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Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment
16 references·1 citing·52 second hop
Going green: Insight from asymmetric risk spillover between investor attention and pro-environmental investment (2021)Going green: Insight from asymmetric risk…The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors (2021)The relationship between air …The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms (2021)The impact of investor attent…Investor rewards to environmental responsibility: Evidence from the COVID-19 crisis (2021)Investor rewards to environme…The role of investor attention in predicting stock prices: The long short-term memory networks perspective (2020)The role of investor attentio…The influence of investor sentiment on the green bond market (2020)The influence of investor sen…The impact of Baidu Index sentiment on the volatility of China's stock markets (2019)The impact of Baidu Index sen…Stock market response to environmental policies: Evidence from heavily polluting firms in China (2019)Stock market response to envi…Public environmental appeal and innovation of heavy-polluting enterprises (2019)Public environmental appeal a…The public environmental awareness and the air pollution effect in Chinese stock market (2018)The public environmental awar…The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test (2018)The causal relationship betwe…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models (2009)Conditional Quantile Estimati…The High‐Volume Return Premium (2001)The High‐Volume Return PremiumInvestor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…A Nonparametric Test for Granger-causality in Distribution with Application to Financial ContagionA Nonparametric Test for Gran…Retail investor attention and corporate environmental performance: Evidence from china (2023)Retail investor attention and…Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Coherent Measures of Risk (1999)Frontiers in VaR forecasting and backtesting (2016)Measuring sovereign contagion in Europe (2017)A review of predictive uncertainty estimation with machine learning (2024)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? 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References

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  • 2021Investor rewards to environmental responsibility: Evidence from the COVID-19 crisis305 cited
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  • 2020The influence of investor sentiment on the green bond market233 cited
  • 2018The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test226 cited
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  • n.d.A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion118 cited
  • 2019Public environmental appeal and innovation of heavy-polluting enterprises108 cited
  • 2020The role of investor attention in predicting stock prices: The long short-term memory networks perspective

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94 cited
  • 2021The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors93 cited
  • 2018The public environmental awareness and the air pollution effect in Chinese stock market86 cited
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    • 2023Retail investor attention and corporate environmental performance: Evidence from china46 cited