Graves. "The Corporate Social Performance-Financial Performance Link." Strategic Management Journal, 1997a.
Waddock, Sandra A., and Samuel B. Graves. "Finding the Link Between Stakeholder Relations and Quality of Management." Journal of Investing, Winter 1997b.
1997 Moskowitz Prize Winner.
Waddock, Sandra A., Samuel B. Graves, and Renee Gorski. "Social and Traditional Investment: Stakeholder and Performance Characteristics." The Investment Research Guide to Socially Responsible Investing, The Colloquium on Socially Responsible Investing, 1998.
Waddock, Sandra A., and Samuel B. Graves. "Assessing the Link Between Corporate Governance and Social/Financial Performance." International Association for Business and Society, 1999.
Waldman, David A., Donald Siegel, and Mansour Javidian. "Transformational Leadership and Corporate Social Responsibility." Working Paper, January 2004.
Wallace, Anise. "Is Beta Dead?" Institutional Investor, July 1980.
Warrick, Alexander and Rudy Yaksick. "Developing a Global Islamic Index Fund with Minimum Tracking Error to a Broad Market Index." Mystic, Connecticut: Eastern Finance Association Annual Meeting, April 2004.
Weinreb, Ellen. "Top Talent Looks Beyond Bottom Line." Letter to the Editor, Financial Times, March 22, 2004.
Weitzman, Martin L. "The Share Economy: Conquering Stagflation." Cambridge, Massachusetts: Harvard University Press, 1984.
Welbourne, Theresa M. "Wall Street Likes Its Women: An Examination of Women in the Top Management Teams of Initial Public Offerings." Working Paper, 2001.
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Wilson, John, and Francis Coleman. "Faith or Finance: Impact of Principled Purchasing on CBIS Fund Performance." Christian Brothers Investment Service, 1999.
Wokutch, Richard E. "The End of South African Sanctions, Institutional Ownership, and the Stock Price Performance of Boycotted Firms: Evidence of the Impact of Social/Ethical Investing." Working Paper, 1998.
Woolridge, J. Randall. "Competitive Decline and Corporate Restructuring: Is a Myopic Stock Market to Blame?" Journal of Applied Corporate Finance, March 1988.
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Yaron, Gil. "The Responsible Pension Trustee: Re-Interpreting the Principles of Prudence and Loyalty in the Context of Socially Responsible Institutional Investing." Aurora, Ontario: Estates & Trusts Pension Journal, vol. 20, 2001.
Ziegler, Andreas, Klaus Rennings, and Michael Schroder. "The Effect of Environmental and Social Performance on the Shareholder Value of European Stock Corporations." Centre for European Economic Research (ZEW), November 20, 2002.
Zivin, Joshua Graff, and Arthur Small. "A Modigliani-Miller Theory of Altruistic Corporate Social Responsibility." Topics in Economic Analysis and Policy, Volume 5, Issue 1, 2005.
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