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What do we know about the idiosyncratic risk of clean energy equities?
16 references·0 citing·34 second hop
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 2000Information Asymmetry, R&D, and Insider Gains1,528 cited
  • 2008High idiosyncratic volatility and low returns: International and further U.S. evidence1,440 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2003Idiosyncratic Risk Matters!1,171 cited
  • 2008Idiosyncratic risk and the cross-section of expected stock returns1,067 cited
  • 2009

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The Debate over Doing Good: Corporate Social Performance, Strategic Marketing Levers, and Firm-Idiosyncratic Risk
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