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 1 6 35 101
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 1 8 390
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 0 2 13 145
An Intertemporal CAPM with stochastic volatility 1 1 1 14 1 2 14 158
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 1 3 14 122
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 0 1 9 137
Biodiversity Risk 0 1 3 143 0 7 43 421
Biodiversity Risk 0 1 2 2 1 3 15 16
Biodiversity Risk 0 0 6 59 2 5 73 149
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 0 2 24 168
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 9 17 243
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 1 24 0 7 24 200
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 1 56 0 2 16 144
Climate Finance 1 5 9 78 8 20 55 300
Climate Finance 0 0 1 26 1 3 13 77
Climate Finance 0 1 4 57 4 15 31 162
Climate Transition Risks and the Energy Sector 0 0 1 9 0 2 17 23
Climate Transition Risks and the Energy Sector 0 1 3 8 1 3 20 29
Contractionary Volatility or Volatile Contractions? 0 0 1 26 0 5 14 88
Credit default swap spreads and systemic financial risk 0 0 0 0 0 4 15 141
Credit default swap spreads and systemic financial risk 0 1 3 97 4 9 22 336
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 2 22 0 5 14 58
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 0 4 21 38
Equity Term Structures without Dividend Strips Data 0 0 1 16 2 6 20 45
Excess Volatility: Beyond Discount Rates 0 0 0 22 1 6 12 99
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 1 1 1 17 1 6 28 53
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 0 4 8 346
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 3 13 671
Five Facts About Beliefs and Portfolios 0 0 0 32 1 4 14 227
Five Facts about Beliefs and Portfolios 0 0 0 44 2 5 18 209
Five facts about beliefs and portfolios 0 0 0 15 1 4 12 186
Forced Sales and House Prices 0 0 0 184 2 14 25 756
Forced Sales and House Prices 0 0 0 46 0 9 109 406
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 0 8 27 98
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 0 1 10 64
Hard Times 0 0 0 23 1 3 13 174
Hard Times 0 0 0 78 0 5 17 382
Hedging Climate Change News 1 1 2 44 5 9 22 209
Hedging Climate Change News 0 0 2 92 6 11 37 311
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 6 15 105
Hedging climate change news 0 0 6 116 4 11 56 437
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 3 12 41
Inference on Risk Premia in the Presence of Omitted Factors 1 2 3 61 2 7 44 184
Inside the Mind of a Stock Market Crash 0 0 0 24 2 4 10 65
Inside the Mind of a Stock Market Crash 0 0 1 46 0 0 8 91
Inside the Mind of a Stock Market Crash 0 0 0 15 0 3 17 89
Inside the Mind of a Stock Market Crash 0 0 0 11 0 0 4 32
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 2 38 1 3 10 115
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 3 14 145
Investor Beliefs and Expectation Formation 0 0 4 4 1 5 27 27
Learning and the Emergence of Nonlinearity in Financial Markets 0 1 7 7 0 6 13 13
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 11 0 5 16 22
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 0 5 16 23
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 1 8 8 2 13 43 43
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 1 4 20 273
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 1 4 12 81
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 0 1 6 65
No-Bubble Condition: Model-free Tests in Housing Markets 0 1 1 58 1 8 21 172
Recent Developments in Financial Risk and the Real Economy 0 0 2 15 0 5 15 39
Risk Preferences Implied by Synthetic Options 0 0 1 9 0 1 9 24
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 3 217 0 4 14 668
Taming the Factor Zoo: A Test of New Factors 0 1 2 37 2 7 31 153
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 2 11 52 492
Test Assets and Weak Factors 0 0 0 8 1 3 16 57
Test Assets and Weak Factors 1 1 2 20 4 7 21 64
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 3 10 34 34
The Economics of Biodiversity Loss 1 1 7 18 4 15 56 95
The Economics of Biodiversity Loss 0 1 4 6 0 3 16 27
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 0 4 4 0 1 6 6
The Performance of Italian Family Firms 0 0 2 159 0 4 19 527
The Price of Variance Risk 0 0 0 32 4 7 20 136
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 22 0 6 23 147
Uncertainty Shocks as Second-Moment News Shocks 0 2 2 60 1 4 10 115
Very Long Run Discount Rates 0 0 0 20 1 6 18 139
Very Long-Run Discount Rates 0 0 1 28 1 8 21 244
Very long-run discount rates 0 0 0 49 0 4 48 253
What Drives Booms and Busts in Value? 2 2 4 30 2 7 29 67
Total Working Papers 9 28 130 3,471 86 422 1,734 13,192

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 4 60 2 11 32 328
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 2 27 0 4 25 151
Asset Pricing with Omitted Factors 0 0 17 183 7 20 79 605
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 2 27 0 6 47 139
Climate Finance 5 11 44 117 20 58 171 402
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 0 8 0 1 8 31
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 3 4 14 169
Editor's Choice Very Long-Run Discount Rates 0 0 1 87 1 1 17 436
Equity Term Structures without Dividend Strips Data 0 0 4 5 3 8 29 38
Excess Volatility: Beyond Discount Rates 0 0 2 33 0 3 23 184
Factor Models, Machine Learning, and Asset Pricing 2 10 29 127 17 48 159 419
Five Facts about Beliefs and Portfolios 0 2 6 96 1 7 35 342
Forced Sales and House Prices 0 0 0 142 2 20 34 775
Four facts about ESG beliefs and investor portfolios 0 0 6 13 1 8 54 74
Hard Times 0 0 0 5 0 1 9 92
Hedging Climate Change News 7 10 40 747 21 54 224 2,318
Hedging macroeconomic and financial uncertainty and volatility 0 1 4 29 6 8 23 116
Intangible capital, relative asset shortages and bubbles 0 0 1 48 0 1 12 263
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 1 0 4 17 17
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 0 3 44 237
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 0 1 17 57
Systemic risk and the macroeconomy: An empirical evaluation 0 1 10 364 3 18 65 1,198
Taming the Factor Zoo: A Test of New Factors 0 2 5 54 14 38 99 407
Test Assets and Weak Factors 1 2 12 17 9 23 70 94
The collateral rule: Evidence from the credit default swap market 0 0 0 4 0 2 8 36
The effect of climate risks on the interactions between financial markets and energy companies 0 3 11 191 2 7 34 402
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 1 1 15 1 5 16 47
The price of variance risk 0 0 2 131 1 4 26 444
Thousands of Alpha Tests 0 0 1 14 0 2 19 64
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 46 0 5 36 224
Total Journal Articles 16 46 207 2,684 114 375 1,446 10,109

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 1 9 20 81
Total Chapters 0 0 0 0 1 9 20 81

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10