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Extreme high surface temperature events and equity-related physical climate risk
16 references·7 citing·43 second hop
Extreme high surface temperature events and equity-related physical climate risk (2019)Extreme high surface temperature events a…Climate risks and market efficiency (2018)Climate risks and market effi…Estimating economic damage from climate change in the United States (2017)Estimating economic damage fr…A Climate Stress-Test of the Financial System (2016)A Climate Stress-Test of the …The politics of climate change (2015)The politics of climate changeWhat Do We Learn from the Weather? The New Climate-Economy Literature (2014)What Do We Learn from the Wea…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Temperature Shocks and Econom…Shifting public opinion on climate change: an empirical assessment of factors influencing concern over climate change in the U.S., 2002–2010 (2012)Shifting public opinion on cl…Simple formulas for standard errors that cluster by both firm and time (2010)Simple formulas for standard …Personal Efficacy, the Information Environment, and Attitudes Toward Global Warming and Climate Change in the United States (2008)Personal Efficacy, the Inform…American Risk Perceptions: Is Climate Change Dangerous? (2005)American Risk Perceptions: Is…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Measurement of daily climate physical risks and climate transition risks faced by China's energy sector stocks (2024)Measurement of daily climate …Just “blah blah blah”? Stock market expectations and reactions to COP26 (2023)Just “blah blah blah”? Stock …In search of climate distress risk (2022)In search of climate distress…Impact of risk-taking on enterprise value under extreme temperature: From the perspectives of external and internal governance (2022)Impact of risk-taking on ente…Pricing Climate Change Risk in Corporate Bonds (2021)Pricing Climate Change Risk i…Climate risks and weather derivatives: A copula-based pricing model (2021)Climate risks and weather der…Energy finance must account for extreme weather risk (2020)Energy finance must account f…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)The Economics of Climate Change: The Stern Review (2007)Climate Change Policy: What Do the Models Tell Us? 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A Natural Experiment Examining Ranking and Fund Flows (2017)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Low-Latency Trading (2011)High-Frequency Trading and Price Discovery (2014)Corporate Immunity to the COVID-19 Pandemic (2020)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 2014What Do We Learn from the Weather? The New Climate-Economy Literature2,292 cited
  • 2012Temperature Shocks and Economic Growth: Evidence from the Last Half Century2,243 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2010Simple formulas for standard errors that cluster by both firm and time1,515 cited
  • 2017Estimating economic damage from climate change in the United States1,238 cited
  • 2016A Climate Stress-Test of the Financial System1,184 cited
  • 2012Shifting public opinion on climate change: an empirical assessment of factors influencing concern over climate change in the U.S., 2002–20101,125 cited
  • 2015The politics of climate change1,054 cited
  • 2018Climate risks and market efficiency963 cited
  • 2008Personal Efficacy, the Information Environment, and Attitudes Toward Global Warming and Climate Change in the United States902 cited
  • 2005American Risk Perceptions: Is Climate Change Dangerous?

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888 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • Cited by

    • 2021Pricing Climate Change Risk in Corporate Bonds49 cited
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    • 2022In search of climate distress risk45 cited
    • 2024Measurement of daily climate physical risks and climate transition risks faced by China's energy sector stocks36 cited
    • 2022Impact of risk-taking on enterprise value under extreme temperature: From the perspectives of external and internal governance33 cited
    • 2020Energy finance must account for extreme weather risk32 cited
    • 2023Just “blah blah blah”? Stock market expectations and reactions to COP2624 cited