Small investors rarely have any say in the control of the companies they partly "own" through their investments, but there have been a few successful campaigns - notably putting corporate pressure on the apartheid government in South Africa. The effort was viewed as a waste of time - tilting at windmills - for many years, but finally caught on and helped to make South Africa's government and policies an international pariah not worthy of foreign investment.
Now a similar strategy is emerging in colleges and universities to deal with climate change, largely spurred on by Bill McKibben of 350.org. It will be even more difficult than the South African effort as we all use energy and are mostly unwilling to share responsibility for the problem at this point. But in the meantime it begins to raise awareness and chip away at the problem.