Evaluating the financial performance of the socially responsible investment under the bull and the bear market conditions

This research is dedicated to detect the effects of the market conditions on the performance of the socially responsible investment. Using the Lunde-Timmermann scheme, the sample period, which is set between February 2002 and June 2011, is classified into period of bull market and period of bear mar...

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Bibliographic Details
Main Author: Liu, Jinxin
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2011
Online Access:https://eprints.nottingham.ac.uk/25056/