Access Statistics for Grigory Vilkov

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Anatomy of the VIX spike in August 2024	0	3	36	56	10	26	226	318
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs	0	0	0	46	1	1	2	139
Correlation Risk, Strings and Asset Prices	0	0	0	27	0	3	6	70
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	0	6	2	3	4	25
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	0	3	0	0	1	10
Expected Correlation and Future Market Returns	1	1	2	46	5	5	8	99
Financial Innovation and Asset Prices	0	0	1	35	0	0	2	36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	1	78	2	4	11	312
Investor Sophistication and Portfolio Dynamics	1	1	3	24	2	3	6	55
Non-Standard Errors	0	0	1	27	2	5	30	157
Non-Standard Errors	0	0	2	44	6	8	32	452
Nonstandard Errors	0	0	3	3	2	9	26	29
Nonstandard errors	0	1	2	12	3	8	28	60
Sentimental Recovery	0	0	0	29	0	1	2	56
The Implications of Financial Innovation for Capital Markets and Household Welfare	0	0	1	28	1	1	4	69
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	0	0	0	52	0	0	5	110
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	1	2	7	215
Value and Values Discovery in Earnings Calls	1	9	25	51	5	26	83	143
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	4	4	5	57
Total Working Papers	3	15	77	603	46	109	488	2,412

1 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric Volatility Risk: Evidence from Option Markets	0	0	0	4	0	0	2	20
Carbon Tail Risk	1	11	42	270	5	29	110	638
Cross-section without factors: a string model for expected returns	0	0	0	0	1	2	4	6
Dispersion of Beliefs Bounds: Sentimental Recovery	0	0	1	1	1	1	8	8
Firm‐Level Climate Change Exposure	1	4	23	88	22	48	131	340
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	0	0	2	15	2	2	12	38
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	2	38	0	1	10	146
Measuring Equity Risk with Option-implied Correlations	0	0	5	60	3	6	15	192
Non-myopic betas	0	1	1	18	0	1	4	190
Nonstandard Errors	0	3	17	41	3	17	69	151
Pricing Climate Change Exposure	2	3	12	30	9	14	37	75
The Price of Correlation Risk: Evidence from Equity Options	0	1	3	228	2	3	7	684
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	0	22	2	3	8	236
Total Journal Articles	4	23	108	815	50	127	417	2,724

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Statistics updated 2025-12-06