Climate risk exposure and the cross-section of Chinese stock returns
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Yaojie ; He, Mengxi ; Liao, Cunfei ; Wang, Yudong |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 2, p. 1-7
|
Subject: | Chinese stock market | Climate risk | Cross-section of stock returns | Fama-MacBeth regressions | Return predictability | Kapitaleinkommen | Capital income | China | Klimawandel | Climate change | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Risiko | Risk | Regressionsanalyse | Regression analysis | Risikoprämie | Risk premium |
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