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Fossil fuel divestment and energy prices: Implications for economic agents
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Fossil fuel divestment and energy prices: Implications for economic agents (2023)Fossil fuel divestment and energy prices:…Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Time and frequency connectedn…Climate Change Concerns and the Performance of Green Versus Brown Stocks (2020)Climate Change Concerns and t…Attention to Global Warming (2019)Attention to Global WarmingESG Integration and the Investment Management Process: Fundamental Investing Reinvented (2015)ESG Integration and the Inves…A five-factor asset pricing model (2014)A five-factor asset pricing m…Wavelet-based evidence of the impact of oil prices on stock returns (2013)Wavelet-based evidence of the…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Striking oil: Another puzzle? (2008)Striking oil: Another puzzle?Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Oil and the Stock Markets (1996)Oil and the Stock MarketsEnergy shocks and financial markets (1996)Energy shocks and financial m…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceEconomic Forces and the Stock Market (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Economic Effects of Energy Price Shocks (2008)The Econometrics of Financial Markets (2012)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)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)Illiquidity and stock returns: cross-section and time-series effects (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Experiential Learning : Experience as the Source of Learning and Development (1983)Reflection, turning experience into learning (1985)Hedging Climate Change News (2019)The Importance of Climate Risks for Institutional Investors (2019)Sustainable investing in equilibrium (2020)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Editor's Choice Digesting Anomalies: An Investment ApproachDigesting Anomalies: An Investment Approach (2012)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
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 2014A five-factor asset pricing model8,065 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19645,527 cited
  • 1966Mutual Fund Performance4,089 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,871 cited
  • 1999Oil price shocks and stock market activity1,823 cited
  • 1996Oil and the Stock Markets1,641 cited
  • 2019Attention to Global Warming1,131 cited
  • 1996Energy shocks and financial markets1,099 cited
  • 2020Climate Change Concerns and the Performance of Green Versus Brown Stocks770 cited
  • 2015ESG Integration and the Investment Management Process: Fundamental Investing Reinvented724 cited
  • 2008Striking oil: Another puzzle?616 cited
  • 2013Wavelet-based evidence of the impact of oil prices on stock returns271 cited
  • 2020Time and frequency connectedness among oil shocks, electricity and clean energy markets

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