Details about Elisa Ossola

Access statistics for papers by Elisa Ossola.

Last updated 2022-06-20. Update your information in the RePEc Author Service.

Short-id: pos159

Working Papers

2021

1. When do investors go green? Evidence from a time-varying asset-pricing model
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (3)

2020

2. Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (9)
3. Financial integration in the EU28 equity markets: measures and drivers
   JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission View citations (3)
   See also Journal Article Financial integration in the EU28 equity markets: Measures and drivers, Journal of Financial Markets, Elsevier (2022) View citations (11) (2022)
4. The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices
   Working Papers, University of Milano-Bicocca, Department of Economics View citations (4)
   Also in JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission (2020) View citations (4)

2019

5. Estimation of Large Dimensional Conditional Factor Models in Finance
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (6)
   Also in Working Papers, University of Geneva, Geneva School of Economics and Management (2019) View citations (2)

2017

6. A diagnostic criterion for approximate factor structure
   Papers, arXiv.org View citations (1)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2016) View citations (1)
   See also Journal Article A diagnostic criterion for approximate factor structure, Journal of Econometrics, Elsevier (2019) View citations (32) (2019)

2015

7. Time-varying risk premium in large cross-sectional equity datasets
   Working Papers, University of Geneva, Geneva School of Economics and Management View citations (1)
   Also in Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (26)
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute (2011) View citations (2)
   See also Journal Article Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets, Econometrica, Econometric Society (2016) View citations (77) (2016)

Journal Articles

2022

1. Financial integration in the EU28 equity markets: Measures and drivers
   Journal of Financial Markets, 2022, 57, (C) View citations (11)
   See also Working Paper Financial integration in the EU28 equity markets: measures and drivers, JRC Working Papers in Economics and Finance (2020) View citations (3) (2020)

2021

2. Stock price effects of climate activism: Evidence from the first Global Climate Strike
   Journal of Corporate Finance, 2021, 69, (C) View citations (30)
3. What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures
   Journal of Financial Stability, 2021, 54, (C) View citations (66)

2019

4. A diagnostic criterion for approximate factor structure
   Journal of Econometrics, 2019, 212, (2), 503-521 View citations (32)
   See also Working Paper A diagnostic criterion for approximate factor structure, Papers (2017) View citations (1) (2017)

2016

5. Time‐Varying Risk Premium in Large Cross‐Sectional Equity Data Sets
   Econometrica, 2016, 84, 985-1046 View citations (77)
   See also Working Paper Time-varying risk premium in large cross-sectional equity datasets, Working Papers (2015) View citations (1) (2015)