... the performance of green-labeled and green-unlabeled bonds to identify which bond can serve as a safe-haven asset in different economic conditions. Design/methodology/approach To identify green-unlabeled bonds, this paper screens three bond categories: climate, sustainability and environmental, social...

...Scott J. Niblock Purpose This study aims to establish the effect of environmental, social and governance (ESG) practices on Australian energy and utility investment performance. Design/methodology/approach Conventional and ESG-rated portfolios are constructed using monthly returns and ESG...

.../methodology/approach The authors construct monthly in-the-money (ITM) and out-of-the-money (OTM) S&P/ASX 20 covered call portfolios from 2010 to 2015 and use standard and alternative performance measures. An assessment of variable levels of market volatility on risk-adjusted return performance is also...

...Ahmad Ridhuwan Abdullah; Nur Adiana Hiau Abdullah Purpose – The purpose of this paper is to examine the risk-adjusted performance of rated funds and determine the usefulness of Lipper Leader rating of unit trusts in Malaysia during the period 2000 to 2010. Design/methodology/approach...

...Yong Tan; Christos Floros Purpose The purpose of this paper is to evaluate the determinants of bank performance in China. In particular, the paper examines the effects of stock market volatility, competition and ownership on bank performance in China. Design/methodology/approach The sample...