Nowadays, Sustainable management of the company is not an option, it's a must. The companies are the profits, and also the corporate social responsibility activities for sustaninable development. A Study on advanced research of corporate social responsibility activities are mostly including the environment in the manufacturing industry. A Study on the financial industry is a performance that is nil. The purpose of this study is to empirically examines value relevance of accounting information and corporate social responsibility activities on financial industry. For this analysis, the sample is listed on the stock market from 2003 to 2015. We used the companies issuing corporate sustainability report, donation expenditures and welfare expenditures as alternative variable of corporate social responsibility activities. The results of the study is summarized as follows; First. firms group with the companies issuing corporate sustainability report have higher than other companies book-value and accounting profit. Second, corporate social responsibility activities divided as internal and external activities. Firms group with higher performance of external corporate social responsibility activities have higher book-value and accounting profit. This results presented empirical evidence that corporate social responsibility activities improved usefulness of accounting information.