M
Michael Schröder
Researcher at Frankfurt School of Finance & Management
Publications - 121
Citations - 2650
Michael Schröder is an academic researcher from Frankfurt School of Finance & Management. The author has contributed to research in topics: Capital market & Exchange rate. The author has an hindex of 26, co-authored 120 publications receiving 2447 citations. Previous affiliations of Michael Schröder include Zentrum für Europäische Wirtschaftsforschung & University of Zurich.
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Is there a Difference? The Performance Characteristics of SRI Equity Indexes
TL;DR: In this paper, the authors analyzed whether a SRI screening process applied to equities results in a different performance outcome compared to relevant conventional benchmark indexes, and the results showed that SRI stock indexes do not exhibit a different risk-adjusted return than conventional benchmarks.
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The performance of socially responsible investments: Investment funds and indices
TL;DR: In this article, the performance of SRI equity investment funds of Germany, Switzerland and the United States as well as equity indices is investigated using Jensen's alpha as performance measure, and it is found that most of the SRI assets (funds and indices) have a similar performance compared to their benchmarks.
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The Performance of Socially Responsible Investments: Investment Funds and Indices
TL;DR: In this article, the performance of SRI equity investment funds of Germany, Switzerland and the United States as well as equity indices is investigated using Jensen's alpha as performance measure, and it is found that most of the SRI assets (funds and indices) have a similar performance compared to their benchmarks.
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The Effect of Environmental and Social Performance on the Stock Performance of European Corporations
TL;DR: In this paper, the authors examined the effect of sustainability performance of European corporations on their stock performance, measured as the average monthly stock return from 1996 to 2001, based on common empirical asset pricing models, particularly on the multifactor model according to Fama and French (1993, Journal of Financial Economics, 33:3-56).
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Heterogeneity in Exchange Rate Expectations: Evidence on the Chartist-Fundamentalist Approach
TL;DR: This article examined heterogeneity in exchange rate expectations over 15 years and found that misalignments of the exchange rate and exchange rate changes explain heterogeneity, while the risk premium influences heterogeneity as well, but possible impacts from macroeconomic variables and exchange rates's volatility are dominated by the other determinants.