Sustainability

Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows ArXiv ID: ssrn-3016092 “View on arXiv” Authors: Unknown Abstract Examining a shock to the salience of the sustainability of the US mutual fund market, we present causal evidence that investors marketwide value sustainability. Keywords: Sustainability, Mutual funds, Investor preferences, Fund flows, ESG investing Complexity vs Empirical Score Math Complexity: 2.5/10 Empirical Rigor: 8.0/10 Quadrant: Street Traders Why: The paper relies on econometric analysis (difference-in-differences, local linear plots, fixed effects) rather than advanced mathematics, but is exceptionally data-heavy, using a large-scale natural experiment on $8 trillion in assets with precise flow measurements and experimental validation. flowchart TD A["Research Goal:<br>Do investors value sustainability?"] --> B["Methodology:<br>Natural experiment from sustainability ranking shock"] B --> C["Data/Inputs:<br>US mutual fund flows & sustainability scores"] C --> D["Computation:<br>Difference-in-differences analysis"] D --> E["Key Findings:<br>Investors increase flows to<br>higher sustainability funds post-shock"]

Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds ArXiv ID: ssrn-2889690 “View on arXiv” Authors: Unknown Abstract In this paper, we examine the yield premium of green bonds. We use a matching method, followed by a two-step regression procedure, to estimate the yield differe Keywords: Green bonds, Yield premium, Sustainability, Fixed income, Matching method Complexity vs Empirical Score Math Complexity: 5.5/10 Empirical Rigor: 7.0/10 Quadrant: Street Traders Why: The paper employs standard econometric methods (matching, two-step regression) with moderate mathematical density, but its empirical component is strong, using a defined bond dataset (Bloomberg), specific timeframes, and detailed regression analysis with statistical significance. flowchart TD A["Research Question: Is there a yield premium for green bonds?"] --> B["Data Collection"] B --> C{"Methodology"} C --> D["Step 1: Matching Method<br>Construct synthetic control group"] C --> E["Step 2: Two-Step Regression<br>Estimate yield determinants"] D --> F["Matched Dataset"] E --> F F --> G["Computational Analysis<br>Regress yield difference on green indicator"] G --> H["Key Findings"] H --> I["Outcome: Green Bond Premium<br>Quantified yield differential vs. conventional bonds"]