Elisa Ossola

University of Milano-Bicocca

Belgium

  • University of Milano-Bicocca

SCHOLARLY PAPERS

8

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2,565

TOTAL CITATIONS
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Top 16,988

in Total Papers Citations

75

Scholarly Papers (8)

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1.

The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 418
Number of pages: 37 Posted: 13 Sep 2019 Last Revised: 02 Oct 2020
Alessi Lucia, Elisa Ossola and Roberto Panzica
Joint Research Center of the European Commission, University of Milano-Bicocca and Bank of Portugal
Downloads 761 (70,151)
Citation 49

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Climate risk, ESG disclosure, factor models, asset pricing, stress test

2.

Estimation of Large Dimensional Conditional Factor Models in Finance

Swiss Finance Institute Research Paper No. 19-46
Number of pages: 87 Posted: 28 Aug 2019 Last Revised: 29 Sep 2020
Patrick Gagliardini, Elisa Ossola and O. Scaillet
University of Lugano, University of Milano-Bicocca and Swiss Finance Institute - University of Geneva
Downloads 517 (114,663)
Citation 18

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large panel, factor model, conditional information, risk premium, asset pricing, emerging markets.

3.

Stock Price Effects of Climate Activism: Evidence from the First Global Climate Strike

Journal of Corporate Finance, Forthcoming
Number of pages: 46 Posted: 24 Mar 2020 Last Revised: 18 Jun 2021
Stefano Ramelli, Elisa Ossola and Michela Rancan
Swiss Finance Institute, University of Milano-Bicocca and University of Milan
Downloads 484 (124,162)
Citation 4

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Climate change, climate strikes, stock returns, environmental performance, public attention, earnings forecasts.

4.

Green Risk in Europe

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 526
Number of pages: 58 Posted: 07 Sep 2023 Last Revised: 23 May 2024
Nuno Cassola, Claudio Morana and Elisa Ossola
University of Milan Bicocca - CefES, Università di Milano Bicocca and University of Milano-Bicocca
Downloads 327 (193,894)

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Climate risk, environmental disclosure, macro-finance interface, unconditional factor models, asset pricing, European Union

5.

When Do Investors Go Green? Evidence From a Time-Varying Asset-Pricing Model

Number of pages: 37 Posted: 04 Mar 2022
Alessi Lucia, Elisa Ossola and Roberto Panzica
Joint Research Center of the European Commission, University of Milano-Bicocca and Bank of Portugal
Downloads 236 (271,093)
Citation 4

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Climate risk, environmental disclosure, conditional factor models, asset pricing

6.

ESG Performance and Stock Market Responses to Geopolitical Turmoil: Evidence from the Russia-Ukraine War

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 544
Number of pages: 39 Posted: 01 Aug 2024
Simone Boccaletti, Paolo Maranzano, Caterina Morelli and Elisa Ossola
Università degli Studi di Milano-Bicocca - Department of Business Administration, Finance, Management and Law, University of Milano-Bicocca, University of Milano-Bicocca and University of Milano-Bicocca
Downloads 122 (481,463)

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Event study, ESG

7.

Common Factors Behind Companies’ Environmental Ratings

University of Milan Bicocca Department of Economics, Management and Statistics Working Paper No. 536
Number of pages: 50 Posted: 22 May 2024 Last Revised: 15 Oct 2024
Gianluca Gucciardi, Elisa Ossola, Lucia Parisio and Matteo M. Pelagatti
University of Ferrara, University of Milano-Bicocca, Università degli Studi di Milano-Bicocca - Center for Interdisciplinary Studies in Economics, Psychology & Social Sciences (CISEPS) and Università degli Studi di Milano-Bicocca - Department of Economics, Management and Statistics (DEMS)
Downloads 68 (698,428)

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ESG; ESG ratings; Common Factors; Rating Disagreement

8.

When Do Investors Go Green? Evidence from a Time-Varying Asset-Pricing Model

Number of pages: 51 Posted: 14 Apr 2023
Lucia Alessi, Elisa Ossola and Roberto Panzica
affiliation not provided to SSRN, University of Milano-Bicocca and Bank of Portugal
Downloads 50 (810,323)

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Climate risk, environmental disclosure, conditional factor models, asset pricing