Access Statistics for Stefano Giglio

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios 0 0 1 67 1 6 37 100
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 0 3 13 145
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 2 8 390
An Intertemporal CAPM with stochastic volatility 0 0 0 13 0 2 13 157
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 1 4 16 121
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 0 2 9 137
Biodiversity Risk 0 0 7 59 2 10 73 147
Biodiversity Risk 1 1 3 143 2 10 45 421
Biodiversity Risk 1 1 2 2 2 3 14 15
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 1 24 0 9 24 200
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 1 12 17 243
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 0 5 25 168
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 1 1 56 1 4 16 144
Climate Finance 0 1 4 57 8 13 27 158
Climate Finance 2 5 9 77 6 14 51 292
Climate Finance 0 1 1 26 0 4 12 76
Climate Transition Risks and the Energy Sector 1 1 3 8 2 4 20 28
Climate Transition Risks and the Energy Sector 0 0 2 9 0 2 18 23
Contractionary Volatility or Volatile Contractions? 0 0 1 26 0 7 14 88
Credit default swap spreads and systemic financial risk 1 1 3 97 2 6 19 332
Credit default swap spreads and systemic financial risk 0 0 0 0 1 7 15 141
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 2 22 0 6 14 58
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 1 5 21 38
Equity Term Structures without Dividend Strips Data 0 0 1 16 1 4 18 43
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 5 11 98
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 0 0 16 0 8 27 52
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 3 13 671
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 2 4 8 346
Five Facts About Beliefs and Portfolios 0 0 0 32 2 4 13 226
Five Facts about Beliefs and Portfolios 0 0 0 44 0 6 17 207
Five facts about beliefs and portfolios 0 0 0 15 1 3 11 185
Forced Sales and House Prices 0 0 0 46 0 12 109 406
Forced Sales and House Prices 0 0 0 184 3 14 24 754
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 1 9 30 98
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 0 1 10 64
Hard Times 0 0 0 78 1 6 17 382
Hard Times 0 0 0 23 0 2 12 173
Hedging Climate Change News 0 0 1 43 1 5 17 204
Hedging Climate Change News 0 1 2 92 1 7 31 305
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 3 7 15 105
Hedging climate change news 0 1 8 116 3 13 54 433
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 3 12 41
Inference on Risk Premia in the Presence of Omitted Factors 0 1 2 60 2 5 44 182
Inside the Mind of a Stock Market Crash 0 0 0 11 0 1 4 32
Inside the Mind of a Stock Market Crash 0 0 0 24 1 3 9 63
Inside the Mind of a Stock Market Crash 0 0 0 15 0 4 18 89
Inside the Mind of a Stock Market Crash 0 0 1 46 0 0 8 91
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 1 4 14 145
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 2 38 0 3 9 114
Investor Beliefs and Expectation Formation 0 0 4 4 3 7 26 26
Learning and the Emergence of Nonlinearity in Financial Markets 0 1 7 7 1 6 13 13
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 11 0 5 17 22
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 2 6 17 23
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 1 8 8 7 14 41 41
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 1 6 19 272
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 3 11 80
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 1 2 6 65
No-Bubble Condition: Model-free Tests in Housing Markets 0 1 1 58 2 9 20 171
Recent Developments in Financial Risk and the Real Economy 0 1 2 15 1 6 16 39
Risk Preferences Implied by Synthetic Options 0 0 1 9 0 2 9 24
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 1 3 217 1 5 14 668
Taming the Factor Zoo: A Test of New Factors 1 2 2 37 1 9 31 151
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 2 15 51 490
Test Assets and Weak Factors 0 0 3 19 0 6 19 60
Test Assets and Weak Factors 0 0 0 8 0 2 18 56
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 4 15 31 31
The Economics of Biodiversity Loss 1 1 4 6 1 4 16 27
The Economics of Biodiversity Loss 0 0 8 17 1 13 56 91
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 0 4 4 0 2 6 6
The Performance of Italian Family Firms 0 0 2 159 4 4 19 527
The Price of Variance Risk 0 0 0 32 2 5 16 132
Uncertainty Shocks as Second-Moment News Shocks 0 2 2 60 0 4 9 114
Uncertainty Shocks as Second-Moment News Shocks 0 1 2 22 2 11 24 147
Very Long Run Discount Rates 0 0 0 20 1 6 17 138
Very Long-Run Discount Rates 0 0 1 28 3 9 20 243
Very long-run discount rates 0 0 0 49 0 6 49 253
What Drives Booms and Busts in Value? 0 0 3 28 1 7 29 65
Total Working Papers 9 27 132 3,462 94 465 1,696 13,106

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An intertemporal CAPM with stochastic volatility 1 1 3 59 3 13 30 326
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 2 27 1 6 25 151
Asset Pricing with Omitted Factors 0 1 19 183 5 25 77 598
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 1 2 27 2 12 49 139
Climate Finance 3 10 42 112 23 56 164 382
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 0 8 1 1 10 31
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 0 2 11 166
Editor's Choice Very Long-Run Discount Rates 0 0 1 87 0 1 17 435
Equity Term Structures without Dividend Strips Data 0 0 4 5 3 6 27 35
Excess Volatility: Beyond Discount Rates 0 0 2 33 0 7 26 184
Factor Models, Machine Learning, and Asset Pricing 3 15 30 125 12 58 150 402
Five Facts about Beliefs and Portfolios 2 2 6 96 2 7 37 341
Forced Sales and House Prices 0 0 0 142 4 18 32 773
Four facts about ESG beliefs and investor portfolios 0 0 8 13 1 14 56 73
Hard Times 0 0 0 5 1 1 9 92
Hedging Climate Change News 3 8 37 740 18 53 227 2,297
Hedging macroeconomic and financial uncertainty and volatility 1 1 4 29 1 4 17 110
Intangible capital, relative asset shortages and bubbles 0 0 1 48 0 1 12 263
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 1 1 1 1 5 17 17
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 3 3 44 237
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 2 18 57
Systemic risk and the macroeconomy: An empirical evaluation 1 2 10 364 5 19 63 1,195
Taming the Factor Zoo: A Test of New Factors 0 2 5 54 11 38 89 393
Test Assets and Weak Factors 0 2 15 16 4 19 69 85
The collateral rule: Evidence from the credit default swap market 0 0 0 4 0 3 8 36
The effect of climate risks on the interactions between financial markets and energy companies 3 4 11 191 5 6 37 400
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 1 1 15 0 4 15 46
The price of variance risk 0 1 2 131 2 6 25 443
Thousands of Alpha Tests 0 0 1 14 1 3 19 64
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 46 1 6 37 224
Total Journal Articles 18 52 209 2,668 110 399 1,417 9,995

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Thousands of Alpha Tests 0 0 0 0 4 10 19 80
Total Chapters 0 0 0 0 4 10 19 80

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Statistics updated 2026-06-04