1. The cost of socially responsible investing;Adler;J. Portf. Manag.,2008
2. Why and how investors use ESG information: evidence from a global survey;Amel-Zadeh;Financ. Anal. J.,2018
3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002
4. Testing Factor Models on Characteristic and Covariance Pure Plays (SSRN Scholarly Paper No. ID 2621696);Back,2015
5. Slopes as Factors: Characteristic Pure Plays (SSRN Scholarly Paper No. ID 2295993);Back,2013