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D-Index & Metrics

Economics and Finance

D-Index
42
Citations
15255
World Ranking
2011
National Ranking
239

Overview

Marcin T. Kacperczyk is affiliated with Imperial College London in the United Kingdom. Their research primarily contributes to the fields of Economics, Econometrics and Finance, with a particular focus on subfields including Economics and Econometrics, Finance, Accounting, Strategy and Management, and Renewable Energy, Sustainability and the Environment.

The main topics addressed in their work cover Climate Change Policy and Economics, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Energy, Environment, Economic Growth, Corporate Social Responsibility Reporting, Corporate Finance and Governance, and Sustainable Finance and Green Bonds.

Kacperczyk's recent publications include several papers spanning from 2020 to 2023. These publications appeared in well-regarded journals and electronic repositories:

  • "Global Pricing of Carbon-Transition Risk" (2023) published in The Journal of Finance
  • "Carbon Emissions and the Bank-Lending Channel" (2021) published in SSRN Electronic Journal
  • "Do Foreign Institutional Investors Improve Price Efficiency?" (2020) published in Review of Financial Studies
  • "Sustainable Finance" (2022) published in European Finance Review
  • "The Financial Cost of Carbon" (2022) published in Journal of applied corporate finance

The frequent publication venues for Kacperczyk's work include the SSRN Electronic Journal with nineteen publications, The Journal of Finance with three, Review of Financial Studies with two, European Finance Review with two, and the Journal of applied corporate finance with two publications.

Collaborations are a notable aspect of Kacperczyk's research activities. Frequent co-authors include Patrick Bolton with twenty joint works, Zachery Halem with five, Tianyu Wang with four, Joseph E. Aldy with three, and Jaromir Nosal with three.

Best Publications

  • The price of sin: The effects of social norms on markets

    Harrison Hong;Marcin Kacperczyk

  • On the Industry Concentration of Actively Managed Equity Mutual Funds

    Marcin Kacperczyk;Clemens Sialm;L. U. Zheng

  • Unobserved Actions of Mutual Funds

    Marcin Kacperczyk;Clemens Sialm;Lu Zheng

  • Do Investors Care about Carbon Risk

    Patrick Bolton;Marcin Kacperczyk

  • Global Pricing of Carbon‐Transition Risk

    Unknown

  • Labor Unions, Operating Flexibility, and the Cost of Equity

    Huafeng Jason Chen;Marcin Kacperczyk;Hernán Ortiz-Molina

  • Competition and Bias

    Harrison Hong;Marcin Kacperczyk

  • Time-Varying Fund Manager Skill

    Marcin Kacperczyk;Stijn Van Nieuwerburgh;Laura Veldkamp

  • When Safe Proved Risky: Commercial Paper During the Financial Crisis of 2007-2009

    Marcin Kacperczyk;Philipp Schnabl

  • Fund Manager Use of Public Information: New Evidence on Managerial Skills

    Marcin Kacperczyk;Amit Seru

  • Time-Varying Fund Manager Skill: Time-Varying Fund Manager Skill

    Marcin Kacperczyk;Stijn Van Nieuwerburgh;Laura Veldkamp

  • Competition and Bias

    Harrison G. Hong;Harrison G. Hong;Marcin T. Kacperczyk;Marcin T. Kacperczyk

  • How Safe are Money Market Funds

    Marcin Kacperczyk;Philipp Schnabl

  • A Rational Theory of Mutual Funds' Attention Allocation

    Marcin Kacperczyk;Marcin Kacperczyk;Stijn Van Nieuwerburgh;Stijn Van Nieuwerburgh;Stijn Van Nieuwerburgh;Laura Veldkamp;Laura Veldkamp;Laura Veldkamp

  • The Price of Sin: The Effects of Social Norms on Markets

    Marcin T. Kacperczyk;Marcin T. Kacperczyk;Harrison G. Hong;Harrison G. Hong

  • The Unintended Consequences of the Zero Lower Bound Policy

    Marco Di Maggio;Marcin Kacperczyk

  • Do Nonfinancial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers

    Huafeng (Jason) Chen;Marcin Kacperczyk;Hernán Ortiz-Molina

  • On the Industry Concentration of Actively Managed Equity Mutual Funds

    Marcin T. Kacperczyk;Marcin T. Kacperczyk;Clemens Sialm;Clemens Sialm;Lu Zheng

  • Carbon Emissions and the Bank-Lending Channel

    Marcin T. Kacperczyk;Marcin T. Kacperczyk;José-Luis Peydró;José-Luis Peydró;José-Luis Peydró

  • Do Foreign Institutional Investors Improve Price Efficiency

    Marcin Kacperczyk;Savitar Sundaresan;Tianyu Wang

  • Unobserved Actions of Mutual Funds

    Marcin T. Kacperczyk;Marcin T. Kacperczyk;Clemens Sialm;Clemens Sialm;Lu Zheng

  • Investor Sophistication and Capital Income Inequality

    Marcin Kacperczyk;Jaromir B Nosal;Luminita Stevens

  • On the Industry Concentration of Actively Managed Equity Mutual Funds

    Marcin Kacperczyk;Clemens Sialm;Lu Zheng

  • Do Non-Financial Stakeholders Affect the Pricing of Risky Debt? Evidence from Unionized Workers

    Huafeng Chen;Marcin T. Kacperczyk;Marcin T. Kacperczyk;Hernan Ortiz-Molina

Frequent Co-Authors

Laura Veldkamp
Laura Veldkamp Columbia University
Stijn Van Nieuwerburgh
Stijn Van Nieuwerburgh Columbia University
Patrick Bolton
Patrick Bolton Imperial College London
Harrison G. Hong
Harrison G. Hong Columbia University
Amit Seru
Amit Seru Stanford University
Dirk Schoenmaker
Dirk Schoenmaker Erasmus University Rotterdam
José-Luis Peydró
José-Luis Peydró Guido Carli Free International University for Social Studies
Matthew Richardson
Matthew Richardson New York University
Lasse Heje Pedersen
Lasse Heje Pedersen Copenhagen Business School
Stephen G. Walker
Stephen G. Walker The University of Texas at Austin

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