Julia Braun
Title
M.A.
Last Name
Braun
First name
Julia
Email
julia.braun@unisg.ch
Phone
+41 79 769 64 84
8 results
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Item type:Publication, Extreme Weather Risk and the Cost of Equity(2023-09); ; We examine if extreme weather exposure impacts firms’ cost of equity. Motivated by a consumption-based asset pricing model with heterogeneous agents, we reveal the exis- tence of an extreme weather risk premium in the cross-section of stock returns. In the period from 1995 to 2019, domestic U.S. stocks with the most negative sensitivity to thunderstorm losses earned excess returns of 6.5% p.a. over those with the most posi- tive sensitivity. This premium can neither be explained by risk factors from standard asset pricing models nor by firm characteristics. Our results reveal a novel link between climate risk and firm value.Type:conference paper - Some of the metrics are blocked by yourconsent settings
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Item type:Publication, House Price Inflation and Intergenerational Wealth Inequality(2025-08-05); ; Annika SchürleType:conference contribution - Some of the metrics are blocked by yourconsent settings
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Item type:Publication, Die Auswirkungen von Naturkatastrophen auf AktienmärkteType:newspaper articleJournal:I.VW Management-InformationIssue:1