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A Green Wave in Media, a Change of Tack in Stock Markets
16 references·0 citing·39 second hopsampled
A Green Wave in Media, a Change of Tack in Stock Markets (2021)A Green Wave in Media, a Change of Tack i…Dissecting green returns (2022)Dissecting green returnsSustainable investing in equilibrium (2020)Sustainable investing in equi…The Importance of Climate Risks for Institutional Investors (2019)The Importance of Climate Ris…Hedging Climate Change News (2019)Hedging Climate Change NewsDo Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…Attention to Global Warming (2019)Attention to Global WarmingCarbon Tail Risk (2018)Carbon Tail RiskWhy Do Investors Hold Socially Responsible Mutual Funds? (2017)Why Do Investors Hold Sociall…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Sentiment During Recessions (2012)Sentiment During RecessionsWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…What Drives Media Slant? Evidence From U.S. Daily Newspapers (2010)What Drives Media Slant? Evid…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Pollution as News: Media and Stock Market Reactions to the Toxics Release Inventory Data (1995)Pollution as News: Media and …Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Bowling Alone: The Collapse and Revival of American Community (2000)All the News That's Fit to Sell: How the Market Transforms Information into News (2003)Extracting Policy Positions from Political Texts Using Words as Data (2003)Ideological Segregation Online and Offline * (2011)Media and Political Polarization (2013)Advertising Content and Consumer Engagement on Social Media: Evidence from Facebook (2017)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)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Sustainable investing with ESG rating uncertainty (2021)Firm‐Level Climate Change Exposure (2023)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Expected stock returns and volatility (1987)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,012 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2010What Drives Media Slant? Evidence From U.S. Daily Newspapers1,486 cited
  • 2019Hedging Climate Change News1,484 cited
  • 2017Why Do Investors Hold Socially Responsible Mutual Funds?1,378 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2018Carbon Tail Risk1,129 cited
  • 2022Dissecting green returns1,129 cited
  • 2019Attention to Global Warming1,122 cited
  • 1995Pollution as News: Media and Stock Market Reactions to the Toxics Release Inventory Data

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