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Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic
16 references·0 citing·54 second hopsampled
Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic (2023)Revealing stock liquidity determinants by…Corporate ESG performance and manager misconduct: Evidence from China (2022)Corporate ESG performance and…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…Green process innovation, green product innovation, and corporate financial performance: A content analysis method (2019)Green process innovation, gre…ESG practices and the cost of debt: Evidence from EU countries (2019)ESG practices and the cost of…The impacts of environmental, social, and governance factors on firm performance (2018)The impacts of environmental,…Impact of ESG factors on firm risk in Europe (2016)Impact of ESG factors on firm…Environmental and social disclosures: Link with corporate financial performance (2014)Environmental and social disc…Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Does Corporate Social Respons…Corporate Governance and Liquidity (2010)Corporate Governance and Liqu…Corporate Social Responsibility and Resource-Based Perspectives (2006)Corporate Social Responsibili…An Examination of Differences Between Organizational Legitimacy and Organizational Reputation* (2005)An Examination of Differences…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Blockholder Ownership and Market Liquidity (2000)Blockholder Ownership and Mar…R2 (1988)R2A Natural-Resource-Based View of the Firm (1995)A RESOURCE-BASED PERSPECTIVE ON CORPORATE ENVIRONMENTAL PERFORMANCE AND PROFITABILITY. 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Evidence from the COVID-19 pandemic (2021)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law and Finance (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Initial conditions and moment restrictions in dynamic panel data models (1998)Corporate social responsibility and access to finance (2013)Corporate green bonds (2021)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Industry costs of equity (1997)The Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)Stock price synchronicity and analyst coverage in emerging markets (2005)Stock price synchronicity, crash risk, and institutional investors (2013)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2010Does Corporate Social Responsibility Affect the Cost of Capital?3,461 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2006Corporate Social Responsibility and Resource-Based Perspectives2,005 cited
  • 2019Green process innovation, green product innovation, and corporate financial performance: A content analysis method1,379 cited
  • 2005An Examination of Differences Between Organizational Legitimacy and Organizational Reputation*1,305 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
  • 2019ESG practices and the cost of debt: Evidence from EU countries924 cited
  • 2014Environmental and social disclosures: Link with corporate financial performance884 cited
  • 1988R2630 cited
  • 2018The impacts of environmental, social, and governance factors on firm performance611 cited
  • 2016Impact of ESG factors on firm risk in Europe589 cited
  • 2010Corporate Governance and Liquidity

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567 cited
  • 2022Corporate ESG performance and manager misconduct: Evidence from China448 cited
  • 2000Blockholder Ownership and Market Liquidity395 cited
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