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Do investors care about carbon emissions? Evidence based on stock return co-movement with machine learning-augmented data
16 references·0 citing·32 second hopsampled
Do investors care about carbon emissions? Evidence based on stock return co-movement with machine learning-augmented data (2024)Do investors care about carbon emissions?…Global Pricing of Carbon‐Transition Risk (2023)Global Pricing of Carbon‐Tran…Dissecting green returns (2022)Dissecting green returnsThe Pollution Premium (2020)The Pollution PremiumSustainable investing in equilibrium (2020)Sustainable investing in equi…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Responsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Do Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…Impact Investing (2017)Impact InvestingEnvironmental Externalities and Cost of Capital (2014)Environmental Externalities a…Firm-Value Effects of Carbon Emissions and Carbon Disclosures (2013)Firm-Value Effects of Carbon …Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Does the stock market fully v…Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Does Corporate Social Respons…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…The Effect of Socially Responsible Investing on Portfolio Performance (2007)The Effect of Socially Respon…Corporate Governance and Equity Prices (2003)Corporate Governance and Equi…A theory of human motivation. (1943)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Liquidity Risk and Expected Stock Returns (2003)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Investment and Asset Pricing with ESG Disagreement (2020)Firm‐Level Climate Change Exposure (2023)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 (2018)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)The Importance of Climate Risks for Institutional Investors (2019)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Limited-dependent and qualitative variables in econometrics (1983)Econometric Analysis of Cross Section and Panel Data (2001)Board Gender Diversity and Corporate Response to Sustainability Initiatives: Evidence from the Carbon Disclosure Project (2015)Carbon Tail Risk (2018)A five-factor asset pricing model (2014)Comparing Predictive Accuracy (1994)Characteristics are covariances: A unified model of risk and return (2019)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Forecasting: theory and practice (2022)On Persistence in Mutual Fund Performance (1997)How do family ownership, control and management affect firm value? (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 2003Corporate Governance and Equity Prices6,115 cited
  • 2010Does Corporate Social Responsibility Affect the Cost of Capital?3,502 cited
  • 2019Do Investors Care about Carbon Risk?3,441 cited
  • 2020Empirical Asset Pricing via Machine Learning2,685 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 2011Does the stock market fully value intangibles? Employee satisfaction and equity prices2,504 cited
  • 2020Sustainable investing in equilibrium2,262 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,140 cited
  • 2014Environmental Externalities and Cost of Capital1,834 cited
  • 2013Firm-Value Effects of Carbon Emissions and Carbon Disclosures1,702 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,424 cited
  • 2022Dissecting green returns1,129 cited
  • 2023Global Pricing of Carbon‐Transition Risk1,035 cited
  • 2007The Effect of Socially Responsible Investing on Portfolio Performance851 cited
  • 2017Impact Investing730 cited
  • 2020The Pollution Premium

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