9
H index
9
i10 index
459
Citations
Hong Kong Polytechnic University | 9 H index 9 i10 index 459 Citations RESEARCH PRODUCTION: 20 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jie Cao. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Journal of Financial and Quantitative Analysis | 4 |
| Journal of Risk | 2 |
| Journal of Empirical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 4 |
| Year | Title of citing document | |
|---|---|---|
| 2026 | Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives. (2025). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426. Full description at Econpapers || Download paper | |
| 2025 | Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?. (2025). Pollok, Austin. In: Papers. RePEc:arx:papers:2506.07928. Full description at Econpapers || Download paper | |
| 2026 | An Infinite-Dimensional Insider Trading Game. (2026). Tseng, Michael C ; Keller, Christian. In: Papers. RePEc:arx:papers:2602.21125. Full description at Econpapers || Download paper | |
| 2026 | Network Effects in Corporate Emissions: Evidence from a Data-Dependent Spatial Panel Model. (2026). Ventouri, Alexia ; Sarafidis, Vasilis ; Kapetanios, George ; Asimakopoulos, Stylianos. In: Papers. RePEc:arx:papers:2602.21434. Full description at Econpapers || Download paper | |
| 2025 | An Instrumented Principal Component Analysis Factor Model for Chinese Equity Options Returns. (2025). Liu, Yanchu ; Liang, Jianfeng ; Zhou, Heyang ; Yang, Haisheng. In: Accounting and Finance. RePEc:bla:acctfi:v:65:y:2025:i:5:p:4370-4390. Full description at Econpapers || Download paper | |
| 2025 | Does investor sentiment enhance the impact of ESG ratings on firms financial performance? Evidence from China. (2025). Wang, QI ; Hu, Qingyu. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:39:y:2025:i:1:p:188-215. Full description at Econpapers || Download paper | |
| 2026 | Sustainable Finance: Tools, Effectiveness, and Challenges. (2026). Flammer, Caroline. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:21:y:2026:i:1:p:14-19. Full description at Econpapers || Download paper | |
| 2025 | The role of stock liquidity in blockholder governance: Evidence from corporate social responsibility. (2025). Freund, Steven ; Sun, Lingna S ; Vo, Hong ; Phan, Hieu V. In: The Financial Review. RePEc:bla:finrev:v:60:y:2025:i:1:p:283-312. Full description at Econpapers || Download paper | |
| 2026 | Skew Premiums Around Earnings Announcements. (2026). Papadakis, George ; Neururer, Thaddeus. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:2:p:533-554. Full description at Econpapers || Download paper | |
| 2025 | Do passive investors influence corporate social responsibility? A risk‐management perspective. (2025). Zhang, Xiaoyu ; Hou, Wenxuan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e12466. Full description at Econpapers || Download paper | |
| 2025 | The bright side of cross ownership: Evidence from the corporate resilience to COVID‐19 crisis in China. (2025). Chen, Yihui ; Wei, Haoyuan. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:1:n:e12468. Full description at Econpapers || Download paper | |
| 2025 | Clan culture and carbon emission intensity. (2025). Guo, Liang ; Zhang, Chi ; Yao, Tianyu ; He, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:25:y:2025:i:3:n:e70034. Full description at Econpapers || Download paper | |
| 2025 | Firm Disclosures, Uncertain Profits, and (Indirectly) Priced Idiosyncratic Volatility. (2025). Sinagl, Petra ; Parajuli, Bharat Raj ; Pan, Xuhui. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:52:y:2025:i:5:p:2415-2437. Full description at Econpapers || Download paper | |
| 2025 | Carbon emission trading scheme and carbon performance: The role of carbon management system. (2025). Zhang, Yueheng ; Tsang, Albert ; Luo, LE ; Jiang, Yan. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002725. Full description at Econpapers || Download paper | |
| 2025 | Firm internationalization and emissions Reduction: International evidence. (2025). Bao, Yanlin ; Sun, Lingxia ; Choi, Jongmoo Jay ; Jo, Hoje. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925001477. Full description at Econpapers || Download paper | |
| 2026 | Idiosyncratic volatility and return: A finite mixture approach. (2026). Cheng, Zhuo ; Zhang, Yinglei ; Fang, Jing. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838923001154. Full description at Econpapers || Download paper | |
| 2026 | Firm connection and equity return predictability – Graph-based machine learning methods. (2026). Liu, Xiaoquan ; Huang, Wenli ; Meng, Qingxin ; Wu, Mian. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:2:s0890838924002002. Full description at Econpapers || Download paper | |
| 2025 | From social networks to sustainable solutions: Unpacking the influence of social capital on green innovation. (2025). Zhang, Aoran ; Li, Xinyuan ; Liu, Liang. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001543. Full description at Econpapers || Download paper | |
| 2025 | Fading virtue, flourishing profits: Corporate social responsibility in the presence of competitor constraints. (2025). Zhu, Xiaoyang ; Wang, Xiaoqiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001688. Full description at Econpapers || Download paper | |
| 2025 | Environmental liabilities, borrowing costs, and pollution prevention activities: The nationwide impact of the Apex Oil ruling. (2025). Levine, Ross ; HSU, Po-Hsuan ; Hsieh, Pei-Fang ; Chen, Jianqiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119925000070. Full description at Econpapers || Download paper | |
| 2025 | News-driven peer co-movement in crypto markets. (2025). Zheng, H ; Schwenkler, G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000409. Full description at Econpapers || Download paper | |
| 2025 | Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781. Full description at Econpapers || Download paper | |
| 2025 | Can employee welfare policies insure workers against fluctuations in employment?. (2025). Loncan, Tiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001178. Full description at Econpapers || Download paper | |
| 2025 | Backing away from ESG? The effect of sovereign rating downgrades on corporate sustainability. (2025). Sainani, Sushil ; Guedhami, Omrane ; Florackis, Chris ; Boumparis, Periklis. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001245. Full description at Econpapers || Download paper | |
| 2026 | Local peer effects and corporate investment. (2026). Bao, Yangming ; Goetz, Martin R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:97:y:2026:i:c:s0929119925002032. Full description at Econpapers || Download paper | |
| 2025 | How green bonds exert a demonstration effect on firms within the same region. (2025). Dong, Xiaoqi ; Gu, Huangying ; Guo, Guanyu ; Li, Chengming. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:117-136. Full description at Econpapers || Download paper | |
| 2025 | The performance of ESG portfolios: Evidence from the Chinese market under COVID-19. (2025). Cheng, Ho Cheung ; Wang, Shaolin ; Yick, Ho Yin. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003158. Full description at Econpapers || Download paper | |
| 2025 | From pilot to peers: How intelligent manufacturing policy drives corporate intelligent transformation through demonstration effects. (2025). Mbanyele, William ; Chao, Wenming ; Huang, Hongyun ; Zhu, Bingcheng ; Liu, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002871. Full description at Econpapers || Download paper | |
| 2025 | Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251. Full description at Econpapers || Download paper | |
| 2026 | Physical climate risk and banks’ credit risk: Worldwide evidence. (2026). Corredor, Pilar ; Mansilla-Fernndez, Jos Manuel ; Abinzano, Isabel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001901. Full description at Econpapers || Download paper | |
| 2025 | Cross-firm technological linkage and peer effects on investment efficiency. (2025). Kuang, Wen ; Emire, Ebenezer Fiifi ; Zeng, Kailin. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000576. Full description at Econpapers || Download paper | |
| 2026 | Peer effects of corporate ESG practice: Incorporating the impact of ESG rating disagreement. (2026). Li, Jingyuan ; Wang, Shaolin ; Dong, Minghua. In: Emerging Markets Review. RePEc:eee:ememar:v:71:y:2026:i:c:s1566014125001608. Full description at Econpapers || Download paper | |
| 2025 | The economic value of equity implied volatility forecasting with machine learning. (2025). Borochin, Paul ; Zhao, Yanhui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000404. Full description at Econpapers || Download paper | |
| 2025 | Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696. Full description at Econpapers || Download paper | |
| 2025 | Beyond borders and industries: How cross-ownership drives ESG performance in China’ low-polluting firms after environmental regulation. (2025). Li, Mangmang ; Tang, Jinghua ; Wu, Dingwen. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004979. Full description at Econpapers || Download paper | |
| 2026 | Informed trading and the fossil fuel industrys influence over UN climate meetings. (2026). Ling, Xin ; Chen, Xiaoyan ; Smith, Tom ; Rajabi, Mona Mashhadi ; Linnenluecke, Martina. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325008953. Full description at Econpapers || Download paper | |
| 2025 | Corporate R&D intensity, fund network connectivity, and green fund concern: analysis and test of R&D from listed corporates in China. (2025). Pan, Yongkai ; Ma, Wenchao ; Min, Haolun. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s0301421525002617. Full description at Econpapers || Download paper | |
| 2025 | Climate transition and the speed of leverage adjustment. (2025). Dallocchio, Maurizio ; Dercole, Francesco ; Frascati, Domenico ; Mariani, Massimo. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001139. Full description at Econpapers || Download paper | |
| 2025 | Decoding market reactions: Analysis of divergent signals of ESG ratings. (2025). Bachner, Felix. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002480. Full description at Econpapers || Download paper | |
| 2025 | ESG performance and seasoned equity offering discount – Evidence from investor share subscriptions in China. (2025). Wang, Solomon ; Meng, Qingbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002765. Full description at Econpapers || Download paper | |
| 2025 | Diabetes burden and firm value: The role of labor. (2025). Zhai, Jia ; Cheng, Peng ; Quan, Siying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002984. Full description at Econpapers || Download paper | |
| 2025 | Digital government and corporate ESG performance. (2025). Zhang, Zhi ; Dai, Tao ; Chen, Liming. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004661. Full description at Econpapers || Download paper | |
| 2025 | Peer effects of ESG greenwashing within board networks. (2025). Chen, Yuetong ; Li, Liuchuang ; Liu, Dekun. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006271. Full description at Econpapers || Download paper | |
| 2025 | Escaping the gavel: How environmental courts drive firms cross-regional investment. (2025). Zhang, Yun ; Yang, Xin ; Lin, Xian. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925007975. Full description at Econpapers || Download paper | |
| 2025 | Responsible investing: Upside potential and downside protection?. (2025). Rouxelin, Florent ; Wuersig, Christoph ; Gao, Yumeng ; Prokopczuk, Marcel. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924006860. Full description at Econpapers || Download paper | |
| 2025 | Tax information and corporate environmental investment. (2025). Zhang, Jian ; Zhu, Xinyu ; Wu, Wenruo ; Wang, Ningzhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007579. Full description at Econpapers || Download paper | |
| 2025 | Technological links among firms and the peer effect of ESG responsibility performance. (2025). Jin, Xingye ; Feng, Yiqiang ; Zhang, Zhanyu ; Liu, Zhe. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016039. Full description at Econpapers || Download paper | |
| 2025 | ESG performance and innovation in listed manufacturing companies–A prospect theory perspective. (2025). Tu, Qin ; Lei, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324016325. Full description at Econpapers || Download paper | |
| 2025 | Aggregate illiquidity and crypto option returns. (2025). Miao, Terrel ; Segarra, Ignacio ; Willeboordse, Frederick ; Atanasova, Christina. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325012619. Full description at Econpapers || Download paper | |
| 2025 | The spillover effect of a CSR mandate for China’s state-owned enterprises on mutual funds’ responsible investment. (2025). Zhuang, Zhuang ; Cui, Wei ; Wang, Ganghua. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pd:s1544612325018690. Full description at Econpapers || Download paper | |
| 2026 | Crowding-out effect of digitalized tax administration on corporate green innovation: Evidence from China’s Golden Tax Phase IV. (2026). Huang, Zizhen. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325023165. Full description at Econpapers || Download paper | |
| 2026 | Beyond delta neutrality: Confidence-scaled hedging with machine learning forecasts. (2026). Wu, Chongfeng ; Li, Boyan. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325023475. Full description at Econpapers || Download paper | |
| 2026 | Idiosyncratic volatility. (2026). Zhao, Yifan ; Kang, Chang-Mo ; Feldman, David. In: Finance Research Letters. RePEc:eee:finlet:v:92:y:2026:i:c:s1544612325026595. Full description at Econpapers || Download paper | |
| 2025 | A second-order finite difference method for the Black–Scholes model without far-field boundary conditions. (2025). Nam, Yunjae ; Hwang, Youngjin ; Wu, Xinpei ; Lee, Taehui ; Kwak, Soobin ; Kim, Junseok. In: Journal of Financial Stability. RePEc:eee:finsta:v:81:y:2025:i:c:s1572308925001068. Full description at Econpapers || Download paper | |
| 2025 | Do ESG rating changes matter? Evidence from Chinese stock market. (2025). Liu, Dianhao ; Zhou, Jun. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325001073. Full description at Econpapers || Download paper | |
| 2025 | Diamond cuts diamond: News co-mention momentum spillover prevails in China. (2025). Zheng, Hanyu ; Ge, Shuyi ; Li, Shaoran. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s037842662400270x. Full description at Econpapers || Download paper | |
| 2025 | Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863. Full description at Econpapers || Download paper | |
| 2025 | Local boy does good: The effect of CSR activities on firm value. (2025). Rau, Raghavendra ; Yang, Chen ; Petmezas, Dimitris ; Lei, Zicheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000196. Full description at Econpapers || Download paper | |
| 2025 | Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591. Full description at Econpapers || Download paper | |
| 2026 | Option introduction, short-sale constraints, and stock price efficiency: New evidence from IPO lockup periods. (2026). Wang, LI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:184:y:2026:i:c:s0378426626000075. Full description at Econpapers || Download paper | |
| 2026 | Asset management with an ESG mandate. (2026). Azzone, Michele ; Barucci, Emilio ; Stocco, Davide. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:184:y:2026:i:c:s0378426626000142. Full description at Econpapers || Download paper | |
| 2026 | Does options trading stabilize stock prices? : Evidence from a natural experiment. (2026). Kim, Da-Hea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:185:y:2026:i:c:s0378426625002328. Full description at Econpapers || Download paper | |
| 2025 | Business diversification and ESG engagement: Riding tandem to risk reduction and value creation?. (2025). Velasco, Pilar ; Ortiz, Margarita ; de la Fuente, Gabriel. In: Journal of Business Research. RePEc:eee:jbrese:v:200:y:2025:i:c:s0148296325004990. Full description at Econpapers || Download paper | |
| 2026 | Social credit environment and corporate trade credit financing: Evidence from China. (2026). Huang, Yuhong ; Chen, Xinmin. In: Journal of Business Research. RePEc:eee:jbrese:v:205:y:2026:i:c:s0148296325007027. Full description at Econpapers || Download paper | |
| 2025 | Natures impact: Do extreme natural disasters influence retail investors?. (2025). Chiah, Mardy ; Tian, Xiao ; Zhong, Angel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:232:y:2025:i:c:s0167268125000745. Full description at Econpapers || Download paper | |
| 2026 | Herding and informed trading: Evidence from Chinese equity markets. (2026). Gebka, Bartosz ; Slim, Skander ; Karaa, Rabaa ; Jin, Han ; Kallinterakis, Vasileios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:241:y:2026:i:c:s0167268125005232. Full description at Econpapers || Download paper | |
| 2025 | Economic links from bonds and cross-stock return predictability. (2025). Xiang, Hong ; Mao, Yifei ; Liu, Xin ; Huo, Xiaolin ; Feng, Jian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x25001187. Full description at Econpapers || Download paper | |
| 2025 | ESG lending. (2025). Kumar, Nitish ; Oh, Junho ; Lee, Jongsub ; Kim, Sehoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x25001588. Full description at Econpapers || Download paper | |
| 2025 | Overconfident CEOs, corporate social responsibility, and tax avoidance: Evidence from China. (2025). Kazakis, Pantelis ; Xu, Tianyue ; Karavitis, Panagiotis. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:59:y:2025:i:c:s1061951825000254. Full description at Econpapers || Download paper | |
| 2025 | Mandatory versus voluntary: The real effect of ESG disclosures on corporate earnings management. (2025). Cui, Xue ; Li, Ruochen ; Xue, Shuyu ; Zhang, Xiaomei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000580. Full description at Econpapers || Download paper | |
| 2025 | Financing sustainability: Sustainable institutional investors and bank loan access. (2025). Ren, Boru ; Li, Suyang ; Qiao, LU ; Wang, Zilong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001226. Full description at Econpapers || Download paper | |
| 2026 | Forecasting stock return: The role of idiosyncratic asymmetry risk. (2026). Chen, Yan ; Liu, Yakun ; Deng, XI ; Zhang, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625001998. Full description at Econpapers || Download paper | |
| 2026 | Sustainable regulation, stronger currencies: Evidence from capital flow dynamics. (2026). Huang, Wendi ; Liu, Sining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:162:y:2026:i:c:s0261560626000161. Full description at Econpapers || Download paper | |
| 2025 | How does customer enterprise digitalization improve the green total factor productivity of state-owned suppliers: From the supply chain perspective. (2025). Jiang, Nanyue ; Dalia, Streimikiene ; Su, Weihua ; Jin, Huanhuan. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002123. Full description at Econpapers || Download paper | |
| 2026 | Is Net Carbon Goal an accounting game? Insights from supply-demand interactions in carbon sequestration service. (2026). Zhang, Yatao ; Chen, Yang ; Li, Wenjing ; Qiu, Waishan ; Zhao, Mingyu ; Tan, Chun Liang ; Thompson, Aaron. In: Land Use Policy. RePEc:eee:lauspo:v:161:y:2026:i:c:s0264837725003849. Full description at Econpapers || Download paper | |
| 2025 | Low risk, high return: Improving option writing performance with put-call ratios in Taiwan. (2025). Lo, Chien-Ling ; Liu, Wen-Rang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000241. Full description at Econpapers || Download paper | |
| 2025 | The impact of ESG investment on fund performance: Evidence from mutual fund style drift. (2025). Lin, Jiayu ; Pan, Dongliang ; Sha, Yezhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000447. Full description at Econpapers || Download paper | |
| 2025 | MFA RPC news sentiment and stock returns. (2025). Xu, Xiangrong ; Gao, Bin ; Zhang, Cheng ; Qin, Mimi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001167. Full description at Econpapers || Download paper | |
| 2025 | The peer effects of corporate social responsibility in China: A pre-registered study. (2025). Huang, Jinbo ; Ding, Jie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x2500215x. Full description at Econpapers || Download paper | |
| 2025 | The impacts of non-regulatory pressures on corporate social responsibility reporting patterns in an emerging market: Evidence from China. (2025). Xiao, Tian ; Chan, Hing Kai ; Ni, Wenbin ; Tan, Kim Hua. In: International Journal of Production Economics. RePEc:eee:proeco:v:284:y:2025:i:c:s0925527325000854. Full description at Econpapers || Download paper | |
| 2025 | Institutional investor cliques and ESG performance: Evidence from Chinese firms. (2025). Chen, Yinong ; Li, Chunhong ; Xiang, Cheng ; Qiu, Wenkang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002424. Full description at Econpapers || Download paper | |
| 2025 | Green density and spillover effects on earnings management. (2025). Spieler, Andrew C ; Sarkar, Sayan ; Karim, Mohammad A ; Benedetti, Hugo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002436. Full description at Econpapers || Download paper | |
| 2025 | ESG peer spillover effect in supply chain: Evidence from Taiwan semiconductor industry. (2025). Wang, Lie-Huey ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s105905602500245x. Full description at Econpapers || Download paper | |
| 2025 | Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527. Full description at Econpapers || Download paper | |
| 2025 | Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771. Full description at Econpapers || Download paper | |
| 2025 | Media heterogeneity and corporate ESG performance: evidence from China. (2025). Wang, ZI ; Zheng, Dechang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003375. Full description at Econpapers || Download paper | |
| 2025 | Contemporaneous ESG ratings and idiosyncratic stock risk: Empirical evidence on measures of market consensus and dispersion. (2025). Horn, Matthias ; Oehler, Andreas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006343. Full description at Econpapers || Download paper | |
| 2025 | The impact of green investor entry into buyer firms on supplier green innovation. (2025). Cao, Dongxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500680x. Full description at Econpapers || Download paper | |
| 2026 | Effectiveness of domain stabilization: A broader perspective. (2026). Chen, Jing ; Lee, Geul ; Ryu, Doojin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025009621. Full description at Econpapers || Download paper | |
| 2026 | Oil price uncertainty and corporate debt choice: International evidence. (2026). Amin, Md Ruhul ; Ben-Nasr, Hamdi ; Masum, Abdullah-Al. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010275. Full description at Econpapers || Download paper | |
| 2026 | Does international expansion create shareholder value? Evidence from European multinational enterprises. (2026). Brahim, Mariem ; Guo, Yongsheng ; Naseer, Mirza Muhammad ; Azam, Irsa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026001656. Full description at Econpapers || Download paper | |
| 2025 | Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies. (2025). Moussa, Faten ; Naveed, Muhammad ; Ali, Shoaib ; Alharbi, Samar S. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000115. Full description at Econpapers || Download paper | |
| 2025 | Strategic alliances and corporate ESG performance. (2025). He, Yurun ; Li, Wei ; Wen, Jiayu ; Lin, Huiting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000188. Full description at Econpapers || Download paper | |
| 2025 | Compliance to the mandatory CSR regulation and leverage adjustment: A quasi-natural experiment. (2025). Pathak, Rajesh ; Kumar, Satish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000814. Full description at Econpapers || Download paper | |
| 2025 | Sustainable synergy: Static and dynamic nexus between ESG and BRICS equity markets. (2025). Ali, Shoaib ; Naveed, Muhammad ; Sindhu, Muzammal Ilyas ; Al-Nassar, Nassar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004914. Full description at Econpapers || Download paper | |
| 2025 | The spillover effects of green bond issuance in peer firms’ financial performance. (2025). Deng, Yang ; Zhang, Zhaoqin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001515. Full description at Econpapers || Download paper | |
| 2025 | Tech firms and the renewable energy sector: Exploring the moderating effects of institutional ownership on financial connectedness. (2025). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003435. Full description at Econpapers || Download paper | |
| 2025 | Does ESG rating disagreement discourage corporate green innovation? Evidence from China. (2025). Li, Jingyuan ; Xiao, Xiao ; Dong, Minghua ; Wang, Jianli. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004027. Full description at Econpapers || Download paper | |
| 2025 | Investee peer effect on firm Innovation: An uncertainty-reduction perspective. (2025). Choi, Yoona ; Ma, Pengcheng ; Li, Donghong ; Dong, Yusen. In: Technovation. RePEc:eee:techno:v:146:y:2025:i:c:s0166497225001233. Full description at Econpapers || Download paper | |
| 2025 | Climate transition risk and industry returns: The impact of green innovation and carbon market uncertainty. (2025). Yang, Cunyi ; Ni, Jiajun ; Zhou, QI. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000873. Full description at Econpapers || Download paper | |
| 2025 | Managing uncertainty under sudden operational closures: The role of implied volatility, positive sentiment, and productivity. (2025). Dhir, Amandeep ; Chirico, Francesco ; Patel, Pankaj C ; Ojha, Divesh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525003087. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2026 | Beyond Green: Impacts of Green Bond Issuance on Conventional Bonds in China In: Asian Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2026 | Greenness in the Eye of Bond Short Sellers In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2026 | A conditional factor model for real estate investment trusts returns In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Option Trading and Stock Price Informativeness In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 12 |
| 2024 | Options Trading and Stock Price Informativeness.(2024) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2019 | Implied Volatility Changes and Corporate Bond Returns In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2023 | Implied Volatility Changes and Corporate Bond Returns.(2023) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2021 | Unlocking ESG Premium from Options In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2024 | Opioid Crisis and Firm Downside Tail Risks: Evidence from the Option Market In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Alliances and Return Predictability In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 26 |
| 2017 | Institutional Investment Constraints and Stock Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 16 |
| 2023 | ESG Preference, Institutional Trading, and Stock Return Patterns In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 36 |
| 2020 | ESG Preference, Institutional Trading, and Stock Return Patterns.(2020) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2023 | Option price implied information and REIT returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2025 | Smart beta, “smarter” flows In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 48 |
| 2013 | Cross section of option returns and idiosyncratic stock volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 79 |
| 2023 | The return predictability of carbon emissions: Evidence from Hong Kong and Singapore In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2019 | Peer Effects of Corporate Social Responsibility In: Management Science. [Full Text][Citation analysis] | article | 188 |
| 2021 | The Calendar Effects of the Idiosyncratic Volatility Puzzle: A Tale of Two Days? In: Management Science. [Full Text][Citation analysis] | article | 6 |
| 2026 | Carbon Emissions, Mutual Fund Trading, and the Liquidity of Corporate Bonds In: Management Science. [Full Text][Citation analysis] | article | 0 |
| 2022 | Option Return Predictability In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 22 |
| International diversification through iShares and their rivals In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| On empirical likelihood option pricing In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
| 2023 | Why Does Volatility Uncertainty Predict Equity Option Returns? In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team