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Firm-level climate risk exposure, ESG disclosure and stock liquidity: evidence from textual analysis
16 references·0 citing·39 second hop
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 2017Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis3,754 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,012 cited
  • 2008Annual report readability, current earnings, and earnings persistence2,850 cited
  • 2010Stakeholder Theory2,631 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2013Firm-Value Effects of Carbon Emissions and Carbon Disclosures1,677 cited

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  • 1984A Longitudinal Study of the Corporate Life Cycle1,629 cited
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