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The impact of green investors on stock prices
Cheng, Gong; Jondeau, Eric; Mojon, Benoît; Vayanos, Dimitri - 2024
We study the impact of green investors on stock prices in a dynamic equilibrium model where investors are green, passive or active. Green investors track an index that progressively excludes the stocks of the brownest firms; passive investors hold a value-weighted index of all stocks; and active...
Persistent link: https://www.econbiz.de/10014486513
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An institutional theory of momentum and reversal
Vayanos, Dimitri; Woolley, Paul - In: The review of financial studies 26 (2013) 5, pp. 1087-1145
Persistent link: https://www.econbiz.de/10009752194
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No place like home : familiarity in mutual fund manager portfolio choice
Pool, Veronika K.; Stoffman, Noah; Yonker, Scott E. - In: The review of financial studies 25 (2012) 8, pp. 2563-2599
Persistent link: https://www.econbiz.de/10009630234
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Obfuscation, learning, and the evolution of investor sophistication
Carlin, Bruce Ian; Manso, Gustavo - In: The review of financial studies 24 (2011) 3, pp. 754-785
Persistent link: https://www.econbiz.de/10008934103
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Mutual fund trading style and bond market fragility
Anand, Amber; Jotikasthira, Chotibhak; Venkataraman, Kumar - In: The review of financial studies 34 (2021) 6, pp. 2993-3044
Persistent link: https://www.econbiz.de/10012546368
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When investors call for climate responsibility, how do mutual funds respond?
Ceccarelli, Marco; Ramelli, Stefano; Wagner, Alexander F. - 2019
Persistent link: https://www.econbiz.de/10012127164
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More risk, more information : how passive ownership can improve informational efficiency
Buss, Adrian; Sundaresan, Savitar - 2020
Persistent link: https://www.econbiz.de/10012228949
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Green window dressing
Parise, Gianpaolo - 2023
Persistent link: https://www.econbiz.de/10014327632
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Mutual fund's R² as predictor of performance
Amihud, Yakov; Goyenko, Ruslan - In: The review of financial studies 26 (2013) 3, pp. 667-694
Persistent link: https://www.econbiz.de/10009752256
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Controlling for fixed-income exposure in portfolio evaluation : evidence from hybrid mutual funds
Comer, George; Larrymore, Norris; Rodríguez, Javier - In: The review of financial studies 22 (2009) 2, pp. 481-507
Persistent link: https://www.econbiz.de/10003816588