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Climate shocks, institutional investors, and the information content of stock prices
16 references·0 citing·49 second hopsampled
Climate shocks, institutional investors, and the information content of stock prices (2024)Climate shocks, institutional investors, …Fast Poisson estimation with high-dimensional fixed effects (2020)Fast Poisson estimation with …Disclosure processing costs, investors’ information choice, and equity market outcomes: A review (2020)Disclosure processing costs, …The Importance of Climate Risks for Institutional Investors (2019)The Importance of Climate Ris…Hedging Climate Change News (2019)Hedging Climate Change NewsText-Based Network Industries and Endogenous Product Differentiation (2016)Text-Based Network Industries…Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks * (2016)Input Specificity and the Pro…A five-factor asset pricing model (2014)A five-factor asset pricing m…Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis (2010)Product Market Synergies and …Blockholder Trading, Market Efficiency, and Managerial Myopia (2009)Blockholder Trading, Market E…Economic Links and Predictable Returns (2008)Economic Links and Predictabl…Dissecting Anomalies (2007)Dissecting AnomaliesPrice Informativeness and Investment Sensitivity to Stock Price (2006)Price Informativeness and Inv…Is Information Risk a Determinant of Asset Returns? (2002)Is Information Risk a Determi…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Large Shareholders as Monitors: Is There a Trade‐Off between Liquidity and Control? (1998)Large Shareholders as Monitor…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…WHAT'S IN A NAME? REPUTATION BUILDING AND CORPORATE STRATEGY. (1990)The theory and practice of corporate finance: evidence from the field (2001)Do Investors Care about Carbon Risk? (2019)Sustainable investing in equilibrium (2020)Corporate green bonds (2021)The Strength of Weak Ties (1973)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)Measuring Economic Policy Uncertainty* (2016)Financing Constraints and Corporate Investment (1988)The Cross-Section of Expected Stock Returns (1992)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)The Information Role of Conservatism (2008)Intangible capital and the investment-q relation (2016)The impact of environmental, social, and governance disclosure on firm value: The role of CEO power (2017)Stability in Competition (1929)Stability in Competition (1990)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Text as Data (2019)Artificial intelligence, firm growth, and product innovation (2023)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)Noise Trader Risk in Financial Markets (1990)Multifactor Explanations of Asset Pricing Anomalies (1996)Chapter 18 A survey of behavioral finance (2003)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Retail Investor Sentiment and Return Comovements (2006)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Attention to Global Warming (2019)Dissecting green returns (2022)Firm‐Level Climate Change Exposure (2023)Editor's Choice Digesting Anomalies: An Investment ApproachCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)Asset Growth and the Cross‐Section of Stock Returns (2008)
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References

  • 2014A five-factor asset pricing model7,841 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,012 cited
  • 2016Text-Based Network Industries and Endogenous Product Differentiation2,114 cited
  • 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 2007Dissecting Anomalies1,573 cited
  • 2010Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis1,498 cited
  • 2006Price Informativeness and Investment Sensitivity to Stock Price1,492 cited
  • 2019Hedging Climate Change News1,484 cited
  • 1998Large Shareholders as Monitors: Is There a Trade‐Off between Liquidity and Control?1,453 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 2016Input Specificity and the Propagation of Idiosyncratic Shocks in Production Networks *1,336 cited
  • 2009Blockholder Trading, Market Efficiency, and Managerial Myopia1,264 cited
  • 2020Disclosure processing costs, investors’ information choice, and equity market outcomes: A review

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  • 2020Fast Poisson estimation with high-dimensional fixed effects1,027 cited
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