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 14 32 94
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 2 4 7 388
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 1 5 10 142
An Intertemporal CAPM with stochastic volatility 0 0 0 13 1 9 11 155
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 2 8 13 117
Asset pricing in the frequency domain: theory and empirics 0 1 1 29 0 2 8 135
Biodiversity Risk 0 0 2 142 2 18 45 411
Biodiversity Risk 0 1 1 1 1 7 11 12
Biodiversity Risk 0 1 8 59 2 32 73 137
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 3 6 231
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 23 1 9 16 191
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 3 11 20 163
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 55 2 10 13 140
Climate Finance 0 0 0 25 1 4 9 72
Climate Finance 1 1 4 56 3 7 17 145
Climate Finance 0 0 4 72 0 14 40 278
Climate Transition Risks and the Energy Sector 0 0 4 7 1 9 19 24
Climate Transition Risks and the Energy Sector 0 0 8 9 0 9 18 21
Contractionary Volatility or Volatile Contractions? 0 0 1 26 1 5 7 81
Credit default swap spreads and systemic financial risk 0 0 0 0 0 6 10 134
Credit default swap spreads and systemic financial risk 0 1 4 96 1 4 19 326
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 1 1 2 22 2 5 8 52
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 1 5 1 11 17 33
Equity Term Structures without Dividend Strips Data 0 0 1 16 4 11 15 39
Excess Volatility: Beyond Discount Rates 0 0 0 22 1 4 6 93
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 0 0 16 2 15 19 44
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 4 342
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 204 0 8 11 668
Five Facts About Beliefs and Portfolios 0 0 0 32 1 7 9 222
Five Facts about Beliefs and Portfolios 0 0 0 44 0 9 13 201
Five facts about beliefs and portfolios 0 0 0 15 1 5 8 182
Forced Sales and House Prices 0 0 1 46 5 92 100 394
Forced Sales and House Prices 0 0 0 184 0 6 11 740
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 3 10 22 89
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 1 7 9 63
Hard Times 0 0 0 23 0 4 11 171
Hard Times 0 0 0 78 1 7 11 376
Hedging Climate Change News 0 0 1 43 2 7 14 199
Hedging Climate Change News 0 0 2 91 11 21 26 298
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 2 7 9 98
Hedging climate change news 1 2 8 115 4 18 47 420
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 1 4 9 38
Inference on Risk Premia in the Presence of Omitted Factors 0 0 1 59 2 33 40 177
Inside the Mind of a Stock Market Crash 0 0 0 11 0 3 4 31
Inside the Mind of a Stock Market Crash 0 0 0 24 1 4 7 60
Inside the Mind of a Stock Market Crash 0 0 1 46 1 4 8 91
Inside the Mind of a Stock Market Crash 0 0 0 15 0 10 14 85
Intangible Capital, Relative Asset Shortages and Bubbles 0 1 2 38 0 3 6 111
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 3 10 141
Investor Beliefs and Expectation Formation 0 2 4 4 2 10 19 19
Learning and the Emergence of Nonlinearity in Financial Markets 3 6 6 6 2 7 7 7
Nature Loss and Climate Change: The Twin-Crises Multiplier 1 1 6 11 1 8 13 17
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 6 1 7 12 17
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 2 7 7 6 19 27 27
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 0 6 14 266
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 6 9 77
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 22 2 3 7 63
No-Bubble Condition: Model-free Tests in Housing Markets 0 0 0 57 4 10 11 162
Recent Developments in Financial Risk and the Real Economy 0 1 1 14 0 5 10 33
Risk Preferences Implied by Synthetic Options 0 0 1 9 1 4 8 22
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 3 216 0 5 12 663
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 8 24 41 475
Taming the Factor Zoo: A Test of New Factors 0 0 2 35 5 13 25 142
Test Assets and Weak Factors 0 0 0 8 1 9 19 54
Test Assets and Weak Factors 0 0 3 19 0 6 13 54
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 6 13 16 16
The Economics of Biodiversity Loss 4 6 9 17 8 21 49 78
The Economics of Biodiversity Loss 0 0 4 5 0 6 17 23
The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns 0 4 4 4 2 4 4 4
The Performance of Italian Family Firms 1 1 2 159 2 11 15 523
The Price of Variance Risk 0 0 0 32 2 4 11 127
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 58 0 5 8 110
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 21 1 7 15 136
Very Long Run Discount Rates 0 0 1 20 2 8 12 132
Very Long-Run Discount Rates 0 1 1 28 0 6 12 234
Very long-run discount rates 0 0 0 49 6 38 47 247
What Drives Booms and Busts in Value? 0 1 6 28 0 9 29 58
Total Working Papers 12 34 138 3,435 136 786 1,354 12,641

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 0 4 18 313
Asset Pricing in the Frequency Domain: Theory and Empirics 0 1 3 27 0 15 20 145
Asset Pricing with Omitted Factors 0 2 20 182 5 19 68 573
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 4 26 5 20 44 127
Climate Finance 7 13 35 102 15 42 124 326
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 1 8 1 4 10 30
Editor's Choice No News Is News: Do Markets Underreact to Nothing? 0 0 1 68 1 5 9 164
Editor's Choice Very Long-Run Discount Rates 0 0 1 87 2 7 19 434
Equity Term Structures without Dividend Strips Data 1 3 4 5 3 13 22 29
Excess Volatility: Beyond Discount Rates 0 0 2 33 2 5 21 177
Factor Models, Machine Learning, and Asset Pricing 3 5 19 110 16 57 101 344
Five Facts about Beliefs and Portfolios 1 1 7 94 4 16 36 334
Forced Sales and House Prices 0 0 0 142 1 9 16 755
Four facts about ESG beliefs and investor portfolios 0 0 9 13 5 18 49 59
Hard Times 0 0 0 5 3 5 9 91
Hedging Climate Change News 4 7 46 732 26 59 240 2,244
Hedging macroeconomic and financial uncertainty and volatility 1 2 3 28 2 8 13 106
Intangible capital, relative asset shortages and bubbles 0 0 1 48 1 8 14 262
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 0 1 9 12 12
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 9 37 43 234
Reply to “Rational Bubbles in UK Housing Markets” 0 0 0 3 4 11 17 55
Systemic risk and the macroeconomy: An empirical evaluation 3 3 9 362 10 21 50 1,176
Taming the Factor Zoo: A Test of New Factors 0 0 6 52 4 20 71 355
Test Assets and Weak Factors 5 6 13 14 12 29 55 66
The collateral rule: Evidence from the credit default swap market 0 0 0 4 1 4 7 33
The effect of climate risks on the interactions between financial markets and energy companies 0 5 13 187 2 18 49 394
The joint dynamics of investor beliefs and trading during the COVID-19 crash 0 0 0 14 2 5 11 42
The price of variance risk 1 1 2 130 3 12 21 437
Thousands of Alpha Tests 1 1 2 14 2 8 17 61
Uncertainty Shocks as Second-Moment News Shocks 0 0 4 46 0 20 40 218
Total Journal Articles 27 50 208 2,616 142 508 1,226 9,596

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 4 9 70
Total Chapters 0 0 0 0 0 4 9 70

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Statistics updated 2026-03-04