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Are carbon emissions associated with StockReturns? - Reply

Citations

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Cited by:

  1. Nguyen, Justin Hung & Truong, Cameron & Zhang, Bohui, 2025. "The price of carbon risk: Evidence from the Kyoto Protocol ratification," Journal of Environmental Economics and Management, Elsevier, vol. 130(C).
  2. Horn, Matthias & Oehler, Andreas & Dabbous, Amal & Croutzet, Alexandre, 2025. "The relation between environmental awareness and stock returns," International Review of Economics & Finance, Elsevier, vol. 103(C).
  3. Wang, Chih-Wei & Lin, Weizheng & Shi, Nina, 2026. "Firm complexity and carbon emissions: Evidence from textual analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 243(C).
  4. Jitendra Aswani & Shivaram Rajgopal, 2026. "Rethinking the Value and Emission Implications of Green Bonds," Management Science, INFORMS, vol. 72(6), pages 4791-4815, June.
  5. Ren, Xiaohang & Li, Wenqi & Duan, Kun & Urquhart, Andrew, 2025. "Carbon risk and debt financing: An international perspective," Journal of International Money and Finance, Elsevier, vol. 153(C).
  6. Konrad Adler & Oliver Rehbein & Matthias Reiner & Jing Zeng, 2025. "Market-Based Green Firms," Swiss Finance Institute Research Paper Series 25-104, Swiss Finance Institute.
  7. Lu, Xinjie & Zeng, Qing & Huang, Yisu & Wu, Hanlin, 2025. "Management climate risk concern and corporate bond credit spread," Journal of International Money and Finance, Elsevier, vol. 153(C).
  8. Dutta, Sunil & Hwang, Jinsung & Patatoukas, Panos N., 2025. "Fundamentals of carbon emissions scaling: Implications for sector peer comparisons and carbon efficient indexing," Energy Economics, Elsevier, vol. 143(C).
  9. Cheng, Qiang & Lin, An-Ping & Yang, Mengjie, 2025. "Green innovation and firms’ financial and environmental performance: The roles of pollution prevention versus control," Journal of Accounting and Economics, Elsevier, vol. 79(1).
  10. Coqueret, Guillaume & Tavin, Bertrand & Zhou, Yuxin, 2026. "Sustainability in commodity markets," Journal of Banking & Finance, Elsevier, vol. 184(C).
  11. Guerrero-Escobar, Santiago & Hernández-del-Valle, Gerardo & Hernández-Vega, Marco, 2025. "The stock market effects of committing and setting GHG targets: evidence from the science-based targets initiative," Global Finance Journal, Elsevier, vol. 67(C).
  12. Alves, Rómulo & Krüger, Philipp & van Dijk, Mathijs, 2025. "Drawing up the bill: Are ESG ratings related to stock returns around the world?," Journal of Corporate Finance, Elsevier, vol. 93(C).
  13. Hambel, Christoph & van der Sanden, Floor, 2025. "Reevaluating the carbon premium: Evidence of green outperformance," International Review of Financial Analysis, Elsevier, vol. 102(C).
  14. Chan, Keith Jin Deng & Wan, Wilson Tsz Shing, 2026. "The double-edged sword of corporate net zero commitment on the carbon risk premium," Journal of Corporate Finance, Elsevier, vol. 97(C).
  15. Zhenyu Zhu & Yixiang Tian & Xiaoying Zhao & Huiling Huang, 2025. "Green Washing, Green Bond Issuance, and the Pricing of Carbon Risk: Evidence from A-Share Listed Companies," Sustainability, MDPI, vol. 17(11), pages 1-23, May.
  16. Borsuk, Marcin & Du, Zhuoya & Duan, Tinghua & Kowalewski, Oskar & Qi, Jianping & Shrimali, Gireesh, 2026. "Twin threats: The compound effect of transition and physical climate risks on firms' credit ratings," Journal of Corporate Finance, Elsevier, vol. 98(C).
  17. Fu, Haoliang & Li, Mao & Guo, Wenwei & Huang, Jinbo, 2025. "Digital transformation and carbon reduction: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, vol. 83(C).
  18. Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2026. "Pollution premium: Further evidence," Global Finance Journal, Elsevier, vol. 71(C).
  19. Kim, Daniel & Pouget, Sébastien, 2026. "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," Journal of Corporate Finance, Elsevier, vol. 97(C).
  20. Lester, Rebecca & Olbert, Marcel, 2025. "Firms’ real and reporting responses to taxation: A review," Journal of Accounting and Economics, Elsevier, vol. 80(2).
  21. Zhou, Xing & Xu, Jianze & Zhang, Fenglan & Jin, Yi & Niu, Anyi, 2026. "Fusing causal inference and explainable AI: dynamic mechanisms and extreme event simulation in carbon markets," Applied Energy, Elsevier, vol. 411(C).
  22. Aobdia, Daniel & Köchling, Gerrit & Limbach, Peter & Yoon, Aaron, 2025. "Emissions restatements after the SEC's request for public input on climate-related disclosures: Evidence from carbon disclosure project filings," CFR Working Papers 25-11, University of Cologne, Centre for Financial Research (CFR).
  23. Lalwani, Vaibhav, 2026. "Climate news betas and risk premia," Energy Economics, Elsevier, vol. 157(C).
  24. Leifhelm, Mathis, 2026. "Carbon risk reconsidered: Time variation, regional differences, and the role of oil prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 108(C).
  25. Bennedsen, Morten & Doukas, John & Gonenc, Halit, 2026. "Stringency of family firms and owner-managers in the transition to low-carbon emissions," Ecological Economics, Elsevier, vol. 246(C).
  26. Duineveld, Sijmen & Hambel, Christoph & Lessmann, Kai, 2025. "Green investors and the return on capital in general equilibrium," Economics Letters, Elsevier, vol. 247(C).
  27. Yan, Ying & Lin, Tao & Ma, Heng, 2025. "The impact of corporate climate risk on carbon intensity: Evidence from China," Energy, Elsevier, vol. 334(C).
  28. Gibbon, Kayshani & Derwall, Jeroen & Gerritsen, Dirk & Koedijk, Kees, 2025. "Renaming with purpose: Investor response and fund manager behaviour after fund ESG renaming," Journal of International Money and Finance, Elsevier, vol. 152(C).
  29. Erdinc Akyildirim & Shaen Corbet, 2025. "Examining the Financial Impact of Biodiversity‐Related Reputational Disasters," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(4), pages 4500-4522, July.
  30. Zhou, Qi & Ni, Jiajun & Yang, Cunyi, 2025. "Climate transition risk and industry returns: The impact of green innovation and carbon market uncertainty," Technological Forecasting and Social Change, Elsevier, vol. 214(C).
  31. Annemarie Berkhout & Martijn Boermans & Justin Dijk & Wim Goossens & Trond Husby, 2026. "Expanding carbon indicator scope by looking through investment funds - an overview of statistical methodologies," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistics and beyond: new data for decision making in central banks, volume 66, Bank for International Settlements.
  32. Arthur Enders & Thomas Lontzek & Karl Schmedders & Marco Thalhammer, 2025. "Carbon risk and equity prices," The Financial Review, Eastern Finance Association, vol. 60(1), pages 13-32, February.
  33. Carter, Mary Ellen & Lee, Lian Fen & Yu, Enshuai, 2026. "Real effects of proposed scope 3 disclosures," Journal of Accounting and Economics, Elsevier, vol. 81(1).
  34. Ben-Nasr, Hamdi & Masry, Shadin & Masum, Abdullah-Al & Ouni, Zeineb, 2025. "Carbon risk and trade credit," International Review of Economics & Finance, Elsevier, vol. 103(C).
  35. Hambel, Christoph & van der Ploeg, Frederick, 2025. "Policy transition risk, carbon premiums, and asset prices," Journal of Monetary Economics, Elsevier, vol. 152(C).
  36. Bauckloh, Tobias & Beyer, Victor, 2026. "Non-standard errors in carbon premia," Journal of Banking & Finance, Elsevier, vol. 189(C).
  37. Prodosh Eugene Simlai, 2025. "Non-Pecuniary Risk, ESG Ratings, and Expected Stock Returns," Sustainability, MDPI, vol. 17(16), pages 1-24, August.
  38. Lioui, Abraham & Misra, Sanjay, 2026. "Which carbon factor?," Journal of Banking & Finance, Elsevier, vol. 188(C).
  39. Borsuk, Marcin & Shrimali, Gireesh, 2026. "Carbon risk and corporate creditworthiness: Evidence from a major emerging economy," Energy Economics, Elsevier, vol. 158(C).
  40. Zhou, Peng & Mo, Lingyu & Tan, Changchun & Wu, Huaqing, 2025. "Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China," China Economic Review, Elsevier, vol. 92(C).
  41. Daniel Kim & Sébastien Pouget, 2026. "Do carbon emissions affect the cost of capital?," Post-Print hal-05470890, HAL.
  42. Tang, Iengchuo & Dias, Roshanthi & Mo, Di & Tian, Xiao, 2025. "When green turns brown: Green premium revisited," Finance Research Letters, Elsevier, vol. 86(PA).
  43. Gan, Kai & Li, Xingyi & Li, Zhongfei & Wang, Shikun, 2026. "A sustainable approach to portfolio allocation: Incorporating market-based climate transition risk exposure," Pacific-Basin Finance Journal, Elsevier, vol. 98(C).
  44. Eleonora Salzmann, 2025. "Disaggregated ESG Risk in European Asset Pricing Based on ESG Leaders Data," ACTA VSFS, University of Finance and Administration, vol. 19(2), pages 204-233.
  45. Haiying Wang & Ting Luo & Chonghui Jiang & Mingchen Sun, 2025. "Does carbon market add investment value in multi‐asset portfolios? Evidence from hedge, safe haven, and portfolio performance," International Review of Finance, International Review of Finance Ltd., vol. 25(3), September.
  46. Chiappari, Mattia & Scotti, Francesco & Flori, Andrea, 2025. "Hedging financial risks with a climate index based on EU ETS firms," Energy, Elsevier, vol. 320(C).
  47. Han, Fang & Zhang, Kecheng, 2026. "How to promote green economic growth? A Study on the low-carbon effects of cross-border e-commerce under the dual “Carbon Policy”," Finance Research Letters, Elsevier, vol. 94(C).
  48. Boermans, Martijn Adriaan & Galema, Rients, 2025. "Carbon home bias of European investors," Journal of Corporate Finance, Elsevier, vol. 92(C).
  49. Richard Frankel & S. P. Kothari & Aneesh Raghunandan, 2025. "The economics of ESG disclosure regulation," Review of Accounting Studies, Springer, vol. 30(4), pages 3218-3253, December.
  50. Wang, Zhen & Wu, Kai, 2025. "How do institutional investors respond to climate change exposure? International evidence," Global Finance Journal, Elsevier, vol. 68(C).
  51. Yan, Jingjing & Guo, Yaoqi & Wen, Fenghua, 2025. "Carbon risk and the cost of equity capital: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 99(C).
  52. Dallocchio, Maurizio & D’Ercole, Francesco & Frascati, Domenico & Mariani, Massimo, 2025. "Climate transition and the speed of leverage adjustment," International Review of Financial Analysis, Elsevier, vol. 102(C).
  53. Ahn, Byung Hyun & Dutta, Sunil & Patatoukas, Panos N., 2025. "Corporate carbon overhang: Valuing corporate exposure to future carbon costs," Energy Economics, Elsevier, vol. 152(C).
  54. Carina Cuculiza & Alok Kumar & Wei Xin & Chendi Zhang, 2026. "Temperature Sensitivity, Mispricing, and Predictable Returns," Management Science, INFORMS, vol. 72(3), pages 1918-1958, March.
  55. Fliegel, Philip, 2026. "How you measure transition risk matters: comparing and evaluating climate transition risk metrics," Journal of Corporate Finance, Elsevier, vol. 98(C).
  56. Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2025. "Green stocks and monetary policy shocks: Evidence from Europe," European Economic Review, Elsevier, vol. 177(C).
  57. Ben-Nasr, Hamdi & Basha, Shabeen Afsar & Shams, Syed, 2025. "The influence of carbon risk on debt structure," International Review of Financial Analysis, Elsevier, vol. 107(C).
  58. Zhang, Qing & Hu, Zongyi & Zhang, Zehua & Zhao, Ran, 2025. "Carbon emission and idiosyncratic risk: Role of environmental regulation and disclosure," International Review of Financial Analysis, Elsevier, vol. 105(C).
  59. Zhu, Huan & Qin, Boqi & Li, Xinze & Ren, Xiaolong, 2026. "Does the capital market price climate transition risk? Evidence from China’s carbon emission trading system," Journal of Multinational Financial Management, Elsevier, vol. 82(C).
  60. Haidar, Md Ismail & Kroll, Mark & Nguyen, Nam H., 2025. "Does brand capital influence corporate environmental policies? Evidence from toxic release inventory data," Journal of Corporate Finance, Elsevier, vol. 95(C).
  61. Chang, Hao-Wen & Chi, Pei-Yu & Lin, Chin-Ho, 2025. "Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, vol. 80(C).
  62. Yao, Zengfu & Yang, Ou & Chen, Ye & Dong, Zhiwei & Yang, Cheng & Wei, Yu & Chen, Yonghuai, 2026. "Spillover and diversification effects of China's CET and the industrial stock markets: Evidence from different carbon emission levels in the industrial sector," International Review of Financial Analysis, Elsevier, vol. 109(C).
  63. Liang, Hao & Ng, Lilian & Yoon, Aaron, 2025. "Editorial: What have we learned about green and climate finance?," The British Accounting Review, Elsevier, vol. 57(5).
  64. Brown, William O. & Gao, Xiaoli & Han, Yufeng & Huang, Dayong & Wang, Fang, 2026. "Environmental sustainability and stock returns," Journal of Financial Markets, Elsevier, vol. 79(C).
  65. Nakagawa, Kei & Morita, Keisuke & Sakemoto, Ryuta, 2025. "Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM," Finance Research Letters, Elsevier, vol. 79(C).
  66. Chiappari, Mattia & Scotti, Francesco & Flori, Andrea, 2025. "Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms," Economics Letters, Elsevier, vol. 247(C).
  67. Dai, Jiyuan & Ormazabal, Gaizka & Penalva, Fernando & Raney, Robert, 2026. "Mandatory investor disclosure, sustainability commitments, and portfolio decarbonization," Journal of Accounting and Economics, Elsevier, vol. 81(1).
  68. Wilberg, Sindre & Kjellevoll, Vibeke & Holz, Franziska & Neumann, Anne, 2025. "Impact of ESG performance on the cost of capital in the energy, utilities, and basic materials sectors," Utilities Policy, Elsevier, vol. 97(C).
  69. Mueller, Isabella & Nguyen, Huyen & Nguyen, Trang, 2025. "Carbon transition risk and corporate loan securitization," Journal of Financial Intermediation, Elsevier, vol. 63(C).
  70. Galema, Rients & Gerritsen, Dirk, 2026. "Environmental ratings and stock returns: The dominant role of climate change," Finance Research Letters, Elsevier, vol. 89(C).
  71. Zhou, Peng & Li, Xiang & Shi, Xing & Jiang, Kun, 2025. "Spillover of the carbon risk along the supply chain: Evidence from the U.S. corporate bond market," Journal of Business Research, Elsevier, vol. 201(C).
  72. Lassoued, Naima & Khanchel, Imen, 2026. "Asymmetric effects of greenhouse gas emissions on stock liquidity: Evidence from a panel smooth transition regression approach," The Journal of Economic Asymmetries, Elsevier, vol. 33(C).
  73. Schoeffel, Alexander & Kiesel, Florian & Geissdoerfer, Martin & Mueller, Lukas & Schiereck, Dirk, 2026. "Brown bonds in a green world: Are investors punishing high-carbon issuers with illiquidity?," Journal of Empirical Finance, Elsevier, vol. 87(C).
  74. Deng, Saiying & Duan, Tinghua & Li, Frank Weikai & Pu, Xiaoling, 2025. "Major customers and carbon footprints along the supply chain," Journal of Corporate Finance, Elsevier, vol. 92(C).
  75. Li, Yi & Li, Yang & Wang, Zhaohua, 2025. "Counting the carbon burden: Evidence from municipal bonds in China," Energy Economics, Elsevier, vol. 148(C).
  76. Fliegel, Philip, 2025. "“Brown” Risk or “Green” Opportunity? The dynamic pricing of climate transition risk on global financial markets," Energy Economics, Elsevier, vol. 145(C).
  77. Xiaoyi Lyu & Chenyu Shan & Dragon Yongjun Tang, 2025. "Does Traditional Debt Financing Hurt the Environment? Evidence from Toxic Releases," Journal of Business Ethics, Springer, vol. 200(4), pages 957-985, September.
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