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Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test
16 references·1 citing·33 second hop
Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test (2016)Predictability of sustainable investments…Political uncertainty and risk premia (2013)Political uncertainty and ris…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…A test for independence based on the correlation dimension (1996)A test for independence based…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…The Risk and Predictability of International Equity Returns (1993)The Risk and Predictability o…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…No news is good news (1992)No news is good newsBusiness conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Expected stock returns and volatility (1987)Expected stock returns and vo…Predicting returns in the stock and bond markets (1986)Predicting returns in the sto…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty (2019)Forecasting equity premium in…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Specification Tests in Econometrics (1978)Illiquidity and stock returns: cross-section and time-series effects (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Cross‐Section of Volatility and Expected Returns (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Industry costs of equity (1997)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Protection For Sale (1992)Distributive Politics and Economic Growth (1994)Policy Uncertainty and Corporate Investment (2015)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Firm-Level Political Risk: Measurement and Effects* (2019)An Economic Theory of Democracy. (1958)The Impact of Uncertainty Shocks (2009)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,421 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 2013Political uncertainty and risk premia2,375 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1992No news is good news1,929 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,776 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited

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  • 1993The Risk and Predictability of International Equity Returns1,065 cited
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    • 2019Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty25 cited