This study examines the effect of carbon price uncertainty on stock price crash risk. Utilizing the dynamic panel model … crash risk. The impact of carbon price uncertainty is more prominent in the heavily polluting industries and during the post … outside the firms can mitigate the influence of carbon price uncertainty on stock price crash risk. Our findings demonstrate …

We analyze how the materialization of climate risk in the institutional investors' portfolios spurs a propagation …

predictors. To investigate the practical implications, we construct the expected variance risk premium (VRP) by volatility …

applications it has been shown by various authors that low risk portfolios outperform the market capitalization weighted portfolio …. We revisit this anomaly using high-frequency data to construct low risk portfolios for the S&P 500 constituents over the … period 2007-2012. The portfolios that we consider are invested in the 100 lowest risk stocks and apply either equal …