Concepedia

ESG Preference and Market Efficiency: Evidence from Mispricing and Institutional Trading

Jie Cao, Sheridan Titman, Xintong Zhan, Weiming Elaine Zhang

SSRN Electronic Journal · 2019 · 45 citations · 25 references

DOIFull text

Open access

References

25

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

, , +7

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 16.7K citations · Full text

, , +19

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

, , +12

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.1K citations

, , +3

The Cross‐Section of Volatility and Expected Returns

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.7K citations

, , +14