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 3 67 3 8 27 80
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 1 2 5 384
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 0 3 9 137
An Intertemporal CAPM with stochastic volatility 0 0 1 13 0 2 4 146
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 1 1 5 109
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 0 4 6 133
Biodiversity Risk 4 4 7 58 12 22 46 105
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 2 2 3 228
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 1 1 63 3 6 11 152
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 23 1 4 10 182
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 2 2 5 130
Climate Finance 1 2 5 72 6 17 35 264
Climate Finance 0 0 0 25 3 4 7 68
Climate Finance 0 1 3 55 2 5 16 138
Climate Transition Risks and the Energy Sector 0 0 7 7 1 3 15 15
Contractionary Volatility or Volatile Contractions? 0 0 2 26 0 1 4 76
Credit default swap spreads and systemic financial risk 0 1 3 95 5 7 17 322
Credit default swap spreads and systemic financial risk 0 0 0 0 1 1 5 128
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 2 21 1 1 5 47
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 3 4 8 22
Equity Term Structures without Dividend Strips Data 1 1 1 16 1 3 4 28
Excess Volatility: Beyond Discount Rates 0 0 0 22 1 1 3 89
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 0 0 338
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 1 2 4 660
Five Facts About Beliefs and Portfolios 0 0 0 32 0 0 2 215
Five Facts about Beliefs and Portfolios 0 0 0 44 0 0 7 192
Five facts about beliefs and portfolios 0 0 0 15 0 1 6 177
Forced Sales and House Prices 0 0 1 46 5 5 9 302
Forced Sales and House Prices 0 0 0 184 2 3 9 734
Four Facts About ESG Beliefs and Investor Portfolios 1 2 3 63 3 5 21 79
Hard Times 0 0 0 78 2 4 4 369
Hard Times 0 0 0 23 2 6 10 167
Hedging Climate Change News 0 1 1 43 2 3 13 192
Hedging Climate Change News 0 1 2 91 1 2 7 277
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 0 3 91
Hedging climate change news 2 3 7 113 11 17 44 402
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 1 6 34
Inference on Risk Premia in the Presence of Omitted Factors 1 1 1 59 2 3 8 144
Inside the Mind of a Stock Market Crash 0 0 0 11 0 0 2 28
Inside the Mind of a Stock Market Crash 1 1 1 46 1 3 5 87
Inside the Mind of a Stock Market Crash 0 0 0 24 1 1 4 56
Inside the Mind of a Stock Market Crash 0 0 0 15 2 3 5 75
Intangible Capital, Relative Asset Shortages and Bubbles 1 1 1 37 3 3 3 108
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 5 7 138
Investor Beliefs and Expectation Formation 2 2 2 2 9 9 9 9
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 6 6 2 3 10 10
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 2 5 5 5 6 8 8 8
No News is News: Do Markets Underreact to Nothing? 2 2 2 43 5 5 9 260
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 1 4 60
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 2 2 3 71
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 0 1 2 152
Recent Developments in Financial Risk and the Real Economy 0 0 0 13 1 4 5 28
Risk Preferences Implied by Synthetic Options 0 1 2 9 1 2 6 18
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 3 216 0 2 8 658
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 2 8 19 451
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 3 6 13 129
Test Assets and Weak Factors 1 1 4 19 2 4 8 48
Test Assets and Weak Factors 0 0 1 8 2 2 14 45
The Economics of Biodiversity Loss 0 0 5 11 8 16 40 57
The Performance of Italian Family Firms 0 0 2 158 2 3 5 512
The Price of Variance Risk 0 0 0 32 5 7 7 123
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 58 0 0 3 105
Uncertainty Shocks as Second-Moment News Shocks 1 1 1 21 2 3 11 129
Very Long Run Discount Rates 0 0 1 20 2 3 6 124
Very Long-Run Discount Rates 0 0 0 27 3 4 7 228
Very long-run discount rates 0 0 0 49 3 4 10 209
What Drives Booms and Busts in Value? 0 0 6 27 4 9 23 49
Total Working Papers 21 32 98 3,197 151 276 659 11,331

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 2 3 58 8 11 16 309
Asset Pricing in the Frequency Domain: Theory and Empirics 0 1 2 26 0 4 7 130
Asset Pricing with Omitted Factors 3 10 22 180 6 16 58 554
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 8 26 5 11 30 107
Climate Finance 5 9 33 89 11 33 109 284
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 1 1 1 68 3 4 5 159
Editor's Choice Very Long-Run Discount Rates 1 1 7 87 3 5 25 427
Excess Volatility: Beyond Discount Rates 0 1 3 33 1 5 19 172
Five Facts about Beliefs and Portfolios 1 2 7 93 7 8 25 318
Forced Sales and House Prices 0 0 0 142 3 3 9 746
Hard Times 0 0 0 5 1 2 5 86
Hedging Climate Change News 3 12 73 725 22 63 275 2,185
Hedging macroeconomic and financial uncertainty and volatility 0 0 1 26 1 3 8 98
Intangible capital, relative asset shortages and bubbles 1 1 1 48 1 3 6 254
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 2 2 8 197
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 1 3 7 44
Systemic risk and the macroeconomy: An empirical evaluation 2 4 8 359 10 17 37 1,155
Taming the Factor Zoo: A Test of New Factors 2 3 10 52 4 15 60 335
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 0 14 4 6 7 37
The price of variance risk 0 0 2 129 4 4 12 425
Thousands of Alpha Tests 0 0 1 13 2 6 10 53
Uncertainty Shocks as Second-Moment News Shocks 1 1 5 46 3 5 25 198
Total Journal Articles 20 48 187 2,244 102 229 763 8,273

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 3 5 66
Total Chapters 0 0 0 0 0 3 5 66

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Statistics updated 2025-12-06