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 4 8 24 77
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 1 1 4 383
An Intertemporal CAPM with Stochastic Volatility 0 0 1 70 1 5 9 137
An Intertemporal CAPM with stochastic volatility 0 0 1 13 2 2 4 146
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 0 0 4 108
Asset pricing in the frequency domain: theory and empirics 0 0 0 28 4 5 6 133
Biodiversity Risk 0 1 3 54 7 15 39 93
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 23 1 4 12 181
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 0 0 3 128
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 62 3 4 8 149
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 0 2 226
Climate Finance 0 0 0 25 1 1 4 65
Climate Finance 0 1 3 55 1 3 15 136
Climate Finance 0 1 4 71 7 12 30 258
Climate Transition Risks and the Energy Sector 0 0 7 7 1 2 14 14
Contractionary Volatility or Volatile Contractions? 0 0 3 26 1 1 5 76
Credit default swap spreads and systemic financial risk 1 1 3 95 2 3 13 317
Credit default swap spreads and systemic financial risk 0 0 0 0 0 1 4 127
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 1 2 21 0 1 4 46
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 0 1 5 19
Equity Term Structures without Dividend Strips Data 0 0 0 15 2 2 4 27
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 1 3 88
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 1 1 3 659
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
Five Facts About Beliefs and Portfolios 0 0 0 32 0 1 4 215
Five Facts about Beliefs and Portfolios 0 0 0 44 0 1 8 192
Five facts about beliefs and portfolios 0 0 0 15 1 3 6 177
Forced Sales and House Prices 0 0 1 46 0 0 4 297
Forced Sales and House Prices 0 0 0 184 1 1 7 732
Four Facts About ESG Beliefs and Investor Portfolios 1 1 2 62 2 3 20 76
Hard Times 0 0 0 78 1 2 2 367
Hard Times 0 0 0 23 3 4 10 165
Hedging Climate Change News 0 1 2 43 0 3 14 190
Hedging Climate Change News 0 1 2 91 0 1 9 276
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 1 3 91
Hedging climate change news 1 1 5 111 5 8 36 391
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 3 7 34
Inference on Risk Premia in the Presence of Omitted Factors 0 0 0 58 0 2 7 142
Inside the Mind of a Stock Market Crash 0 0 0 11 0 0 2 28
Inside the Mind of a Stock Market Crash 0 0 0 24 0 0 3 55
Inside the Mind of a Stock Market Crash 0 0 0 15 1 1 4 73
Inside the Mind of a Stock Market Crash 0 0 0 45 2 3 4 86
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 1 6 7 138
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 36 0 0 0 105
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 6 6 1 1 8 8
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 3 3 3 3 2 2 2 2
No News is News: Do Markets Underreact to Nothing? 0 0 0 41 0 1 4 255
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 0 1 69
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 1 1 4 60
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 1 1 2 152
Recent Developments in Financial Risk and the Real Economy 0 0 0 13 2 3 4 27
Risk Preferences Implied by Synthetic Options 0 1 3 9 0 2 6 17
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 2 3 216 0 4 8 658
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 5 8 19 449
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 2 3 12 126
Test Assets and Weak Factors 0 0 3 18 2 3 6 46
Test Assets and Weak Factors 0 0 1 8 0 1 12 43
The Economics of Biodiversity Loss 0 0 6 11 5 9 34 49
The Performance of Italian Family Firms 0 0 2 158 0 1 3 510
The Price of Variance Risk 0 0 0 32 2 2 2 118
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 58 0 0 3 105
Uncertainty Shocks as Second-Moment News Shocks 0 0 0 20 1 2 11 127
Very Long Run Discount Rates 0 0 1 20 1 1 5 122
Very Long-Run Discount Rates 0 0 0 27 0 1 4 225
Very long-run discount rates 0 0 1 49 1 1 11 206
What Drives Booms and Busts in Value? 0 1 6 27 2 7 20 45
Total Working Papers 6 16 83 3,176 84 170 557 11,180

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 3 58 2 5 8 301
Asset Pricing in the Frequency Domain: Theory and Empirics 1 1 2 26 2 4 7 130
Asset Pricing with Omitted Factors 4 7 21 177 6 15 56 548
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 10 26 4 10 27 102
Climate Finance 2 7 30 84 12 28 108 273
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 0 67 1 1 2 156
Editor's Choice Very Long-Run Discount Rates 0 0 7 86 1 2 24 424
Excess Volatility: Beyond Discount Rates 0 1 3 33 3 7 18 171
Five Facts about Beliefs and Portfolios 1 2 6 92 1 3 18 311
Forced Sales and House Prices 0 0 0 142 0 0 6 743
Hard Times 0 0 0 5 1 1 6 85
Hedging Climate Change News 4 13 81 722 20 60 287 2,163
Hedging macroeconomic and financial uncertainty and volatility 0 1 3 26 2 4 9 97
Intangible capital, relative asset shortages and bubbles 0 0 0 47 1 2 6 253
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 1 6 195
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 2 2 6 43
Systemic risk and the macroeconomy: An empirical evaluation 0 3 7 357 2 12 28 1,145
Taming the Factor Zoo: A Test of New Factors 1 1 8 50 9 17 61 331
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 0 14 0 2 3 33
The price of variance risk 0 0 2 129 0 2 9 421
Thousands of Alpha Tests 0 0 1 13 3 6 8 51
Uncertainty Shocks as Second-Moment News Shocks 0 0 4 45 1 5 22 195
Total Journal Articles 14 39 188 2,224 73 189 725 8,171

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 3 4 5 66
Total Chapters 0 0 0 0 3 4 5 66

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Statistics updated 2025-11-08