Jacquelyn Humphrey

ESG Researcher | University of Queensland Business School

Research Expertise

Responsible Investment

ESG

Sustainability

Law

Economics and Econometrics

Business and International Management

Finance

Strategy and Management

Accounting

About

Jacquelyn's main research interest is in how environmental, social and governance factors impact on investment decision-making for investors and corporations. She also has an active interdisciplinary research agenda in sustainability more broadly. She also has a research interest in funds management. Jacquelyn has published in well-regarded international finance journals including *Journal of Corporate Finance*, *Journal of Banking and Finance* and *Journal of Business Ethics*, as well as in journals outside of finance including *Nature Climate Change*, *Global Environmental Change* and *Journal of Cleaner Production*.She has been the recipient of AFAANZ research grants and numerous internal grants. She was a Vice President of the Financial Research Network, where she oversaw a program of career development for academic women in finance. Jacquelyn has received a BEL Faculty Citation for Outstanding Contribution to Student Learning or Experience - Commendation award and a UQ Business School Dean's award for Impactful Leadership.

Publications

Does Board Gender Diversity Have a Financial Impact? Evidence Using Stock Portfolio Performance

Journal of Business Ethics / Jul 09, 2013

Chapple, L., & Humphrey, J. E. (2013). Does Board Gender Diversity Have a Financial Impact? Evidence Using Stock Portfolio Performance. Journal of Business Ethics, 122(4), 709–723. https://doi.org/10.1007/s10551-013-1785-0

Socially responsible investment funds: Investor reaction to current and past returns

Journal of Banking & Finance / Sep 01, 2008

Benson, K. L., & Humphrey, J. E. (2008). Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking & Finance, 32(9), 1850–1859. https://doi.org/10.1016/j.jbankfin.2007.12.013

Do Socially Responsible Fund Managers Really Invest Differently?

Journal of Business Ethics / Jun 01, 2006

Benson, K. L., Brailsford, T. J., & Humphrey, J. E. (2006). Do Socially Responsible Fund Managers Really Invest Differently? Journal of Business Ethics, 65(4), 337–357. https://doi.org/10.1007/s10551-006-0003-8

Does it cost to be sustainable?

Journal of Corporate Finance / Jun 01, 2012

Humphrey, J. E., Lee, D. D., & Shen, Y. (2012). Does it cost to be sustainable? Journal of Corporate Finance, 18(3), 626–639. https://doi.org/10.1016/j.jcorpfin.2012.03.002

Socially responsible investment fund performance: the impact of screening intensity

Accounting & Finance / Feb 03, 2010

Lee, D. D., Humphrey, J. E., Benson, K. L., & Ahn, J. Y. K. (2010). Socially responsible investment fund performance: the impact of screening intensity. Accounting & Finance, 50(2), 351–370. https://doi.org/10.1111/j.1467-629x.2009.00336.x

Australian Socially Responsible Funds: Performance, Risk and Screening Intensity

Journal of Business Ethics / Apr 01, 2011

Humphrey, J. E., & Lee, D. D. (2011). Australian Socially Responsible Funds: Performance, Risk and Screening Intensity. Journal of Business Ethics, 102(4), 519–535. https://doi.org/10.1007/s10551-011-0836-7

Does it Really Hurt to be Responsible?

Journal of Business Ethics / May 15, 2013

Humphrey, J. E., & Tan, D. T. (2013). Does it Really Hurt to be Responsible? Journal of Business Ethics, 122(3), 375–386. https://doi.org/10.1007/s10551-013-1741-z

The independent effects of environmental, social and governance initiatives on the performance of UK firms

Australian Journal of Management / Jun 11, 2012

Humphrey, J. E., Lee, D. D., & Shen, Y. (2012). The independent effects of environmental, social and governance initiatives on the performance of UK firms. Australian Journal of Management, 37(2), 135–151. https://doi.org/10.1177/0312896211410081

Transpersonal Education

The Wiley‐Blackwell Handbook of Transpersonal Psychology / Aug 09, 2013

Rowe, N., & Braud, W. (2013). Transpersonal Education. The Wiley‐Blackwell Handbook of Transpersonal Psychology, 666–686. Portico. https://doi.org/10.1002/9781118591277.ch38

Persistence and the four-factor model in the Australian funds market: a note

Accounting & Finance / Mar 01, 2010

Humphrey, J. E., & O’Brien, M. A. (2010). Persistence and the four-factor model in the Australian funds market: a note. Accounting & Finance, 50(1), 103–119. https://doi.org/10.1111/j.1467-629x.2009.00317.x

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

Journal of Banking & Finance / Aug 01, 2021

Yao, H., Huang, J., Li, Y., & Humphrey, J. E. (2021). A general approach to smooth and convex portfolio optimization using lower partial moments. Journal of Banking & Finance, 129, 106167. https://doi.org/10.1016/j.jbankfin.2021.106167

Who goes green: Reducing mutual fund emissions and its consequences

Journal of Banking & Finance / May 01, 2021

Humphrey, J. E., & Li, Y. (2021). Who goes green: Reducing mutual fund emissions and its consequences. Journal of Banking & Finance, 126, 106098. https://doi.org/10.1016/j.jbankfin.2021.106098

Do Sustainability Rating Schemes Capture Climate Goals?

Business & Society / Mar 06, 2019

Rekker, S. A. C., Humphrey, J. E., & O’Brien, K. R. (2019). Do Sustainability Rating Schemes Capture Climate Goals? Business & Society, 60(1), 125–160. https://doi.org/10.1177/0007650319825764

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

Pacific-Basin Finance Journal / Dec 01, 2020

Humphrey, J. E., Hunter, D., Hoang, K., & Wei, W. C. (2020). Managerial rents vs. shareholder value in closed-end funds: Evidence from China. Pacific-Basin Finance Journal, 64, 101453. https://doi.org/10.1016/j.pacfin.2020.101453

Comparing extraction rates of fossil fuel producers against global climate goals

Nature Climate Change / May 07, 2018

Rekker, S. A. C., O’Brien, K. R., Humphrey, J. E., & Pascale, A. C. (2018). Comparing extraction rates of fossil fuel producers against global climate goals. Nature Climate Change, 8(6), 489–492. https://doi.org/10.1038/s41558-018-0158-1

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

Journal of Business Ethics / Feb 26, 2015

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

Is diversification always optimal?

Pacific-Basin Finance Journal / Nov 01, 2015

Humphrey, J. E., Benson, K. L., Low, R. K. Y., & Lee, W.-L. (2015). Is diversification always optimal? Pacific-Basin Finance Journal, 35, 521–532. https://doi.org/10.1016/j.pacfin.2015.09.003

Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note

Abacus / Nov 21, 2012

Humphrey, J. E., Benson, K. L., & Brailsford, T. J. (2012). Do Fund Flow-Return Relations Depend on the Type of Investor? A Research Note. Abacus, 49(1), 34–45. https://doi.org/10.1111/j.1467-6281.2012.00374.x

Education

University of Queensland

PhD, UQ Business School / June, 2008

Brisbane

Experience

University of Queensland

Associate Professor in Finance / September, 2016 — Present

Senior lecturer / January, 2014 — August, 2016

Australian National University

Lecturer/Senior Lecturer / January, 2010 — December, 2013

Links & Social Media

Research Web Site

UQ Business school staff website

ORCID

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