Climate Sensitivity and Predictable Returns
Open accessIntegrity signals
Registry
Cites
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Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
Growing evidence indicates that climate risks may be mispriced in financial markets.
“Growing evidence indicates that climate risks may be mispriced in financial markets (Hong, Li, and Xu 2019;Daniel, Litterman, and Wagner 2017;Kumar, Xin, and Zhang 2019).”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Kumar, Xin, and Zhang 2019
Empirical evidence supports the mispricing of climate risks.
“Empirical evidence supporting the mispricing of climate risks exists as well.”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Kumar, Xin, and Zhang (2019)
Firms' exposures to climate risks predict returns, implying that stock markets misprice climate risks.
“Similarly, Kumar, Xin, and Zhang (2019) present evidence that firms' exposures to climate risks predict returns, which implies that stock markets misprice climate risks.”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Kumar, Xin, and Zhang (2019)
The citation lists haven’t been fetched yet
References 67 · Cited by 55
- Authors
- Kumar, A., Xin, W., & Zhang, C.
- Affiliations
- Marquette University (US)
- University of Exeter (GB)
- Corresponding author
- Kumar, Alok
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2019
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2970849976
- Cited by
- 55
- References
- 67
- Citations by year
- 2026: 1 · 2025: 8 · 2024: 9 · 2023: 13 · 2022: 9 · 2021: 7 · 2020: 5 · 2019: 3
- Type
- posted content
- Language
- en
- Open access
- green
- doi.org
- Locations
- SSRN Electronic Journal (publishedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Economics, Econometrics and Finance › Finance › Sustainable Finance and Green Bonds
- Social Sciences › Business, Management and Accounting › Accounting › Corporate Finance and Governance
- Keywords
- climate sensitivity, firm performance, profitability, business risk, stock mispricing, institutional investors, sell-side analysts, earnings forecasts, climate change, trading strategies
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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