Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Climate change events and stock market returns

16 references·16 citing·38 second hopsampled

FromToDepth

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
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
2019Do Investors Care about Carbon Risk?3,361 cited
2019The Importance of Climate Risks for Institutional Investors3,012 cited
1991Event-study methodology under conditions of event-induced variance1,777 cited
1976Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test1,749 cited
2016A Climate Stress-Test of the Financial System1,184 cited
2016A Regional Dynamic General-Equilibrium Model of Alternative Climate-Change Strategies1,090 cited
2019Climate Change: The Ultimate Challenge for Economics948 cited
2007Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance.841 cited
2016Carbon Risk, Carbon Risk Awareness and the Cost of Debt Financing777 cited
2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns648 cited
2010Event studies: A methodology review413 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2020Mitigating degradation and emissions in China: The role of environmental sustainability, human capital and renewable energy359 cited

2013Does the stock market value the inclusion in a sustainability stock index? An event study analysis for German firms193 cited

Cited by

2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?161 cited
2022Does climate policy uncertainty affect Chinese stock market volatility?159 cited
2023Climate uncertainty and information transmissions across the conventional and ESG assets130 cited
2023Investor climate sentiment and financial markets129 cited
2023Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures111 cited
2023The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness85 cited
2022Connectedness and spillover effects of US climate policy uncertainty on energy stock, alternative energy stock, and carbon future84 cited
2024Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty77 cited
2024The effects of climate change‐related risks on banks: A literature review71 cited
2022Bibliometric Analysis of Green Finance and Climate Change in Post-Paris Agreement Era60 cited
2024ESG performance and firm risk in the U.S. financial firms47 cited
2023Climate change-induced firms’ initiatives and investors’ perceptions: evidence from Bursa Malaysia44 cited
2023Glasgow climate pact and the global clean energy index constituent stocks40 cited
2024The effects of physical and transition climate risk on stock markets: Some multi-Country evidence37 cited
2023Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices34 cited
2024Climate change exposure, shareholder wealth, and the adoption of the Paris agreement: A text-based approach34 cited