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Geopolitical risk exposure and stock returns: Evidence from China
16 references·0 citing·36 second hopsampled
Geopolitical risk exposure and stock returns: Evidence from China (2024)Geopolitical risk exposure and stock retu…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskDissecting green returns (2022)Dissecting green returnsClimate Change Concerns and the Performance of Green vs. Brown Stocks (2022)Climate Change Concerns and t…Size and value in China (2019)Size and value in ChinaAttention to Global Warming (2019)Attention to Global WarmingInvestor Attention and Stock Returns (2018)Investor Attention and Stock …A five-factor asset pricing model (2014)A five-factor asset pricing m…Time-varying rare disaster risk and stock returns (2011)Time-varying rare disaster ri…In Search of Attention (2011)In Search of AttentionIndividualism and Momentum around the World (2010)Individualism and Momentum ar…Idiosyncratic Volatility and the Cross Section of Expected Returns (2008)Idiosyncratic Volatility and …Idiosyncratic risk and the cross-section of expected stock returns (2008)Idiosyncratic risk and the cr…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Understanding the determinants of managerial ownership and the link between ownership and performance (1999)Understanding the determinant…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Culture and the Self: Implications for Cognition, Emotion, and Motivation (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor sentiment and stock returns: Some international evidence (2009)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements (2013)Experiential Learning : Experience as the Source of Learning and Development (1983)Does Climate Change Affect Real Estate Prices? Only If You Believe In It (2018)The Importance of Climate Risks for Institutional Investors (2019)Climate Finance (2021)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Specification Tests in Econometrics (1978)Separation of Ownership and Control (1983)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)How do family ownership, control and management affect firm value? (2005)Boards: Does one size fit all☆ (2007)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)Are Carbon Emissions Associated with Stock Returns? (2023)Dissecting climate risks: Are they reflected in stock prices? (2023)Presidential Address: Sustainable Finance and ESG Issues— Value versus Values (2023)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2011In Search of Attention3,088 cited
  • 1999Understanding the determinants of managerial ownership and the link between ownership and performance2,502 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 2022Dissecting green returns1,129 cited
  • 2019Attention to Global Warming1,122 cited
  • 2008Idiosyncratic risk and the cross-section of expected stock returns1,067 cited
  • 2019Size and value in China866 cited
  • 2008Idiosyncratic Volatility and the Cross Section of Expected Returns660 cited
  • 2022Climate Change Concerns and the Performance of Green vs. Brown Stocks638 cited
  • 2018Investor Attention and Stock Returns308 cited
  • 2011Time-varying rare disaster risk and stock returns304 cited

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