Discussion paper DP17207 The Russia-Ukraine War and Climate Policy Expectations: Evidence from the Stock Market Ming Deng Markus Leippold Alexander F. Wagner Qian Wang 12 Jul 2022 Climate transition risk Energy Esg Event studies inflation Resilience Russia-ukraine war Stock returns Financial Economics E3 G14 G01 Q54
Discussion paper DP15682 Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media Marlene Amstad Leonardo Gambacorta Chao He Fan Dora XIA 18 Jan 2021 Stock returns Trade Sentiment Big data Neural network Machine learning Financial Economics F13 F14 G15 D80 C45 C55
Discussion paper DP14713 Stock Return Comovement when Investors are Distracted: More, and More Homogeneous Michael Ehrmann David-Jan Jansen 5 May 2020 Investor attention Stock returns Comovement Financial Economics G12 G15 G41
Discussion paper DP14661 Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks Rui Albuquerque Yrjo Koskinen Shuai Yang Chendi Zhang 24 Apr 2020 Esg Covid-19 Market crash Stock returns Volatility Trading volume Customer loyalty Financial Economics G12 G32 M14
Discussion paper DP14568 Do Investors Care about Carbon Risk? Patrick Bolton Marcin Kacperczyk 6 Apr 2020 Carbon emissions Climate change Stock returns Institutional investors Financial Economics G12 G23 G30 D62
VoxEU Column Monetary policy and the cost of wage rigidity: Evidence from the stock market Ester Faia Vincenzo Pezone 12 Mar 2019 Labour Markets Monetary Policy Wage rigidity Union monetary policy Bargaining Stock returns
Discussion paper DP13490 Does Central Bank Tone Move Asset Prices? Maik Schmeling Christian Wagner 25 Jan 2019 monetary policy Central bank communication Textual analysis Risk premia Stock returns Volatility risk Credit spreads Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations G10 G12 E43 E44 E58
Discussion paper DP13206 Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock Stefano Ramelli Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 26 Sep 2018 Climate finance Climate policy Csr Election surprise Esg Event study Institutional investors Stock returns Financial Economics G14 G38
Discussion paper DP13206 Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections Stefano Ramelli Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 26 Sep 2018 Climate finance Climate policy Csr Election surprise Esg Event study Institutional investors Stock returns Policy boomerang Financial Economics G14 G38
Discussion paper DP12657 Paths to Convergence: Stock Price Behavior After Donald Trump's Election Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 27 Jan 2018 Stock returns Momentum Reversal Election surprise Market efficiency Predictability Price contribution analysis Corporate taxes Trade policy Event study Financial Economics G12 G14 H25 O24
Discussion paper DP12441 Inflexibility and Stock Returns Dirk Hackbarth Timothy Johnson 15 Nov 2017 Operating flexibility Real options Risk premia Stock returns Financial Economics D31 D92 G12 G31
Discussion paper DP11837 Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade Alexander F. Wagner Richard Zeckhauser Alexandre Ziegler 6 Feb 2017 Stock returns Event study Corporate taxes Trade policy Corporate interest payments Post-news drift Election surprise Financial Economics G12 G14 H25 O24
