相关参考文献
注意：仅列出部分参考文献，下载原文获取全部文献信息。Sustainable investing with ESG rating uncertainty
Doron Avramov et al.
JOURNAL OF FINANCIAL ECONOMICS (2022)
Anomalies across the globe: Once public, no longer existent?
Heiko Jacobs et al.
JOURNAL OF FINANCIAL ECONOMICS (2020)
Do institutional investors drive corporate social responsibility? International evidence
Alexander Dyck et al.
JOURNAL OF FINANCIAL ECONOMICS (2019)
Belief Dispersion in the Stock Market
Adem Atmaz et al.
JOURNAL OF FINANCE (2018)
The Characteristics that Provide Independent Information about Average US Monthly Stock Returns
Jeremiah Green et al.
REVIEW OF FINANCIAL STUDIES (2017)
Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis
Karl V. Lins et al.
JOURNAL OF FINANCE (2017)
On the Foundations of Corporate Social Responsibility
Hao Liang et al.
JOURNAL OF FINANCE (2017)
A Taxonomy of Anomalies and Their Trading Costs
Robert Novy-Marx et al.
REVIEW OF FINANCIAL STUDIES (2016)
Does Academic Research Destroy Stock Return Predictability?
R. David McLean et al.
JOURNAL OF FINANCE (2016)
Do ratings of firms converge? Implications for managers, investors and strategy researchers
Aaron K. Chatterji et al.
STRATEGIC MANAGEMENT JOURNAL (2016)
A five-factor asset pricing model
Eugene F. Fama et al.
JOURNAL OF FINANCIAL ECONOMICS (2015)
Corporate goodness and shareholder wealth
Philipp Krueger
JOURNAL OF FINANCIAL ECONOMICS (2015)
Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
Tarun Chordia et al.
JOURNAL OF ACCOUNTING & ECONOMICS (2014)
Betting against beta
Andrea Frazzini et al.
JOURNAL OF FINANCIAL ECONOMICS (2014)
Safety First, Learning Under Ambiguity, and the Cross-Section of Stock Returns
Ariel M. Viale et al.
REVIEW OF ASSET PRICING STUDIES (2014)
The other side of value: The gross profitability premium
Robert Novy-Marx
JOURNAL OF FINANCIAL ECONOMICS (2013)
TRIANGULATING ENVIRONMENTAL PERFORMANCE: WHAT DO CORPORATE SOCIAL RESPONSIBILITY RATINGS REALLY CAPTURE?
Magali A. Delmas et al.
ACADEMY OF MANAGEMENT PERSPECTIVES (2013)
Red and blue investing: Values and finance
Harrison Hong et al.
JOURNAL OF FINANCIAL ECONOMICS (2012)
The impact of risk and uncertainty on expected returns
Evan W. Anderson et al.
JOURNAL OF FINANCIAL ECONOMICS (2009)
Trading Costs and Returns for US Equities: Estimating Effective Costs from Daily Data
Joel Hasbrouck
JOURNAL OF FINANCE (2009)
How Well Do Social Ratings Actually Measure Corporate Social Responsibility?
Aaron K. Chatterji et al.
JOURNAL OF ECONOMICS & MANAGEMENT STRATEGY (2009)
Dispersion in analysts' earnings forecasts and credit rating
Doron Avramov et al.
JOURNAL OF FINANCIAL ECONOMICS (2009)
The cross-section of volatility and expected returns
A Ang et al.
JOURNAL OF FINANCE (2006)
Do heterogeneous beliefs matter for asset pricing?
EW Anderson et al.
REVIEW OF FINANCIAL STUDIES (2005)
Differences of opinion and the cross section of stock returns
KB Diether et al.
JOURNAL OF FINANCE (2002)
分享论文
