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 0 67 3 9 37 110
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 8 390
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 0 1 10 146
An Intertemporal CAPM with stochastic volatility 0 0 1 14 0 1 15 159
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 1 15 123
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 0 1 9 138
Biodiversity Risk 0 0 3 143 2 4 42 425
Biodiversity Risk 0 1 6 60 3 7 70 156
Biodiversity Risk 1 1 3 3 2 3 16 19
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 0 17 243
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 0 2 24 170
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 24 3 5 25 205
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 56 1 4 20 148
Climate Finance 0 0 2 57 2 2 29 164
Climate Finance 0 0 7 78 0 5 54 305
Climate Finance 0 0 1 26 0 2 15 79
Climate Transition Risks and the Energy Sector 2 2 2 2 5 6 7 7
Climate Transition Risks and the Energy Sector 0 0 0 9 0 0 13 23
Climate Transition Risks and the Energy Sector 0 0 1 8 1 3 19 32
Contractionary Volatility or Volatile Contractions? 0 0 0 26 2 2 15 90
Credit default swap spreads and systemic financial risk 0 0 3 97 2 5 26 341
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 15 142
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 1 22 0 2 14 60
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 0 1 20 39
Equity Term Structures without Dividend Strips Data 0 0 1 16 0 2 22 47
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 1 12 100
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 1 1 2 18 2 6 32 59
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 1 9 347
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 1 1 14 672
Five Facts About Beliefs and Portfolios 0 0 0 32 0 1 13 228
Five Facts about Beliefs and Portfolios 0 0 0 44 0 2 19 211
Five facts about beliefs and portfolios 0 0 0 15 0 5 15 191
Forced Sales and House Prices 0 0 0 46 0 3 112 409
Forced Sales and House Prices 0 0 0 184 0 2 27 758
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 0 5 29 103
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 0 0 10 64
Hard Times 0 0 0 78 0 1 17 383
Hard Times 0 0 0 23 0 0 12 174
Hedging Climate Change News 1 1 2 45 2 6 25 215
Hedging Climate Change News 1 1 2 93 3 4 39 315
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 1 15 106
Hedging climate change news 0 0 6 116 1 3 54 440
Hedging macroeconomic and financial uncertainty and volatility 1 1 1 11 2 4 11 45
Inference on Risk Premia in the Presence of Omitted Factors 0 0 3 61 0 1 43 185
Inside the Mind of a Stock Market Crash 0 0 0 11 1 3 7 35
Inside the Mind of a Stock Market Crash 0 0 0 15 1 2 19 91
Inside the Mind of a Stock Market Crash 0 0 0 24 2 4 14 69
Inside the Mind of a Stock Market Crash 0 0 1 46 1 1 8 92
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 0 8 145
Intangible Capital, Relative Asset Shortages and Bubbles 1 1 3 39 2 3 13 118
Investor Beliefs and Expectation Formation 0 0 4 4 0 4 31 31
Learning and the Emergence of Nonlinearity in Financial Markets 0 0 7 7 0 0 13 13
Learning and the Emergence of Nonlinearity in Financial Markets 0 0 0 0 0 1 1 1
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 0 1 17 24
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 11 0 1 15 23
Nature Loss and Climate Change: The Twin-Crises Multiplier 3 3 3 3 6 7 7 7
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 2 10 10 2 5 48 48
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 5 5 5 4 8 8 8
No News is News: Do Markets Underreact to Nothing? 1 1 3 44 1 3 21 276
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 0 6 65
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 1 13 82
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 1 58 1 2 23 174
Recent Developments in Financial Risk and the Real Economy 0 0 2 15 0 0 14 39
Risk Preferences Implied by Synthetic Options 0 0 0 9 0 0 7 24
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 1 217 1 4 14 672
Taming the Factor Zoo: A Test of New Factors 0 0 2 37 0 0 29 153
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 0 6 54 498
Test Assets and Weak Factors 0 0 2 20 1 6 26 70
Test Assets and Weak Factors 0 0 0 8 0 0 14 57
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 0 13 47 47
The Economics of Biodiversity Loss 10 11 13 17 2 4 17 31
The Economics of Biodiversity Loss 1 1 8 19 1 6 57 101
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 0 4 4 0 0 6 6
The Performance of Italian Family Firms 0 0 1 159 0 6 23 533
The Price of Variance Risk 1 2 2 34 2 5 25 141
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 60 1 4 14 119
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 22 0 2 23 149
Very Long Run Discount Rates 0 0 0 20 1 1 19 140
Very Long-Run Discount Rates 0 1 2 29 1 2 21 246
Very long-run discount rates 0 0 0 49 0 1 49 254
What Drives Booms and Busts in Value? 0 0 3 30 0 2 26 69
Total Working Papers 24 35 146 3,506 68 224 1,822 13,417

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 4 61 1 7 36 335
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 2 27 3 5 28 156
Asset Pricing with Omitted Factors 1 4 14 187 5 14 77 619
Biodiversity risk 2 7 21 21 11 41 87 87
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 2 3 29 2 6 47 145
Climate Finance 2 5 40 122 8 26 167 428
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 0 8 0 4 11 35
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 1 1 15 170
Editor's Choice Very Long-Run Discount Rates 0 2 3 89 0 2 15 438
Equity Term Structures without Dividend Strips Data 0 0 4 5 0 3 29 41
Excess Volatility: Beyond Discount Rates 0 0 0 33 2 2 18 186
Factor Models, Machine Learning, and Asset Pricing 3 3 27 130 7 20 163 439
Five Facts about Beliefs and Portfolios 0 2 7 98 1 6 38 348
Forced Sales and House Prices 0 0 0 142 5 6 38 781
Four facts about ESG beliefs and investor portfolios 0 1 3 14 5 12 56 86
Hard Times 0 0 0 5 0 4 12 96
Hedging Climate Change News 3 14 43 761 17 52 227 2,370
Hedging macroeconomic and financial uncertainty and volatility 0 0 3 29 1 7 28 123
Intangible capital, relative asset shortages and bubbles 0 0 1 48 0 1 12 264
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 1 2 2 1 4 20 21
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 1 43 238
Recent Developments in Financial Risk and the Real Economy 0 0 0 0 1 2 3 3
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 1 1 17 58
Systemic risk and the macroeconomy: An empirical evaluation 0 0 7 364 0 5 60 1,203
Taming the Factor Zoo: A Test of New Factors 1 2 7 56 7 31 116 438
Test Assets and Weak Factors 2 2 12 19 4 12 74 106
The collateral rule: Evidence from the credit default swap market 0 0 0 4 0 1 9 37
The effect of climate risks on the interactions between financial markets and energy companies 0 1 11 192 0 3 35 405
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 15 0 0 14 47
The price of variance risk 1 1 3 132 4 13 36 457
Thousands of Alpha Tests 0 0 1 14 3 8 24 72
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 46 2 6 36 230
Total Journal Articles 17 48 221 2,746 92 306 1,591 10,462

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discounting climate change investments 0 0 0 0 0 1 1 1
Thousands of Alpha Tests 0 0 0 0 0 1 19 82
Total Chapters 0 0 0 0 0 2 20 83

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Statistics updated 2026-10-11