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 0 2 32 101
An Intertemporal CAPM with Stochastic Volatility 0 0 0 70 0 0 13 145
An Intertemporal CAPM with Stochastic Volatility 0 0 0 123 0 0 8 390
An Intertemporal CAPM with stochastic volatility 0 1 1 14 0 1 14 158
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 0 34 1 3 15 123
Asset pricing in the frequency domain: theory and empirics 0 0 1 29 0 0 9 137
Biodiversity Risk 0 1 3 143 1 3 44 422
Biodiversity Risk 0 1 2 2 1 4 16 17
Biodiversity Risk 0 0 6 59 1 5 72 150
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 63 0 0 23 168
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 0 68 0 1 17 243
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 1 56 1 2 17 145
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 0 1 24 1 1 24 201
Climate Finance 0 0 1 26 0 1 13 77
Climate Finance 0 0 3 57 0 12 29 162
Climate Finance 0 3 8 78 1 15 55 301
Climate Transition Risks and the Energy Sector 0 0 0 0 0 1 1 1
Climate Transition Risks and the Energy Sector 0 0 1 9 0 0 16 23
Climate Transition Risks and the Energy Sector 0 1 1 8 2 5 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 0 0 1 2 16 142
Credit default swap spreads and systemic financial risk 0 1 3 97 1 7 23 337
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data 0 0 2 22 0 0 13 58
Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data 0 0 0 5 0 1 20 38
Equity Term Structures without Dividend Strips Data 0 0 1 16 1 4 21 46
Excess Volatility: Beyond Discount Rates 0 0 0 22 0 1 12 99
FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS 0 1 1 17 1 2 28 54
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
Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods 0 0 0 99 1 3 9 347
Five Facts About Beliefs and Portfolios 0 0 0 32 0 3 13 227
Five Facts about Beliefs and Portfolios 0 0 0 44 1 3 19 210
Five facts about beliefs and portfolios 0 0 0 15 0 2 12 186
Forced Sales and House Prices 0 0 0 46 2 2 111 408
Forced Sales and House Prices 0 0 0 184 0 5 25 756
Four Facts About ESG Beliefs and Investor Portfolios 0 0 2 63 2 3 27 100
Four Facts about ESG Beliefs and Investor Portfolios 0 0 1 12 0 0 10 64
Hard Times 0 0 0 78 0 1 17 382
Hard Times 0 0 0 23 0 1 13 174
Hedging Climate Change News 0 1 2 44 4 10 26 213
Hedging Climate Change News 0 0 2 92 1 8 37 312
Hedging Macroeconomic and Financial Uncertainty and Volatility 0 0 0 23 0 3 15 105
Hedging climate change news 0 0 6 116 1 8 55 438
Hedging macroeconomic and financial uncertainty and volatility 0 0 0 10 0 0 10 41
Inference on Risk Premia in the Presence of Omitted Factors 0 1 3 61 0 4 44 184
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 0 17 89
Inside the Mind of a Stock Market Crash 0 0 0 24 1 4 11 66
Inside the Mind of a Stock Market Crash 0 0 0 11 2 2 6 34
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 2 38 1 2 11 116
Intangible Capital, Relative Asset Shortages and Bubbles 0 0 0 28 0 1 13 145
Investor Beliefs and Expectation Formation 0 0 4 4 1 5 28 28
Learning and the Emergence of Nonlinearity in Financial Markets 0 0 0 0 0 0 0 0
Learning and the Emergence of Nonlinearity in Financial Markets 0 0 7 7 0 1 13 13
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 11 0 0 15 22
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 6 1 3 17 24
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 0 0 0 0 0 0
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 0 0 0 0 0 0 0 0
Nature and Biodiversity Loss: A Research Agenda for Financial Economics 1 1 9 9 1 10 44 44
No News is News: Do Markets Underreact to Nothing? 0 0 2 43 1 3 20 274
No-Bubble Condition: Model-Free Tests in Housing Markets 0 0 0 20 0 1 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 0 1 58 0 3 21 172
Recent Developments in Financial Risk and the Real Economy 0 0 2 15 0 1 15 39
Risk Preferences Implied by Synthetic Options 0 0 1 9 0 0 9 24
Systemic Risk and the Macroeconomy: An Empirical Evaluation 0 0 3 217 2 3 16 670
Taming the Factor Zoo: A Test of New Factors 0 1 2 37 0 3 30 153
Taming the Factor Zoo: A Test of New Factors 0 0 0 105 5 9 56 497
Test Assets and Weak Factors 0 1 2 20 2 6 23 66
Test Assets and Weak Factors 0 0 0 8 0 1 15 57
The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options 0 0 10 10 5 12 39 39
The Economics of Biodiversity Loss 0 1 4 6 1 2 17 28
The Economics of Biodiversity Loss 0 1 7 18 3 8 58 98
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 6 10 24 533
The Price of Variance Risk 0 0 0 32 0 6 20 136
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 60 1 2 11 116
Uncertainty Shocks as Second-Moment News Shocks 0 0 2 22 1 3 23 148
Very Long Run Discount Rates 0 0 0 20 0 2 18 139
Very Long-Run Discount Rates 0 0 1 28 0 4 20 244
Very long-run discount rates 0 0 0 49 0 0 48 253
What Drives Booms and Busts in Value? 0 2 4 30 0 3 29 67
Total Working Papers 1 19 125 3,472 59 240 1,758 13,252

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 2 4 60 3 8 35 331
Asset Pricing in the Frequency Domain: Theory and Empirics 0 0 2 27 1 2 26 152
Asset Pricing with Omitted Factors 3 3 16 186 7 19 79 612
Biodiversity risk 4 11 18 18 17 40 63 63
Climate Change and Long-Run Discount Rates: Evidence from Real Estate 0 1 2 27 3 5 50 142
Climate Finance 3 11 43 120 9 52 166 411
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 0 3 14 169
Editor's Choice Very Long-Run Discount Rates 1 1 2 88 1 2 15 437
Equity Term Structures without Dividend Strips Data 0 0 4 5 1 7 29 39
Excess Volatility: Beyond Discount Rates 0 0 1 33 0 0 20 184
Factor Models, Machine Learning, and Asset Pricing 0 5 28 127 6 35 161 425
Five Facts about Beliefs and Portfolios 0 2 6 96 3 6 37 345
Forced Sales and House Prices 0 0 0 142 0 6 32 775
Four facts about ESG beliefs and investor portfolios 1 1 5 14 1 3 50 75
Hard Times 0 0 0 5 4 5 12 96
Hedging Climate Change News 7 17 45 754 23 62 238 2,341
Hedging macroeconomic and financial uncertainty and volatility 0 1 4 29 0 7 23 116
Intangible capital, relative asset shortages and bubbles 0 0 1 48 1 1 13 264
Nature Loss and Climate Change: The Twin-Crises Multiplier 0 0 1 1 0 1 16 17
No‐Bubble Condition: Model‐Free Tests in Housing Markets 0 0 0 22 1 4 44 238
Recent Developments in Financial Risk and the Real Economy 0 0 0 0 1 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 1 10 364 2 10 67 1,200
Taming the Factor Zoo: A Test of New Factors 0 0 5 54 14 39 107 421
Test Assets and Weak Factors 0 1 11 17 6 19 72 100
The collateral rule: Evidence from the credit default swap market 0 0 0 4 0 0 8 36
The effect of climate risks on the interactions between financial markets and energy companies 1 4 12 192 2 9 35 404
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 0 3 25 444
Thousands of Alpha Tests 0 0 1 14 2 3 21 66
Uncertainty Shocks as Second-Moment News Shocks 0 0 1 46 2 3 36 226
Total Journal Articles 20 61 226 2,718 110 357 1,536 10,266

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 0 0 0 0
Thousands of Alpha Tests 0 0 0 0 1 6 20 82
Total Chapters 0 0 0 0 1 6 20 82

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Statistics updated 2026-08-07