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DOI | 10.1016/j.jeconom.2018.09.015 |
Climate risks and market efficiency | |
Hong, Harrison; Li, Frank Weikai; Xu, Jiangmin | |
发表日期 | 2019 |
ISSN | 0304-4076 |
EISSN | 1872-6895 |
卷号 | 208期号:1页码:265-281 |
英文摘要 | Climate science finds that the trend towards higher global temperatures exacerbates the risks of droughts. We investigate whether the prices of food stocks efficiently discount these risks. Using data from thirty-one countries with publicly-traded food co |
关键词 | Climate risksClimate changeStock marketEfficiencyReturn predictability |
学科领域 | Economics;Mathematics, Interdisciplinary Applications;Social Sciences, Mathematical Methods |
语种 | 英语 |
WOS记录号 | WOS:000454377800014 |
来源期刊 | JOURNAL OF ECONOMETRICS |
文献类型 | 期刊论文 |
条目标识符 | http://gcip.llas.ac.cn/handle/2XKMVOVA/81528 |
作者单位 | Columbia Univ, Dept Econ, 1022 Int Affairs Bldg,Mail Code 3308, New York, NY 10027 USA |
推荐引用方式 GB/T 7714 | Hong, Harrison,Li, Frank Weikai,Xu, Jiangmin. Climate risks and market efficiency[J],2019,208(1):265-281. |
APA | Hong, Harrison,Li, Frank Weikai,&Xu, Jiangmin.(2019).Climate risks and market efficiency.JOURNAL OF ECONOMETRICS,208(1),265-281. |
MLA | Hong, Harrison,et al."Climate risks and market efficiency".JOURNAL OF ECONOMETRICS 208.1(2019):265-281. |
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