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Disaster Resilience and Asset Prices
16 references·16 citing·36 second hopsampled
Disaster Resilience and Asset Prices (2020)Disaster Resilience and Asset PricesThe Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…How many jobs can be done at home? (2020)How many jobs can be done at …Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Corporate Immunity to the COVID-19 Pandemic (2020)Corporate Immunity to the COV…A five-factor asset pricing model (2014)A five-factor asset pricing m…Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Can Time‐Varying Risk of Rare…Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Variable Rare Disasters: An E…Rare Disasters, Asset Prices, and Welfare Costs (2009)Rare Disasters, Asset Prices,…Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The equity risk premium a solution (1988)The equity risk premium a sol…Prices of State-Contingent Claims Implicit in Option Prices (1978)Prices of State-Contingent Cl…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…Does ESG protect firms equally during crises? The role of supply chain concentration (2024)Does ESG protect firms equall…Social responsibility and bank resiliency (2023)Social responsibility and ban…COVID-19, bank deposits, and lending (2022)COVID-19, bank deposits, and …COVID-19 and firm value drivers in the tourism industry (2022)COVID-19 and firm value drive…2008's mistrust vs 2020's panic: can ESG hold your institutional investors? (2022)2008's mistrust vs 2020's pan…Working Remotely and the Supply-Side Impact of COVID-19 (2021)Working Remotely and the Supp…The international spread of COVID-19 stock market collapses (2021)The international spread of C…CDS spreads and COVID-19 pandemic (2021)CDS spreads and COVID-19 pand…Who Should be Afraid of Infections? Pandemic Exposure and the Cross-Section of Stock Returns (2020)Who Should be Afraid of Infec…The Role of Corporate Culture in Bad Times: Evidence from the COVID-19 Pandemic (2020)The Role of Corporate Culture…The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets (2020)The Quest for Multidimensiona…The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market (2020)The Impact of the COVID-19 Pa…From pandemic to financial contagion: High-frequency risk metrics and Bayesian volatility analysis (2020)From pandemic to financial co…Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19 (2020)Firm-Level Risk Exposures and…Employment recovery in the wake of the COVID-19 pandemic (2020)Employment recovery in the wa…COVID-19 Is Also a Reallocation Shock (2020)COVID-19 Is Also a Reallocati…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)Illiquidity and stock returns: cross-section and time-series effects (2002)Theory of Value (1959)Implied Binomial Trees (1994)Implied Volatility Functions: Empirical Tests (1998)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Theory of rational option pricing (2005)Asset Prices in an Exchange Economy (1978)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Presidential Address: Discount Rates (2011)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)The Nature of the Firm (1937)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Survey of Corporate Governance (1997)How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis (2020)Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic (2021)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Comparing Predictive Accuracy (1994)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)Machine learning in the Chinese stock market (2021)Multifactor Explanations of Asset Pricing Anomalies (1996)A Literature Review of the Economics of Covid-19 (2020)COVID-19 and Remote Work: An Early Look at US Data (2020)Inequality in the impact of the coronavirus shock: Evidence from real time surveys (2020)… and the Cross-Section of Expected Returns (2015)Hedging Climate Change News (2019)Dissecting green returns (2022)Do Shareholders Benefit from Green Bonds? (2018)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 2020How many jobs can be done at home?2,030 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2020Corporate Immunity to the COVID-19 Pandemic1,480 cited
  • 1988The equity risk premium a solution1,397 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
  • 2020Feverish Stock Price Reactions to COVID-19*1,199 cited
  • 2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
  • 2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?914 cited

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2009
Rare Disasters, Asset Prices, and Welfare Costs
856 cited

Cited by

  • 2020COVID-19 Is Also a Reallocation Shock126 cited
  • 2021The international spread of COVID-19 stock market collapses119 cited
  • 2021Working Remotely and the Supply-Side Impact of COVID-19117 cited
  • 2020The Role of Corporate Culture in Bad Times: Evidence from the COVID-19 Pandemic106 cited
  • 2020The Quest for Multidimensional Financial Immunity to the COVID-19 Pandemic: Evidence from International Stock Markets105 cited
  • 2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market80 cited
  • 2020Employment recovery in the wake of the COVID-19 pandemic66 cited
  • 2020Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-1962 cited
  • 2022COVID-19, bank deposits, and lending51 cited
  • 2022COVID-19 and firm value drivers in the tourism industry43 cited
  • 2024Does ESG protect firms equally during crises? The role of supply chain concentration35 cited
  • 2020From pandemic to financial contagion: High-frequency risk metrics and Bayesian volatility analysis33 cited
  • 2021CDS spreads and COVID-19 pandemic32 cited
  • 20222008's mistrust vs 2020's panic: can ESG hold your institutional investors?31 cited
  • 2020Who Should be Afraid of Infections? Pandemic Exposure and the Cross-Section of Stock Returns26 cited
  • 2023Social responsibility and bank resiliency26 cited