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Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds
16 references·0 citing·38 second hopsampled
Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds (2025)Carbon Emissions, Mutual Fund Trading, an…Climate Risk Disclosure and Institutional Investors (2023)Climate Risk Disclosure and I…The Importance of Climate Risks for Institutional Investors (2019)The Importance of Climate Ris…Do Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…Carbon Tail Risk (2018)Carbon Tail RiskAn Inconvenient Cost: The Effects of Climate Change on Municipal Bonds (2018)An Inconvenient Cost: The Eff…Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Do Investors Value Sustainabi…Environmental Externalities and Cost of Capital (2014)Environmental Externalities a…The Illiquidity of Corporate Bonds (2011)The Illiquidity of Corporate …Corporate bond liquidity before and after the onset of the subprime crisis (2011)Corporate bond liquidity befo…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…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…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Herding and Feedback Trading by Institutional and Individual Investors (1999)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)WHAT'S IN A NAME? REPUTATION BUILDING AND CORPORATE STRATEGY. (1990)The theory and practice of corporate finance: evidence from the field (2001)Sustainable investing in equilibrium (2020)Corporate green bonds (2021)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)The impact of corporate social responsibility on the cost of bank loans (2010)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Firm‐Level Climate Change Exposure (2023)Herd Behavior and Investment (1988)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Institutional Investors and Equity Prices (2001)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)
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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
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2019The Importance of Climate Risks for Institutional Investors3,012 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2014Environmental Externalities and Cost of Capital1,834 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2017Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows1,602 cited
  • 2018Carbon Tail Risk1,129 cited
  • 2011The Illiquidity of Corporate Bonds989 cited
  • 2018An Inconvenient Cost: The Effects of Climate Change on Municipal Bonds791 cited
  • 2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
  • 2023

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Climate Risk Disclosure and Institutional Investors
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