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 1 1 1 68 1 10 34 111
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 3 4 12 149
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 4 4 11 394
An Intertemporal CAPM with stochastic volatility 0 0 1 14 0 1 13 159
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 1 1 16 124
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 1 2 6 139
Biodiversity Risk 0 1 3 3 3 5 17 22
Biodiversity Risk 0 0 1 143 6 9 43 431
Biodiversity Risk 1 2 7 61 7 13 70 163
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 1 3 22 171
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 5 5 22 248
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 24 2 6 26 207
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 56 5 8 25 153
Climate Finance 2 2 9 80 8 12 55 313
Climate Finance 0 0 1 26 3 5 17 82
Climate Finance 1 1 3 58 1 3 29 165
Climate Transition Risks and the Energy Sector 0 0 0 9 2 2 14 25
Climate Transition Risks and the Energy Sector 1 3 3 3 4 10 11 11
Climate Transition Risks and the Energy Sector 0 0 1 8 4 5 22 36
Contractionary Volatility or Volatile Contractions? 0 0 0 26 3 5 17 93
Credit default swap spreads and systemic financial risk 0 0 0 0 1 1 16 143
Credit default swap spreads and systemic financial risk 0 0 2 97 1 5 25 342
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 1 22 1 3 15 61
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 2 3 22 41
Equity Term Structures without Dividend Strips Data 0 0 1 16 1 2 21 48
Excess Volatility: Beyond Discount Rates 0 0 0 22 3 4 15 103
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 1 2 18 6 11 38 65
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 1 13 672
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 1 1 10 348
Five Facts About Beliefs and Portfolios 0 0 0 32 2 3 15 230
Five Facts about Beliefs and Portfolios 0 0 0 44 1 2 20 212
Five facts about beliefs and portfolios 0 0 0 15 2 7 16 193
Forced Sales and House Prices 0 0 0 184 7 9 33 765
Forced Sales and House Prices 0 0 0 46 4 5 116 413
Four Facts About ESG Beliefs and Investor Portfolios 0 0 1 63 10 13 37 113
Four Facts about ESG Beliefs and Investor Portfolios 0 0 0 12 1 1 9 65
Hard Times 0 0 0 78 1 2 17 384
Hard Times 0 0 0 23 1 1 10 175
Hedging Climate Change News 0 1 2 45 4 6 29 219
Hedging Climate Change News 0 1 2 93 3 6 42 318
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 2 3 17 108
Hedging climate change news 0 0 5 116 12 14 61 452
Hedging macroeconomic and financial uncertainty and volatility 0 1 1 11 3 7 14 48
Inference on Risk Premia in the Presence of Omitted Factors 0 0 3 61 2 3 45 187
Inside the Mind of a Stock Market Crash 0 0 1 46 3 4 9 95
Inside the Mind of a Stock Market Crash 0 0 0 24 2 5 16 71
Inside the Mind of a Stock Market Crash 0 0 0 11 1 2 8 36
Inside the Mind of a Stock Market Crash 0 0 0 15 5 7 23 96
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 0 7 145
Intangible Capital, Relative Asset Shortages and Bubbles 0 1 3 39 2 4 15 120
Investor Beliefs and Expectation Formation 0 0 4 4 5 8 36 36
Learning and the Emergence of Nonlinearity in Financial Markets 0 0 0 0 2 3 3 3
Learning and the Emergence of Nonlinearity in Financial Markets 1 1 8 8 8 8 21 21
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 1 1 17 25
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 0 3 3 3 0 7 7 7
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 1 7 10 2 6 48 50
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 5 5 5 1 9 9 9
No News is News: Do Markets Underreact to Nothing? 0 1 3 44 4 6 25 280
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 2 3 15 84
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 2 2 7 67
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 1 58 1 3 23 175
Recent Developments in Financial Risk and the Real Economy 0 0 2 15 3 3 15 42
Risk Preferences Implied by Synthetic Options 0 0 0 9 2 2 9 26
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 1 217 1 3 15 673
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 5 6 54 503
Taming the Factor Zoo: A Test of New Factors 0 0 2 37 4 4 31 157
Test Assets and Weak Factors 0 0 0 8 0 0 14 57
Test Assets and Weak Factors 0 0 2 20 1 5 25 71
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 0 10 50 58 94 97
The Economics of Biodiversity Loss 0 1 8 19 4 7 56 105
The Economics of Biodiversity Loss 0 11 12 17 3 6 19 34
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 0 4 4 4 4 10 10
The Performance of Italian Family Firms 0 0 1 159 4 4 27 537
The Price of Variance Risk 0 2 2 34 3 8 26 144
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 60 0 3 14 119
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 22 1 2 23 150
Very Long Run Discount Rates 0 0 0 20 0 1 18 140
Very Long-Run Discount Rates 0 1 2 29 2 4 23 248
Very long-run discount rates 0 0 0 49 0 1 48 254
What Drives Booms and Busts in Value? 0 0 3 30 1 3 25 70
Total Working Papers 7 41 133 3,513 264 429 1,988 13,681

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 2 4 62 2 6 36 337
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 1 27 1 5 27 157
Asset Pricing with Omitted Factors 0 1 10 187 7 14 78 626
Biodiversity risk 5 8 26 26 20 44 107 107
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 2 3 29 3 6 46 148
Climate Finance 0 2 38 122 8 25 163 436
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 3 4 17 173
Editor's Choice Very Long-Run Discount Rates 0 1 3 89 7 8 21 445
Equity Term Structures without Dividend Strips Data 1 1 5 6 3 5 32 44
Excess Volatility: Beyond Discount Rates 0 0 0 33 1 3 16 187
Factor Models, Machine Learning, and Asset Pricing 0 3 26 130 6 20 162 445
Five Facts about Beliefs and Portfolios 0 2 6 98 5 8 42 353
Forced Sales and House Prices 0 0 0 142 7 13 45 788
Four facts about ESG beliefs and investor portfolios 1 1 3 15 8 19 57 94
Hard Times 0 0 0 5 1 1 12 97
Hedging Climate Change News 2 9 41 763 16 45 223 2,386
Hedging macroeconomic and financial uncertainty and volatility 1 1 4 30 3 10 29 126
Intangible capital, relative asset shortages and bubbles 1 1 2 49 1 1 12 265
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 1 2 2 1 5 19 22
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 0 43 238
Recent Developments in Financial Risk and the Real Economy 0 0 0 0 2 3 5 5
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 2 3 17 60
Systemic risk and the macroeconomy: An empirical evaluation 0 0 7 364 8 11 66 1,211
Taming the Factor Zoo: A Test of New Factors 1 3 7 57 11 28 118 449
Test Assets and Weak Factors 1 3 13 20 11 17 85 117
The collateral rule: Evidence from the credit default swap market 0 0 0 4 2 3 10 39
The effect of climate risks on the interactions between financial markets and energy companies 1 1 11 193 4 5 36 409
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 15 3 3 17 50
The price of variance risk 0 1 3 132 10 23 46 467
Thousands of Alpha Tests 0 0 1 14 8 14 29 80
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 46 2 6 37 232
Total Journal Articles 15 43 219 2,761 166 362 1,664 10,628

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 1 2 2 2
Thousands of Alpha Tests 0 0 0 0 5 5 21 87
Total Chapters 0 0 0 0 6 7 23 89

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Statistics updated 2026-11-12