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Dissecting green returns
16 references·16 citing·32 second hopsampled
Dissecting green returns (2022)Dissecting green returnsAggregate Confusion: The Divergence of ESG Ratings (2022)Aggregate Confusion: The Dive…Sustainable investing in equilibrium (2020)Sustainable investing in equi…The Importance of Climate Risks for Institutional Investors (2019)The Importance of Climate Ris…Responsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Do Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…Environmental Externalities and Cost of Capital (2014)Environmental Externalities a…A five-factor asset pricing model (2014)A five-factor asset pricing m…Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Does the stock market fully v…The financial reporting environment: Review of the recent literature (2010)The financial reporting envir…Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Does Corporate Social Respons…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Toward an Implied Cost of Capital (2001)Toward an Implied Cost of Cap…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…Transition versus physical climate risk pricing in European financial markets: a text-based approach (2024)Transition versus physical cl…Environmental, social, and governance (ESG) and artificial intelligence in finance: State-of-the-art and research takeaways (2024)Environmental, social, and go…Do investors care about biodiversity? (2024)Do investors care about biodi…Carbon Returns across the Globe (2024)Carbon Returns across the Glo…The role of fintech in promoting green finance, and profitability: Evidence from the banking sector in the euro zone (2023)The role of fintech in promot…Regulatory-driven corporate greenwashing: Evidence from “low-carbon city” pilot policy in China (2023)Regulatory-driven corporate g…Presidential Address: Sustainable Finance and ESG Issues— Value versus Values (2023)Presidential Address: Sustain…Dissecting climate risks: Are they reflected in stock prices? (2023)Dissecting climate risks: Are…Climate Stress Testing (2023)Climate Stress TestingAre Carbon Emissions Associated with Stock Returns? (2023)Are Carbon Emissions Associat…A review on ESG investing: Investors’ expectations, beliefs and perceptions (2023)A review on ESG investing: In…Sustainability Preferences Under Stress: Evidence from COVID-19 (2022)Sustainability Preferences Un…How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets? (2022)How do climate risk and clean…Climate change, risk factors and stock returns: A review of the literature (2021)Climate change, risk factors …Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns? (2020)Is Carbon Risk Priced in the …Banking on Carbon: Corporate Lending and Cap-and-Trade Policy (2020)Banking on Carbon: Corporate …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)WHAT'S IN A NAME? REPUTATION BUILDING AND CORPORATE STRATEGY. (1990)The theory and practice of corporate finance: evidence from the field (2001)Corporate green bonds (2021)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Initial conditions and moment restrictions in dynamic panel data models (1998)Corporate social responsibility and access to finance (2013)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Firm‐Level Climate Change Exposure (2023)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Earnings quality: Evidence from the field (2013)The Economics of Disclosure and Financial Reporting Regulation: Evidence and Suggestions for Future Research (2016)Disclosure processing costs, investors’ information choice, and equity market outcomes: A review (2020)Intraclass correlations: Uses in assessing rater reliability. (1979)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Content Analysis: An Introduction to Its Methodology (2019)Climate Risks and Financial Stability (2020)Sustainable investing with ESG rating uncertainty (2021)The Effects of Mandatory ESG Disclosure Around the World (2024)Multifactor Explanations of Asset Pricing Anomalies (1996)… and the Cross-Section of Expected Returns (2015)Replicating Anomalies (2018)Hedging Climate Change News (2019)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2010Does Corporate Social Responsibility Affect the Cost of Capital?3,461 cited
  • 2022Aggregate Confusion: The Divergence of ESG Ratings3,411 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,012 cited
  • 2010The financial reporting environment: Review of the recent literature2,622 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 2011Does the stock market fully value intangibles? Employee satisfaction and equity prices2,504 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2001Toward an Implied Cost of Capital2,004 cited
  • 2014Environmental Externalities and Cost of Capital1,834 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?

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1,707 cited

Cited by

  • 2023Presidential Address: Sustainable Finance and ESG Issues— Value versus Values471 cited
  • 2023Are Carbon Emissions Associated with Stock Returns?457 cited
  • 2023Dissecting climate risks: Are they reflected in stock prices?452 cited
  • 2021Climate change, risk factors and stock returns: A review of the literature331 cited
  • 2024Transition versus physical climate risk pricing in European financial markets: a text-based approach265 cited
  • 2020Banking on Carbon: Corporate Lending and Cap-and-Trade Policy235 cited
  • 2024Carbon Returns across the Globe217 cited
  • 2024Do investors care about biodiversity?205 cited
  • 2020Is Carbon Risk Priced in the Cross Section of Corporate Bond Returns?187 cited
  • 2023The role of fintech in promoting green finance, and profitability: Evidence from the banking sector in the euro zone178 cited
  • 2022How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?178 cited
  • 2024Environmental, social, and governance (ESG) and artificial intelligence in finance: State-of-the-art and research takeaways175 cited
  • 2023A review on ESG investing: Investors’ expectations, beliefs and perceptions172 cited
  • 2022Sustainability Preferences Under Stress: Evidence from COVID-19161 cited
  • 2023Regulatory-driven corporate greenwashing: Evidence from “low-carbon city” pilot policy in China159 cited
  • 2023Climate Stress Testing148 cited