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 6 7 35 107
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 1 1 12 146
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 8 390
An Intertemporal CAPM with stochastic volatility 0 1 1 14 1 2 15 159
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 2 15 123
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 1 1 9 138
Biodiversity Risk 0 0 3 143 1 2 44 423
Biodiversity Risk 1 1 6 60 3 6 70 153
Biodiversity Risk 0 0 2 2 0 2 16 17
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 2 2 24 170
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 24 1 2 24 202
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 56 2 3 19 147
Climate Finance 0 1 8 78 4 13 58 305
Climate Finance 0 0 3 57 0 4 29 162
Climate Finance 0 0 1 26 2 3 15 79
Climate Transition Risks and the Energy Sector 0 0 0 0 1 2 2 2
Climate Transition Risks and the Energy Sector 0 0 0 9 0 0 14 23
Climate Transition Risks and the Energy Sector 0 0 1 8 0 3 19 31
Contractionary Volatility or Volatile Contractions? 0 0 0 26 0 0 13 88
Credit default swap spreads and systemic financial risk 0 0 3 97 2 7 24 339
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 2 2 14 60
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 1 1 21 39
Equity Term Structures without Dividend Strips Data 0 0 1 16 1 4 22 47
Excess Volatility: Beyond Discount Rates 0 0 0 22 1 2 12 100
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 1 1 17 3 5 31 57
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 0 0 13 671
Five Facts About Beliefs and Portfolios 0 0 0 32 1 2 13 228
Five Facts about Beliefs and Portfolios 0 0 0 44 1 4 19 211
Five facts about beliefs and portfolios 0 0 0 15 5 6 15 191
Forced Sales and House Prices 0 0 0 184 2 4 27 758
Forced Sales and House Prices 0 0 0 46 1 3 112 409
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 3 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 1 1 18 383
Hard Times 0 0 0 23 0 1 13 174
Hedging Climate Change News 0 1 2 44 0 9 24 213
Hedging Climate Change News 0 0 2 92 0 7 37 312
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 1 1 15 106
Hedging climate change news 0 0 6 116 1 6 54 439
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 2 2 10 43
Inference on Risk Premia in the Presence of Omitted Factors 0 1 3 61 1 3 44 185
Inside the Mind of a Stock Market Crash 0 0 1 46 0 0 7 91
Inside the Mind of a Stock Market Crash 0 0 0 24 1 4 12 67
Inside the Mind of a Stock Market Crash 0 0 0 11 0 2 6 34
Inside the Mind of a Stock Market Crash 0 0 0 15 1 1 18 90
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 2 38 0 2 11 116
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 0 12 145
Investor Beliefs and Expectation Formation 0 0 4 4 3 5 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 1 1 1 1
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 11 1 1 16 23
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 0 1 1 1 1
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 0 1 17 24
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 1 2 10 10 2 5 46 46
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 5 5 5 5 4 4 4 4
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 1 3 20 275
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 1 2 13 82
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 1 58 1 2 22 173
Recent Developments in Financial Risk and the Real Economy 0 0 2 15 0 0 15 39
Risk Preferences Implied by Synthetic Options 0 0 1 9 0 0 8 24
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 1 217 1 3 15 671
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 1 8 55 498
Taming the Factor Zoo: A Test of New Factors 0 0 2 37 0 2 30 153
Test Assets and Weak Factors 0 0 0 8 0 1 14 57
Test Assets and Weak Factors 0 1 2 20 3 9 25 69
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 8 16 47 47
The Economics of Biodiversity Loss 0 1 7 18 2 9 59 100
The Economics of Biodiversity Loss 1 1 3 7 1 2 15 29
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 24 533
The Price of Variance Risk 1 1 1 33 3 7 23 139
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 60 2 4 13 118
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 22 1 2 23 149
Very Long Run Discount Rates 0 0 0 20 0 1 18 139
Very Long-Run Discount Rates 1 1 2 29 1 2 21 245
Very long-run discount rates 0 0 0 49 1 1 49 254
What Drives Booms and Busts in Value? 0 2 3 30 2 4 29 69
Total Working Papers 10 20 127 3,482 97 243 1,804 13,349

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 1 4 60 3 8 36 334
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 2 27 1 2 27 153
Asset Pricing with Omitted Factors 0 3 16 186 2 16 76 614
Biodiversity risk 1 11 19 19 13 43 76 76
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 1 2 28 1 4 47 143
Climate Finance 0 8 40 120 9 38 169 420
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 0 8 4 4 11 35
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 0 3 14 169
Editor's Choice Very Long-Run Discount Rates 1 2 3 89 1 3 16 438
Equity Term Structures without Dividend Strips Data 0 0 4 5 2 6 30 41
Excess Volatility: Beyond Discount Rates 0 0 1 33 0 0 17 184
Factor Models, Machine Learning, and Asset Pricing 0 2 27 127 7 30 163 432
Five Facts about Beliefs and Portfolios 2 2 7 98 2 6 37 347
Forced Sales and House Prices 0 0 0 142 1 3 33 776
Four facts about ESG beliefs and investor portfolios 0 1 5 14 6 8 56 81
Hard Times 0 0 0 5 0 4 12 96
Hedging Climate Change News 4 18 45 758 12 56 231 2,353
Hedging macroeconomic and financial uncertainty and volatility 0 0 3 29 6 12 27 122
Intangible capital, relative asset shortages and bubbles 0 0 1 48 0 1 13 264
Nature Loss and Climate Change: The Twin-Crises Multiplier 1 1 2 2 3 3 19 20
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 0 1 2 2
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 0 16 57
Systemic risk and the macroeconomy: An empirical evaluation 0 0 9 364 3 8 65 1,203
Taming the Factor Zoo: A Test of New Factors 1 1 6 55 10 38 111 431
Test Assets and Weak Factors 0 1 10 17 2 17 73 102
The collateral rule: Evidence from the credit default swap market 0 0 0 4 1 1 9 37
The effect of climate risks on the interactions between financial markets and energy companies 0 1 11 192 1 5 35 405
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 1 15 0 1 16 47
The price of variance risk 0 0 2 131 9 10 32 453
Thousands of Alpha Tests 0 0 1 14 3 5 22 69
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 46 2 4 35 228
Total Journal Articles 11 53 223 2,729 104 341 1,569 10,370

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 1 1 1
Thousands of Alpha Tests 0 0 0 0 0 2 19 82
Total Chapters 0 0 0 0 1 3 20 83

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Statistics updated 2026-09-10