Baklaci, Hasan Fehmi

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Profile URL
https://gcris.yasar.edu.tr/handle/123456789/12219
Name Variants
Job Title
Prof.Dr.
Email Address
Main Affiliation
01.01.06.04. Uluslararası Ticaret ve Finansman Bölümü
Status
Current Staff
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ORCID ID
0009-0005-8092-5146
Scopus Author ID
22984460700
Turkish CoHE Profile ID
Google Scholar ID
SsHSWaoAAAAJ
WoS Researcher ID
ENB-8623-2022
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hasan.fehmi.baklaci.jpg (8.22 KB)

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13

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63

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1

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1

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Supervised MSc Theses

0

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0

WoS Citation Count

4

Scopus Citation Count

6

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0

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0

WoS Citations per Publication

4.00

Scopus Citations per Publication

6.00

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0

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0

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Asia-Pacific Financial Markets1
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    Article
    Citation - WoS: 4
    Citation - Scopus: 6
    Performance Attributes of Environmental Social and Governance Exchange-Traded Funds
    (Springer, 2024) Hasan Fehmi Baklaci; William I.Wei Cheng; Jianing Zhang; Cheng, William I-Wei; Baklaci, Hasan F.; Zhang, Jianing
    Recently interest in socially responsible investing has grown including new investment vehicles such as environmental social and governance exchange-traded funds (ESG ETFs). Despite their rising popularity few studies have attempted to examine the performance characteristics of these stylized funds. This study aimed to fill this knowledge gap by elaborating on the performance attributes of ESG ETFs and examining fund managers’ security selection and market timing skills. Our results suggest that these funds generally underperform relative to conventional ETFs in many aspects. Additionally the market timing skills of fund managers require improvement but are comparable to those of conventional ETFs. These results are robust to selecting the individual funds and alternative indices used in the sample. Furthermore both the security selection and market timing skills of ESG ETF managers deteriorated significantly during the COVID-19 pandemic. Finally the results indicate a slightly weaker cointegrated relationship between ESG ETFs and their benchmark indices when compared to conventional ETFs suggesting that potential investors in ESG ETFs should carefully inspect the funds to make informed decisions. © 2024 Elsevier B.V. All rights reserved.