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Foundations of Finance: Portfolio Decisions and Securities Prices
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(1999)Communicating Corporate Responsibility to Investors: The Changing Role of the Investor Relations Function (2004)A Descriptive Analysis of Environmental Disclosure: A Longitudinal Study of French Companies (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)COVID–19 media coverage and ESG leader indices (2021)Financial applications of machine learning: A literature review (2023)Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis (2024)Dividend yields and expected stock returns (1988)Time-varying long-term memory in Bitcoin market (2017)Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Multiscale characteristics of the emerging global cryptocurrency market (2020)The Pricing of Options and Corporate Liabilities (1973)Specification Tests in Econometrics (1978)Impact of Environmental, Social, and Governance Information on Economic Performance: Evidence of a Corporate ‘Sustainability Advantage’ from Europe (2019)Does ESG Disclosure Influence Firm Performance? (2022)Environmental, social, and governance ratings and financial performance: Evidence from the European food industry (2022)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Noise Trader Risk in Financial Markets (1990)Google searches and stock market activity: Evidence from Norway (2018)The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approach (2020)Enterprise digital transformation, breadth of ownership and stock price volatility (2023)
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  • 1983An Examination of the Conceptual Issues Involved in Developing Credit-Scoring Models137 cited
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  • 2012History of the Efficient Market Hypothesis128 cited
  • 2019Time-varying inflation risk and stock returns121 cited
  • 2010After the fall: The global financial crisis as a test of corporate social responsibility theories110 cited

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  • 2012On the efficiency of sovereign bond markets103 cited
  • 1985The behavior of intra-daily exchange rates102 cited