Matthew Lanfear

EDHEC Business School

Research Fellow

France

SCHOLARLY PAPERS

4

DOWNLOADS

1,204

SSRN CITATIONS
Rank 42,483

SSRN RANKINGS

Top 42,483

in Total Papers Citations

20

CROSSREF CITATIONS

2

Ideas:
“  Stress-Testing Financial Institutions for Climate-related Risks; Accounting for Climate-related Risks and Opportunities  ”

Scholarly Papers (4)

1.

Flight to Gold: Extreme Weather Events and Stock Returns

Number of pages: 81 Posted: 09 Jan 2017 Last Revised: 22 Jul 2017
Matthew Lanfear, Abraham Lioui and Mark Siebert
EDHEC Business School, EDHEC Business School and EDHEC Business School
Downloads 401 (139,141)
Citation 2

Abstract:

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Event study, extreme weather events, gold, hurricanes, market efficiency, safe assets

2.

Are Value Stocks More Exposed to Disaster Risk? Evidence from Extreme Weather Events

Number of pages: 45 Posted: 04 Jan 2017 Last Revised: 05 Jul 2017
Matthew Lanfear, Abraham Lioui and Mark Siebert
EDHEC Business School, EDHEC Business School and EDHEC Business School
Downloads 288 (198,943)
Citation 1

Abstract:

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event study, extreme weather events, hurricanes, illiquidity, rare disasters, size and value effects, tail risk

3.

Market Anomalies and Disaster Risk: Evidence from Extreme Weather Events.

Journal of Financial Markets, Forthcoming
Number of pages: 50 Posted: 07 Nov 2018
Matthew Lanfear, Abraham Lioui and Mark Siebert
EDHEC Business School, EDHEC Business School and EDHEC Business School
Downloads 274 (209,259)
Citation 18

Abstract:

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event study, extreme weather events, hurricanes, illiquidity, rare disasters, anomalies, tail risk

4.

Shelter from the Storm: Which Safe Asset for Climate Disasters?

Number of pages: 98 Posted: 19 Feb 2020 Last Revised: 08 Sep 2020
Matthew Lanfear, Abraham Lioui and Mark Siebert
EDHEC Business School, EDHEC Business School and EDHEC Business School
Downloads 241 (237,659)
Citation 2

Abstract:

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Climate change, climate finance, event study, extreme weather events, flight-to-safety, flight-to-quality, hurricanes, safe assets, safety premium