Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Elisa, Ossola"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ecef41a913fc8c0b842e16adc34d02ef
https://doi.org/10.2139/ssrn.4011068
https://doi.org/10.2139/ssrn.4011068
Publikováno v:
SSRN Electronic Journal.
The first Global Climate Strike on March 15, 2019 has represented a historical turn in climate activism. We investigate the cross-section of European stock price reactions to this event. Looking at a large sample of European firms, we find that the u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::195744fd21139246e0f498caa84ef359
https://doi.org/10.2139/ssrn.3544669
https://doi.org/10.2139/ssrn.3544669
The first Global Climate Strike on March 15, 2019 has represented a historical turn in climate activism. We investigate the cross-section of European stock price reactions to this event. Looking at a large sample of European firms, we find that the u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::ec26a53c08bd25eae8f6fff510feef49
https://hdl.handle.net/10419/249355
https://hdl.handle.net/10419/249355
Publikováno v:
Handbook of Econometrics ISBN: 9780444636492
This chapter surveys recent econometric methodologies for inference in large dimensional conditional factor models in finance. Changes in the business cycle and asset characteristics induce time variation in factor loadings and risk premia to be acco
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d0f3de0208b727e5b9787b937ad91e3a
https://doi.org/10.1016/bs.hoe.2020.10.001
https://doi.org/10.1016/bs.hoe.2020.10.001
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 polit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::1a8c81a6ce3245dfc64b710ed32bf4d3
https://hdl.handle.net/10419/249360
https://hdl.handle.net/10419/249360
Publikováno v:
Journal of Financial Markets. 57:100633
We examine time-invariant and time-varying market integration across European stock markets. Financial integration increases during the sovereign debt crisis and is mainly driven by macroeconomic variables, market capitalization, political uncertaint
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::878e2c78ebd72d02b15592ef7a5a015a
https://doi.org/10.1016/j.finmar.2021.100633
https://doi.org/10.1016/j.finmar.2021.100633
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b1ef1ec22d5833b15ad4a1c85e930b33
https://doi.org/10.2139/ssrn.3452649
https://doi.org/10.2139/ssrn.3452649
Publikováno v:
Journal of Econometrics, Vol. 212 (2019) pp. 503-521
We build a simple diagnostic criterion for approximate factor structure in large cross-sectional equity datasets. Given a model for asset returns with observable factors, the criterion checks whether the error terms are weakly cross-sectionally corre
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b13781855925712573777016128ceda0
Publikováno v:
Journal of Financial Stability. 54:100869
This study provides evidence on the existence of a negative greenium, i.e. a risk premium related to the greenness of a firm, based on European individual stock returns. We define a priced ‘greenness and transparency’ factor based on companies’
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5ff328f6057e6baf11910d093bbcb5d4
https://doi.org/10.1016/j.jfs.2021.100869
https://doi.org/10.1016/j.jfs.2021.100869