Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?-Reference-Cited by-同舟云学术

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Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?

Published:2024-01 Issue: Volume:129 Page:107168
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Liao Gaoke,Li Yanling,Wang Mengxin

Funder

Chinese National Funding of Social Sciences

Philosophy and Social Science Foundation of Hunan Province

Guangdong Planning Office of Philosophy and Social Science

National Office for Philosophy and Social Sciences

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference48 articles.

1. Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach;Agyei;Quant. Financ. Econ.,2023

2. Sustainability, Environmental Responsibility and Innovation;Albitar;Green Financ.,2023

3. High idiosyncratic volatility and low returns: international and further US evidence;Ang;J. Financ. Econ.,2009

4. Connecting the dots: econometric methods for uncovering networks with an application to the Australian financial institutions;Anufriev;J. Bank. Financ.,2015

5. Idiosyncratic volatility and the cross section of expected returns;Bali;J. Financ. Quant. Anal.,2008

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China;Pacific-Basin Finance Journal;2024-09

2. The impact of financial institutions' cross-shareholdings on risk-taking;International Review of Economics & Finance;2024-04

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