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Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike
In: Journal of Corporate Finance, Forthcoming
SSRN
Working paper
Financial integration in the EU28 equity markets: Measures and drivers
We examine time-invariant and time-varying market integration across European stock markets. Market integration has been increasing especially during the crisis period. Among others, market capitalization, technological developments and overall political uncertainty drive financial integration and systematic volatility, while macroeconomic variables do not impact idiosyncratic volatility. High market integration is associated with decreasing diversification benefit. During crisis periods investors select portfolios that are not explained only by firm characteristics.
BASE
Estimation of Large Dimensional Conditional Factor Models in Finance
In: Swiss Finance Institute Research Paper No. 19-46
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Working paper
The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices
In: University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 418
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Working paper
When Do Investors Go Green? Evidence from a Time-Varying Asset-Pricing Model
In: FINANA-D-23-00530
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