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 10 32 95
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 1 5 11 143
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 1 5 8 389
An Intertemporal CAPM with stochastic volatility 0 0 0 13 1 8 12 156
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 2 6 15 119
Asset pricing in the frequency domain: theory and empirics 0 1 1 29 1 3 9 136
Biodiversity Risk 0 0 2 142 3 8 46 414
Biodiversity Risk 0 1 8 59 7 26 80 144
Biodiversity Risk 0 1 1 1 1 7 12 13
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 3 8 23 166
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 3 4 9 234
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 23 2 5 18 193
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 2 8 15 142
Climate Finance 1 1 5 73 2 8 42 280
Climate Finance 0 1 4 56 2 9 19 147
Climate Finance 1 1 1 26 2 4 11 74
Climate Transition Risks and the Energy Sector 0 0 2 9 0 4 18 21
Climate Transition Risks and the Energy Sector 0 0 2 7 2 8 20 26
Contractionary Volatility or Volatile Contractions? 0 0 1 26 2 6 9 83
Credit default swap spreads and systemic financial risk 0 1 4 96 1 3 20 327
Credit default swap spreads and systemic financial risk 0 0 0 0 3 6 12 137
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 1 2 22 1 6 9 53
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 1 7 18 34
Equity Term Structures without Dividend Strips Data 0 0 1 16 0 8 15 39
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 3 6 93
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 0 0 16 3 10 22 47
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 2 4 342
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 4 11 668
Five Facts About Beliefs and Portfolios 0 0 0 32 1 6 10 223
Five Facts about Beliefs and Portfolios 0 0 0 44 3 9 16 204
Five facts about beliefs and portfolios 0 0 0 15 0 4 8 182
Forced Sales and House Prices 0 0 0 184 2 7 13 742
Forced Sales and House Prices 0 0 1 46 3 60 102 397
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 1 7 23 90
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 0 5 9 63
Hard Times 0 0 0 23 0 2 11 171
Hard Times 0 0 0 78 1 6 12 377
Hedging Climate Change News 1 1 2 92 2 16 27 300
Hedging Climate Change News 0 0 1 43 1 7 15 200
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 1 7 10 99
Hedging climate change news 1 3 9 116 6 21 53 426
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 4 9 38
Inference on Risk Premia in the Presence of Omitted Factors 0 0 1 59 0 13 39 177
Inside the Mind of a Stock Market Crash 0 0 1 46 0 4 8 91
Inside the Mind of a Stock Market Crash 0 0 0 15 1 5 15 86
Inside the Mind of a Stock Market Crash 0 0 0 11 1 3 4 32
Inside the Mind of a Stock Market Crash 0 0 0 24 1 5 7 61
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 1 4 11 142
Intangible Capital, Relative Asset Shortages and Bubbles 0 1 2 38 1 4 7 112
Investor Beliefs and Expectation Formation 0 2 4 4 3 11 22 22
Learning and the Emergence of Nonlinearity in Financial Markets 0 6 6 6 0 7 7 7
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 6 1 6 13 18
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 1 1 11 0 3 13 17
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 1 7 7 3 12 30 30
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 3 4 17 269
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 1 4 5 64
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 2 8 77
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 2 10 13 164
Recent Developments in Financial Risk and the Real Economy 1 2 2 15 1 3 11 34
Risk Preferences Implied by Synthetic Options 0 0 1 9 1 4 9 23
Systemic Risk and the Macroeconomy: An Empirical Evaluation 1 1 4 217 1 2 13 664
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 6 27 45 481
Taming the Factor Zoo: A Test of New Factors 1 1 1 36 4 16 27 146
Test Assets and Weak Factors 0 0 0 8 0 6 19 54
Test Assets and Weak Factors 0 0 3 19 3 7 16 57
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 8 18 24 24
The Economics of Biodiversity Loss 0 0 4 5 1 5 17 24
The Economics of Biodiversity Loss 0 5 9 17 2 19 49 80
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 4 4 4 1 5 5 5
The Performance of Italian Family Firms 0 1 2 159 0 6 15 523
The Price of Variance Risk 0 0 0 32 2 6 13 129
Uncertainty Shocks as Second-Moment News Shocks 1 1 2 22 5 11 20 141
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 58 1 5 9 111
Very Long Run Discount Rates 0 0 1 20 1 8 13 133
Very Long-Run Discount Rates 0 1 1 28 2 6 13 236
Very long-run discount rates 0 0 0 49 2 39 48 249
What Drives Booms and Busts in Value? 0 1 6 28 2 8 30 60
Total Working Papers 8 40 130 3,443 129 650 1,459 12,770

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 0 0 3 58 4 8 22 317
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 3 27 2 11 22 147
Asset Pricing with Omitted Factors 1 3 21 183 12 27 78 585
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 3 26 6 20 46 133
Climate Finance 4 14 38 106 18 46 137 344
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 0 8 0 4 9 30
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 1 5 10 165
Editor's Choice Very Long-Run Discount Rates 0 0 1 87 1 6 19 435
Equity Term Structures without Dividend Strips Data 0 2 4 5 1 11 23 30
Excess Volatility: Beyond Discount Rates 0 0 2 33 4 9 25 181
Factor Models, Machine Learning, and Asset Pricing 7 11 23 117 27 58 124 371
Five Facts about Beliefs and Portfolios 0 1 6 94 1 13 36 335
Forced Sales and House Prices 0 0 0 142 0 6 16 755
Four facts about ESG beliefs and investor portfolios 0 0 9 13 7 19 56 66
Hard Times 0 0 0 5 0 5 9 91
Hedging Climate Change News 5 10 51 737 20 65 252 2,264
Hedging macroeconomic and financial uncertainty and volatility 0 1 3 28 2 8 15 108
Intangible capital, relative asset shortages and bubbles 0 0 1 48 0 6 11 262
Nature Loss and Climate Change: The Twin-Crises Multiplier 1 1 1 1 1 6 13 13
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 35 42 234
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 1 9 17 56
Systemic risk and the macroeconomy: An empirical evaluation 1 4 10 363 4 22 54 1,180
Taming the Factor Zoo: A Test of New Factors 0 0 6 52 14 27 75 369
Test Assets and Weak Factors 1 7 14 15 5 29 59 71
The collateral rule: Evidence from the credit default swap market 0 0 0 4 1 4 7 34
The effect of climate risks on the interactions between financial markets and energy companies 1 5 12 188 1 16 44 395
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 0 14 0 4 11 42
The price of variance risk 1 2 3 131 3 14 24 440
Thousands of Alpha Tests 0 1 2 14 1 6 18 62
Uncertainty Shocks as Second-Moment News Shocks 0 0 3 46 1 16 40 219
Total Journal Articles 22 62 220 2,638 138 515 1,314 9,734

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 2 2 11 72
Total Chapters 0 0 0 0 2 2 11 72

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Statistics updated 2026-04-09