Dr Jacquelyn HUMPHREY
Contact
Positions Held
Lecturer (Finance)
Academic Qualifications
| Degree |
Institution |
Field |
Year |
| GradDipB&M |
Bible College of Queensland |
Theology |
2006 |
| BCom (Hons) |
The University of Queensland |
Commerce |
2004 |
| BCom |
The University of Queensland |
Commerce |
2002 |
| PhD |
The University of Queensland |
Finance |
2008 |
Major Research Grants
| Year |
Title of Grant |
Granting Agency |
Amount |
| 2008 |
Socially responsible investment funds: The impact of screening on performance |
AFAANZ Research Grant |
7186 |
Field of Current Research
| Title of Research Area |
Brief Description |
| Funds Management |
The relationship between performance and fund flows of mutual funds. |
| Socially responsible investment |
The impact of including socially responsible criteria into investment decisions. |
Publications
Published Refereed Journal Articles
- Benson, K.L. and Humphrey, J.E. (2008), Socially responsible investment funds: Investor reaction to current and past returns, Journal of Banking and Finance, 32(9), 1850-1859.
- 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.
Published Professional Journal Articles
- Benson, K.L and Humphrey, J.E., (2005), Can we distinguish between Socially Responsible Investment Funds and Conventional Funds? Portfolio Construction Journal.
Distinctions
- 2005-2007 Australian Postgraduate Award, PhD Scholarship.
- 2005-2007 UQBS top up scholarship, PhD Scholarship
Research Interests
- Investments and Funds Management
Thesis Topic
Investors' appetite for returns: further analysis of aggregate funds flow
Thesis Description
This thesis extends the research on aggregate fund flow by drawing together the two streams of fund flow literature: individual flow literature and aggregate flow literature. It examines whether at the aggregate level investors consider both the return on the market, as suggested by the aggregate flow studies, and the returns of the individual funds, as suggested by the individual flow studies, when making investment decisions. The study also investigates whether there are differences in the relationships between flow and market return, and flow and fund performance across fund styles.
Academic Cluster
Finance
