The University of Queensland

Socially responsible screening in mutual funds

Humphrey, Jacquelyn (2016). Socially responsible screening in mutual funds. The Routledge Handbook of Responsible Investment. (pp. 667-676) edited by Tessa Hebb, James P. Hawley, Andreas G. F. Hoepner, Agnes L. Neher and David Wood. Abingdon, Oxon, United Kingdom: Routledge.

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.

Climate skepticism decreases when the planet gets hotter and conservative support wanes

Hornsey, Matthew J., Chapman, Cassandra M. and Humphrey, Jacquelyn E. (2022). Climate skepticism decreases when the planet gets hotter and conservative support wanes. Global Environmental Change, 74 102492, 102492. doi: 10.1016/j.gloenvcha.2022.102492

Plastic pollution and packaging: corporate commitments and actions from the food and beverage sector

Phelan, Anna (Anya), Meissner, Katie, Humphrey, Jacquelyn and Ross, Helen (2022). Plastic pollution and packaging: corporate commitments and actions from the food and beverage sector. Journal of Cleaner Production, 331 129827, 1-19. doi: 10.1016/j.jclepro.2021.129827

A general approach to smooth and convex portfolio optimization using lower partial moments

Yao, Haixiang, Huang, Jinbo, Li, Yong and Humphrey, Jacquelyn E. (2021). A general approach to smooth and convex portfolio optimization using lower partial moments. Journal of Banking and Finance, 129 106167, 1-16. doi: 10.1016/j.jbankfin.2021.106167

Who goes green: reducing mutual fund emissions and its consequences

Humphrey, Jacquelyn E. and Li, Yong (2021). Who goes green: reducing mutual fund emissions and its consequences. Journal of Banking and Finance, 126 106098, 1-17. doi: 10.1016/j.jbankfin.2021.106098

Managerial rents vs. shareholder value in closed-end funds: evidence from China

Humphrey, Jacquelyn E. , Hunter, David , Hoang, Khoa and Wei, Wang Chun (2020). Managerial rents vs. shareholder value in closed-end funds: evidence from China. Pacific-Basin Finance Journal, 64 101453, 101453. doi: 10.1016/j.pacfin.2020.101453

Do sustainability rating schemes capture climate goals?

Rekker, Saphira A. C., Humphrey, Jacquelyn E. and O’Brien, Katherine R. (2019). Do sustainability rating schemes capture climate goals?. Business & Society, 60 (1), 000765031982576-160. doi: 10.1177/0007650319825764

Comparing extraction rates of fossil fuel producers against global climate goals

Rekker, Saphira A. C., O’Brien, Katherine R., Humphrey, Jacquelyn E. and Pascale, Andrew C. (2018). Comparing extraction rates of fossil fuel producers against global climate goals. Nature Climate Change, 8 (6), 489-492. doi: 10.1038/s41558-018-0158-1

Is diversification always optimal?

Humphrey, Jacquelyn E., Benson, Karen L., Low, Rand K.Y. and Lee, Wei-Lun (2015). Is diversification always optimal?. Pacific Basin Finance Journal, 35 (Part B), 521-532. doi: 10.1016/j.pacfin.2015.09.003

What is Different about Socially Responsible Funds? A Holdings-Based Analysis

Humphrey, Jacquelyn E, Warren, Geoffrey J and Boon, Junyan (2015). What is Different about Socially Responsible Funds? A Holdings-Based Analysis. Journal of Business Ethics, 138 (2), 263-277. doi: 10.1007/s10551-015-2583-7

Does board gender diversity have a financial impact? Evidence using stock portfolio performance

Chapple, Larelle and Humphrey, Jacquelyn E. (2014). Does board gender diversity have a financial impact? Evidence using stock portfolio performance. Journal of Business Ethics, 122 (4), 709-723. doi: 10.1007/s10551-013-1785-0

Does it really hurt to be responsible?

Humphrey, Jacquelyn E. and Tan, David T. (2014). Does it really hurt to be responsible?. Journal of Business Ethics, 122 (3), 375-386. doi: 10.1007/s10551-013-1741-z

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

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

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

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, 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

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

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

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

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

Circular economy and the water sector of South East Queensland

Wade, Belinda, Humphrey, Jacquelyn, Hopkinson, Peter, Hu, Shihu, Meath, Cristyn, Phelan, Anna and Turner, Cameron (2020). Circular economy and the water sector of South East Queensland. Brisbane, QLD Australia: UQ Business School, University of Queensland.

An examination of social benefit bonds: a report prepared for Queensland Treasury Corporation

Benson, Karen L., Humphrey, Jacquelyn and Pullen, Timothy (2016). An examination of social benefit bonds: a report prepared for Queensland Treasury Corporation. Brisbane, Australia:

Tying green bonds to Australia’s commitments to the COP 21 agreement

Rekker, Saphira and Humphrey, Jacquelyn (2016). Tying green bonds to Australia’s commitments to the COP 21 agreement. Brisbane, Australia:

Australian boards and firm performance: a report for DNR Capital

Humphrey, Jacquelyn (2015) Australian boards and firm performance: a report for DNR Capital Brisbane, Australia:

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

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

Socially responsible funds : an examination of industry allocation and manager skill / Jacquelyn Eileen Humphrey.

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