Social Screens and Systematic Investor Boycott Risk

By H. Luo, Ronald J. Balvers. Journal of Financial and Quantitative Analysis, 2017

133 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/efce5151665dfa35453a1e1f8ad5539caa6c0c92

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Lammertjan Dam
2. M. Mulder
3. Arjan Trinks
4. Bert Scholtens
5. O. Weber
6. Isabel‐María García‐Sánchez

In Finance

1. M. Mulder
2. Arjan Trinks
3. Lammertjan Dam
4. Bert Scholtens
5. O. Weber

Citations in the corpus

• Sustainable investing in equilibrium (2019, unknown): “Research into the risk associated with non-marketable assets originates with Mayers (1972). Examples of non-traded systematic risk factors include human capital (Fama and Schwert, 1977), liquidity (Pástor and Stambaugh, 2003), and innovation-induced displacement (Garleanu, Kogan, and Panageas, 2012)”
• Fossil Fuel Divestment and Portfolio Performance (2018, methodology): “We follow the literature (Lobe and Walkshäusl, 2016; Luo and Balvers, 2017) by focusing on companies with CRSP share codes of 10 or 11 and excluding companies with one-digit SIC codes of 6, which belong to the financial services industry.”