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 2 67 5 13 29 90
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 3 4 12 141
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 2 3 5 386
An Intertemporal CAPM with stochastic volatility 0 0 0 13 6 8 10 154
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 2 7 11 115
Asset pricing in the frequency domain: theory and empirics 1 1 1 29 2 2 8 135
Biodiversity Risk 0 0 2 142 3 21 45 409
Biodiversity Risk 1 5 8 59 17 42 71 135
Biodiversity Risk 1 1 1 1 5 6 10 11
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 23 2 9 17 190
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 4 10 12 138
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 1 5 6 231
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 1 63 2 11 17 160
Climate Finance 0 0 0 25 1 6 8 71
Climate Finance 0 1 5 72 6 20 46 278
Climate Finance 0 0 3 55 4 6 15 142
Climate Transition Risks and the Energy Sector 0 0 7 7 5 9 23 23
Climate Transition Risks and the Energy Sector 0 0 9 9 4 10 21 21
Contractionary Volatility or Volatile Contractions? 0 0 1 26 3 4 7 80
Credit default swap spreads and systemic financial risk 1 1 4 96 1 8 18 325
Credit default swap spreads and systemic financial risk 0 0 0 0 3 7 10 134
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 2 21 3 4 7 50
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 5 13 17 32
Equity Term Structures without Dividend Strips Data 0 1 1 16 4 8 11 35
Excess Volatility: Beyond Discount Rates 0 0 0 22 2 4 6 92
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 0 0 16 5 15 17 42
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 4 9 11 668
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 4 342
Five Facts About Beliefs and Portfolios 0 0 0 32 4 6 8 221
Five Facts about Beliefs and Portfolios 0 0 0 44 6 9 14 201
Five facts about beliefs and portfolios 0 0 0 15 3 4 9 181
Forced Sales and House Prices 0 0 0 184 5 8 14 740
Forced Sales and House Prices 0 0 1 46 52 92 96 389
Four Facts About ESG Beliefs and Investor Portfolios 0 1 3 63 3 10 21 86
Four Facts about ESG Beliefs and Investor Portfolios 0 0 2 12 4 6 13 62
Hard Times 0 0 0 78 4 8 10 375
Hard Times 0 0 0 23 2 6 13 171
Hedging Climate Change News 0 0 1 43 4 7 15 197
Hedging Climate Change News 0 0 2 91 3 11 16 287
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 4 5 7 96
Hedging climate change news 1 3 7 114 11 25 51 416
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 3 3 8 37
Inference on Risk Premia in the Presence of Omitted Factors 0 1 1 59 11 33 39 175
Inside the Mind of a Stock Market Crash 0 1 1 46 3 4 7 90
Inside the Mind of a Stock Market Crash 0 0 0 24 3 4 7 59
Inside the Mind of a Stock Market Crash 0 0 0 11 2 3 5 31
Inside the Mind of a Stock Market Crash 0 0 0 15 4 12 14 85
Intangible Capital, Relative Asset Shortages and Bubbles 1 2 2 38 3 6 6 111
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 3 3 10 141
Investor Beliefs and Expectation Formation 2 4 4 4 6 17 17 17
Learning and the Emergence of Nonlinearity in Financial Markets 3 3 3 3 5 5 5 5
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 6 6 4 8 15 16
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 9 10 2 8 13 16
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 1 4 7 7 3 19 21 21
No News is News: Do Markets Underreact to Nothing? 0 2 2 43 1 11 15 266
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 1 1 5 61
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 2 8 9 77
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 4 6 8 158
Recent Developments in Financial Risk and the Real Economy 1 1 1 14 2 6 10 33
Risk Preferences Implied by Synthetic Options 0 0 1 9 2 4 7 21
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 3 216 1 5 12 663
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 7 11 20 137
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 13 18 34 467
Test Assets and Weak Factors 0 0 0 8 5 10 18 53
Test Assets and Weak Factors 0 1 3 19 4 8 13 54
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 4 7 10 10
The Economics of Biodiversity Loss 1 2 5 13 9 21 43 70
The Economics of Biodiversity Loss 0 0 4 5 4 8 17 23
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 4 4 4 4 2 2 2 2
The Performance of Italian Family Firms 0 0 2 158 4 11 14 521
The Price of Variance Risk 0 0 0 32 2 7 9 125
Uncertainty Shocks as Second-Moment News Shocks 0 1 1 21 5 8 14 135
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 58 4 5 8 110
Very Long Run Discount Rates 0 0 1 20 5 8 10 130
Very Long-Run Discount Rates 1 1 1 28 4 9 12 234
Very long-run discount rates 0 0 0 49 31 35 41 241
What Drives Booms and Busts in Value? 1 1 6 28 6 13 29 58
Total Working Papers 20 43 146 3,423 385 812 1,288 12,505

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 12 18 313
Asset Pricing in the Frequency Domain: Theory and Empirics 0 1 3 27 9 15 20 145
Asset Pricing with Omitted Factors 2 5 20 182 10 20 65 568
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 7 26 9 20 43 122
Climate Finance 3 11 37 95 13 38 123 311
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 2 8 3 5 10 29
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 1 1 68 3 7 8 163
Editor's Choice Very Long-Run Discount Rates 0 1 3 87 3 8 21 432
Equity Term Structures without Dividend Strips Data 1 3 3 4 7 14 22 26
Excess Volatility: Beyond Discount Rates 0 0 2 33 3 4 20 175
Factor Models, Machine Learning, and Asset Pricing 1 3 17 107 15 45 88 328
Five Facts about Beliefs and Portfolios 0 1 6 93 8 19 32 330
Forced Sales and House Prices 0 0 0 142 5 11 17 754
Four facts about ESG beliefs and investor portfolios 0 1 12 13 7 17 51 54
Hard Times 0 0 0 5 2 3 6 88
Hedging Climate Change News 1 6 50 728 19 55 245 2,218
Hedging macroeconomic and financial uncertainty and volatility 0 1 2 27 4 7 12 104
Intangible capital, relative asset shortages and bubbles 0 1 1 48 5 8 13 261
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 0 4 8 11 11
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 26 30 36 225
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 4 8 13 51
Systemic risk and the macroeconomy: An empirical evaluation 0 2 6 359 8 21 43 1,166
Taming the Factor Zoo: A Test of New Factors 0 2 8 52 9 20 69 351
Test Assets and Weak Factors 1 2 9 9 12 22 45 54
The collateral rule: Evidence from the credit default swap market 0 0 0 4 2 3 7 32
The effect of climate risks on the interactions between financial markets and energy companies 4 5 17 187 13 19 52 392
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 0 14 2 7 9 40
The price of variance risk 0 0 2 129 8 13 20 434
Thousands of Alpha Tests 0 0 1 13 3 8 16 59
Uncertainty Shocks as Second-Moment News Shocks 0 1 4 46 15 23 40 218
Total Journal Articles 13 47 216 2,589 235 490 1,175 9,454

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 0 4 9 70
Total Chapters 0 0 0 0 0 4 9 70

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Statistics updated 2026-02-12