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Does divestment move volatility? Evidence from the world’s largest sovereign wealth fund
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/s10551-016-3261-0openalex-snapshot
On the Price of Morals in Markets: An Empirical Study of the Swedish AP-Funds and the Norwegian Government Pension Fund
inferredcites →https://doi.org/10.1016/0304-405x(91)90032-fopenalex-snapshot
Event-study methodology under conditions of event-induced variance
inferredcites →https://doi.org/10.1016/0304-4076(86)90063-1openalex-snapshot
Generalized autoregressive conditional heteroskedasticity
inferredcites →https://doi.org/10.1016/j.intfin.2025.102174openalex-snapshot
The stock market and corporate consequences of ethical exclusions by the world’s largest fund
inferredcites →https://doi.org/10.1016/j.jbankfin.2007.12.021openalex-snapshot
Stock market volatility around national elections
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.09.013openalex-snapshot
Does corporate social responsibility create shareholder value? The importance of long-term investors
inferredcites →https://doi.org/10.1016/j.jempfin.2024.101523openalex-snapshot
Does carbon risk exposure make funds more vulnerable?
inferredcites →https://doi.org/10.1016/j.jempfin.2024.101532openalex-snapshot
The 2008 short-selling ban’s impact on tail risk
inferredcites →https://doi.org/10.1016/j.jfineco.2008.09.001openalex-snapshot
The price of sin: The effects of social norms on markets
inferredcites →https://doi.org/10.1016/j.jfineco.2020.11.001openalex-snapshot
Responsible Investing: The ESG-Efficient Frontier
inferredcites →https://doi.org/10.1016/j.jfineco.2020.12.011openalex-snapshot
Sustainable investing in equilibrium
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.008openalex-snapshot
Do Investors Care about Carbon Risk?
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-snapshot
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/s0022109016000910openalex-snapshot
Social Screens and Systematic Investor Boycott Risk
inferredcites →https://doi.org/10.1086/209602openalex-snapshot
The Effect of Socially Activist Investment Policies on the Financial Markets: Evidence from the South African Boycott
inferredcites →https://doi.org/10.1093/rfs/hhp087openalex-snapshot
The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?
inferredcites →https://doi.org/10.1093/rfs/hhv044openalex-snapshot
Editor'S choice: : Active ownership
inferredcites →https://doi.org/10.1111/1475-6803.00052openalex-snapshot
Event‐Induced Volatility and Tests for Abnormal Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05128.xopenalex-snapshot
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00672.xopenalex-snapshot
Information and the Cost of Capital
inferredcites →https://doi.org/10.1111/jofi.12841openalex-snapshot
Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows
inferredcites →https://doi.org/10.1257/jep.21.2.109openalex-snapshot
Disagreement and the Stock Market
inferredcites →https://doi.org/10.1287/mnsc.2013.1863openalex-snapshot
Environmental Externalities and Cost of Capital
inferredcites →https://doi.org/10.2307/1912773openalex-snapshot
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/1913210openalex-snapshot
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2307/2676219openalex-snapshot
The Effect of Green Investment on Corporate Behavior
inferredcites →https://doi.org/10.2307/2938260openalex-snapshot
Conditional Heteroskedasticity in Asset Returns: A New Approach
inferredcites →https://doi.org/10.2469/faj.v52.n2.1976openalex-snapshot
Volatility and the Institutional Investor
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