| Reference: | 英文文獻
[1]. Bolton P, Halem Z, Kacperczyk M (2022). The financial cost of carbon. Journal of Applied Corporate Finance, 34, 17-29.
[2]. Bolton, Patrick and Kacperczyk, Marcin T. (2021). Global Pricing of Carbon-Transition Risk NBER Working Paper No. w28510.
[3]. Chan, Ying and Hogan, Ked and Schwaiger, Katharina and Ang, Andrew（2020） ESG in Factors. The Journal of Impact and ESG Investing,1(1),26-45.
[4]. Galant,A. and Cadez,S.（2017）.Corporate social responsibility and financial performance relationship: A review of measurement approaches. Economic Research-Ekonomska Istrazivanja,30(1),676-693
[5]. In, S.Y., D. Rook and A. Monk (2019). Integrating Alternative Data in Investment Decision Making. Global Economic Review, 48(3), 237-260.
[6]. John R. Nofsinger, Johan Sulaeman, and Abhishek Varma (2019). Institutional Investors and Corporate Social Responsibility. Journal of Corporate Finance, 58, 700-725.
[7]. Magnus(2001). Direct foreign ownership, institutional investors, and firm characteristics. Journal of Financial Economics,59(3),413-440.
[8]. Patrick Bolton , Marcin Kacperczyk (2021). Do investors care about carbon risk?. Journal of Financial Economics,142(2),517-549
[9]. Reena(2005). Portfolio preferences of foreign institutional investors. Journal of Banking & Finance ,29 (12), 2919-2946
網路資源
[1]. Soe and Hao (2018),Carbon Risk integration in factor portfolio，取自:
https://www.spglobal.com/spdji/en/research/article/carbon-risk-integration-in-factor-portfolios
[2]. Refinitiv Business Classification (TRBC) ，取自:
https://www.refinitiv.com/en/financial-data/indices/trbc-business-classification |
