Business School

Associate Professor Jacquelyn Humphrey

Discipline Convenor, Finance & Associate Professor (Finance)
School of Business
+61 7 334 68106
Room 352, Colin Clark Building, St. Lucia Campus
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Researcher biography

Jacquelyn is an Associate Professor in finance and is the finance discipline convenor.

Jacquelyn's research expertise is in sustainable finance/responsible investment i.e., 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 and 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.

Jacquelyn's research is of great interest to the wider financial community, both in Australia and internationally. Her research has been cited by the United Nations Environment Programme Finance Initiative, the Norwegian Government Pension Fund Global, the Cooper review, KPMG and PriceWaterhouseCoopers. Jacquelyn has had numerous international invitations to speak about environmental, social and governance research and has also led a number of contract research projects for the finance industry. She has written practitioner articles that have appeared in Ethical Investor and Portfolio Construction as well as two textbook chapters.

Publications

Book (1)
Book Chapters (2)
Journal Articles (20)
Creative Work (1)
Research Reports (3)
Theses (2)

Book

Humphrey, Jacquelyn, Rekker, Saphira, Gilbert, Aaron, Henry, Ella and Scott, Ayesha (2024). Sustainable Finance. Brisbane, Australia: The University of Queensland. doi: 10.14264/b2ba0a3

Book Chapters

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.
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.

Journal Articles

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
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
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
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
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
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
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
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
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
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
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
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
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
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
Humphrey, Jacquelyn and Lee, Darren (2011). Australian socially responsible funds: Performance, screens and structure. Ethical Investor (97), 36-37.
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
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
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
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
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

Creative Work

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

Research Reports

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.
Benson, Karen L., Humphrey, Jacquelyn and Pullen, Timothy (2016). An examination of social benefit bonds: a report prepared for Queensland Treasury Corporation. Brisbane, Australia:
Humphrey, Jacquelyn (2015). Australian boards and firm performance: a report for DNR Capital. Brisbane, Australia:

Theses

Humphrey, Jacquelyn (2008). Investors' appetite for returns : further analysis of aggregate fund flow. PhD Thesis, School of Business, The University of Queensland. doi: 10.14264/152008
Humphrey, Jacquelyn Eileen (2004). Socially responsible funds : an examination of industry allocation and manager skill. Honours Thesis, School of Business, The University of Queensland. doi: 10.14264/221494