Journal of Financial Economics · 2022 · 1K citations · 39 references
BusinessEconomicsFinanceEconometricsEnvironmental EconomicsFinancial EconomicsCapital Asset Pricing ModelClimate FinanceEnvironmental InvestingFactor ModelsGreen BondsCorporate Green BondsFactor Model SpecificationGreen Bond PerformanceGreen Bond Pricing
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations
Business, Finance, Asset Pricing +16
Does corporate social responsibility affect the cost of capital?
Sadok El Ghoul, Omrane Guedhami, Chuck C.Y. Kwok et al. · Journal of Banking & Finance · 2011 · 3.3K citations