Climate Risk and Stock Markets: Implications for Market Efficiency and Return Predictability

IF 2.8 3区经济学 Q2 BUSINESS

Emerging Markets Finance and Trade Pub Date : 2023-12-27 DOI:10.1080/1540496x.2023.2298251

Idris A. Adediran, Phebian N. Bewaji, Olajide O. Oyadeyi

引用次数: 0

Abstract

In this study, we set out to construct a daily frequency climate risk index with the aim to explore the impacts of climate risk on the stock markets of advanced and emerging countries and green sto...

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气候风险与股票市场：对市场效率和回报可预测性的影响

在本研究中，我们构建了日频气候风险指数，旨在探讨气候风险对发达国家和新兴国家股票市场以及绿色证券市场的影响。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Emerging Markets Finance and Trade Multiple-

CiteScore

7.80

自引率

10.00%

发文量

182

期刊介绍： Emerging Markets Finance and Trade publishes research papers on financial and economic aspects of emerging economies. The journal features contributions that are policy oriented and interdisciplinary, employing sound econometric methods, using macro, micro, financial, institutional, and political economy data. Geographical coverage includes emerging market economies of Europe, the Balkans, the Middle East, Asia, Africa, and Latin America. Additionally, the journal will publish thematic issues and occasional special issues featuring selected research papers from major conferences worldwide.