Matthew Lanfear

EDHEC Business School

Research Fellow

France

SCHOLARLY PAPERS

4

DOWNLOADS

666

SSRN CITATIONS

0

CROSSREF CITATIONS

1

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 Scientific Beta Research Chair and EDHEC Business School
Downloads 267 (120,473)

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 Scientific Beta Research Chair and EDHEC Business School
Downloads 167 (188,900)

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 Scientific Beta Research Chair and EDHEC Business School
Downloads 151 (204,708)

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: 94 Posted: 19 Feb 2020
Matthew Lanfear, Abraham Lioui and Mark Siebert
EDHEC Business School, EDHEC Business School and Scientific Beta Research Chair and EDHEC Business School
Downloads 81 (318,332)

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