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Implied Tail Risk and ESG Ratings
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Implied Tail Risk and ESG Ratings (2021)Implied Tail Risk and ESG RatingsESG shareholder engagement and downside risk (2023)ESG shareholder engagement an…Does corporate social responsibility reduce financial distress risk? (2020)Does corporate social respons…Responsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Social Capital, Trust, and Fi…ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification (2016)ESG for All? The Impact of ES…ESG factors and risk-adjusted performance: a new quantitative model (2016)ESG factors and risk-adjusted…The wages of social responsibility — where are they? A critical review of ESG investing (2015)The wages of social responsib…Socially responsible funds and market crises (2014)Socially responsible funds an…Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Does the stock market fully v…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…The price of ethics and stakeholder governance: The performance of socially responsible mutual funds (2008)The price of ethics and stake…Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)Stock Return Characteristics,…The Effect of Green Investment on Corporate Behavior (2001)The Effect of Green Investmen…Spanning and derivative-security valuation (2000)Spanning and derivative-secur…Socially Responsible Mutual Funds (corrected) (2000)Socially Responsible Mutual F…Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)Doing Well While Doing Good? …Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Corporate Governance and Equity Prices (2003)The effects of environmental, social and governance disclosures and performance on firm value: A review of the literature in accounting and finance (2017)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)DOES IT PAY TO BE GREEN? AN EMPIRICAL EXAMINATION OF THE RELATIONSHIP BETWEEN EMISSION REDUCTION AND FIRM PERFORMANCE (1996)Why Do Investors Hold Socially Responsible Mutual Funds? (2017)Sustainable investing with ESG rating uncertainty (2021)A theory of human motivation. (1943)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)… and the Cross-Section of Expected Returns (2015)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Sustainable investing in equilibrium (2020)Modern Portfolio Theory and Investment Analysis. (1982)The importance of nongovernmental organizations (NGOs) in global governance and value creation: an international business research agenda (2004)The determinants of corporate sustainability performance (2009)Social Capital in the Creation of Human Capital (1988)The Cross-Section of Expected Stock Returns (1992)Bowling alone (2000)Do institutional investors drive corporate social responsibility? International evidence (2018)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Aggregate Confusion: The Divergence of ESG Ratings (2022)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Delta-Hedged Gains and the Negative Market Volatility Risk Premium (2003)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)Demand-Based Option Pricing (2005)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Transform Analysis and Asset Pricing for Affine Jump-Diffusions (1999)A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation (2000)Time-changed Lévy processes and option pricing (2003)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Do Investors Care about Carbon Risk? (2019)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Individual and Corporate Social Responsibility (2009)Dissecting green returns (2022)International evidence on ethical mutual fund performance and investment style (2004)
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References

  • 2017Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis3,754 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 2011Does the stock market fully value intangibles? Employee satisfaction and equity prices2,504 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2001The Effect of Green Investment on Corporate Behavior1,498 cited
  • 2003Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options1,354 cited
  • 1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
  • 2008The price of ethics and stakeholder governance: The performance of socially responsible mutual funds836 cited
  • 2000Spanning and derivative-security valuation746 cited
  • 2000Socially Responsible Mutual Funds (corrected)714 cited
  • 2014Socially responsible funds and market crises647 cited
  • 2015The wages of social responsibility — where are they? A critical review of ESG investing587 cited
  • 2020Does corporate social responsibility reduce financial distress risk?532 cited
  • 2023ESG shareholder engagement and downside risk502 cited
  • 2016

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ESG for All? The Impact of ESG Screening on Return, Risk, and Diversification
297 cited
  • 2016ESG factors and risk-adjusted performance: a new quantitative model237 cited
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