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 1 67 4 9 36 99
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 2 4 13 145
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 1 4 8 390
An Intertemporal CAPM with stochastic volatility 0 0 0 13 1 3 13 157
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 1 5 16 120
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 1 2 9 137
Biodiversity Risk 0 0 1 1 0 2 12 13
Biodiversity Risk 0 0 2 142 5 10 49 419
Biodiversity Risk 0 0 8 59 1 10 81 145
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 2 8 25 168
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 1 5 15 143
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 1 1 1 24 7 10 25 200
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 8 11 16 242
Climate Finance 1 2 5 57 3 8 22 150
Climate Finance 2 3 7 75 6 8 48 286
Climate Finance 0 1 1 26 2 5 13 76
Climate Transition Risks and the Energy Sector 0 0 2 9 2 2 20 23
Climate Transition Risks and the Energy Sector 0 0 2 7 0 3 20 26
Contractionary Volatility or Volatile Contractions? 0 0 1 26 5 8 14 88
Credit default swap spreads and systemic financial risk 0 0 3 96 3 5 19 330
Credit default swap spreads and systemic financial risk 0 0 0 0 3 6 15 140
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 1 2 22 5 8 14 58
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 3 5 20 37
Equity Term Structures without Dividend Strips Data 0 0 1 16 3 7 18 42
Excess Volatility: Beyond Discount Rates 0 0 0 22 5 6 11 98
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 0 0 16 5 10 27 52
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 2 2 6 344
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 3 3 14 671
Five Facts About Beliefs and Portfolios 0 0 0 32 1 3 11 224
Five Facts about Beliefs and Portfolios 0 0 0 44 3 6 17 207
Five facts about beliefs and portfolios 0 0 0 15 2 3 10 184
Forced Sales and House Prices 0 0 0 46 9 17 109 406
Forced Sales and House Prices 0 0 0 184 9 11 21 751
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 7 11 30 97
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 1 2 10 64
Hard Times 0 0 0 78 4 6 16 381
Hard Times 0 0 0 23 2 2 12 173
Hedging Climate Change News 0 1 2 92 4 17 31 304
Hedging Climate Change News 0 0 1 43 3 6 17 203
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 3 6 13 102
Hedging climate change news 0 2 9 116 4 14 55 430
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 3 4 12 41
Inference on Risk Premia in the Presence of Omitted Factors 1 1 2 60 3 5 42 180
Inside the Mind of a Stock Market Crash 0 0 1 46 0 1 8 91
Inside the Mind of a Stock Market Crash 0 0 0 11 0 1 4 32
Inside the Mind of a Stock Market Crash 0 0 0 15 3 4 18 89
Inside the Mind of a Stock Market Crash 0 0 0 24 1 3 8 62
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 2 38 2 3 9 114
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 2 3 13 144
Investor Beliefs and Expectation Formation 0 0 4 4 1 6 23 23
Learning and the Emergence of Nonlinearity in Financial Markets 1 4 7 7 5 7 12 12
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 1 1 11 5 6 17 22
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 3 5 15 21
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 1 1 8 8 4 13 34 34
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 2 5 18 271
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 3 5 64
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 3 3 11 80
No-Bubble Condition: Model-free Tests in Housing Markets 1 1 1 58 5 11 18 169
Recent Developments in Financial Risk and the Real Economy 0 1 2 15 4 5 15 38
Risk Preferences Implied by Synthetic Options 0 0 1 9 1 3 10 24
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 1 4 217 3 4 14 667
Taming the Factor Zoo: A Test of New Factors 0 1 1 36 4 13 30 150
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 7 21 52 488
Test Assets and Weak Factors 0 0 3 19 3 6 19 60
Test Assets and Weak Factors 0 0 0 8 2 3 19 56
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 3 17 27 27
The Economics of Biodiversity Loss 0 0 3 5 2 3 17 26
The Economics of Biodiversity Loss 0 4 8 17 10 20 57 90
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 0 4 4 1 4 6 6
The Performance of Italian Family Firms 0 1 2 159 0 2 15 523
The Price of Variance Risk 0 0 0 32 1 5 14 130
Uncertainty Shocks as Second-Moment News Shocks 0 1 2 22 4 10 24 145
Uncertainty Shocks as Second-Moment News Shocks 2 2 4 60 3 4 12 114
Very Long Run Discount Rates 0 0 0 20 4 7 16 137
Very Long-Run Discount Rates 0 0 1 28 4 6 17 240
Very long-run discount rates 0 0 0 49 4 12 52 253
What Drives Booms and Busts in Value? 0 0 6 28 4 6 33 64
Total Working Papers 10 30 133 3,453 242 507 1,667 13,012

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 6 10 28 323
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 3 27 3 5 25 150
Asset Pricing with Omitted Factors 0 1 20 183 8 25 78 593
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 2 26 4 15 48 137
Climate Finance 3 14 41 109 15 48 148 359
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 0 8 0 1 9 30
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 1 3 11 166
Editor's Choice Very Long-Run Discount Rates 0 0 1 87 0 3 17 435
Equity Term Structures without Dividend Strips Data 0 1 4 5 2 6 25 32
Excess Volatility: Beyond Discount Rates 0 0 2 33 3 9 26 184
Factor Models, Machine Learning, and Asset Pricing 5 15 28 122 19 62 143 390
Five Facts about Beliefs and Portfolios 0 1 5 94 4 9 37 339
Forced Sales and House Prices 0 0 0 142 14 15 28 769
Four facts about ESG beliefs and investor portfolios 0 0 9 13 6 18 61 72
Hard Times 0 0 0 5 0 3 9 91
Hedging Climate Change News 0 9 42 737 15 61 240 2,279
Hedging macroeconomic and financial uncertainty and volatility 0 1 3 28 1 5 16 109
Intangible capital, relative asset shortages and bubbles 0 0 1 48 1 2 12 263
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 1 1 1 3 5 16 16
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 9 42 234
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 1 6 18 57
Systemic risk and the macroeconomy: An empirical evaluation 0 4 9 363 10 24 59 1,190
Taming the Factor Zoo: A Test of New Factors 2 2 7 54 13 31 83 382
Test Assets and Weak Factors 1 7 15 16 10 27 69 81
The collateral rule: Evidence from the credit default swap market 0 0 0 4 2 4 8 36
The effect of climate risks on the interactions between financial markets and energy companies 0 1 11 188 0 3 40 395
The joint dynamics of investor beliefs and trading during the COVID-19 crash 1 1 1 15 4 6 15 46
The price of variance risk 0 2 2 131 1 7 24 441
Thousands of Alpha Tests 0 1 2 14 1 4 19 63
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 46 4 5 41 223
Total Journal Articles 12 61 215 2,650 151 431 1,395 9,885

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 4 6 15 76
Total Chapters 0 0 0 0 4 6 15 76

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Statistics updated 2026-05-06