Access Statistics for Grigory Vilkov

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
Anatomy of the VIX spike in August 2024 0 1 9 62 45 71 297 589
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 1 7 145
Correlation Risk, Strings and Asset Prices 0 0 0 27 0 0 16 83
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 1 1 1 7 2 2 9 31
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 0 9 19
Expected Correlation and Future Market Returns 0 0 2 47 2 2 19 113
Financial Innovation and Asset Prices 0 0 0 35 1 1 10 46
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 78 1 2 22 330
Investor Sophistication and Portfolio Dynamics 1 1 2 25 1 1 9 61
Non-Standard Errors 1 1 1 45 1 4 41 485
Non-Standard Errors 1 1 1 28 2 5 21 173
Nonstandard Errors 0 0 1 4 1 4 28 48
Nonstandard errors 1 1 2 13 2 5 32 84
Sentimental Recovery 0 0 0 29 0 0 11 66
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 0 0 10 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 2 2 3 55 3 4 15 125
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 1 12 225
Value and Values Discovery in Earnings Calls 0 1 17 59 1 11 76 193
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 9 62
Total Working Papers 7 9 39 627 63 114 653 2,956
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
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 2 10 30
Carbon Tail Risk 2 9 43 302 8 39 159 768
Cross-section without factors: a string model for expected returns 0 0 1 1 3 3 12 16
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 0 1 2 2 8 15
Firm‐Level Climate Change Exposure 4 6 28 112 12 88 299 591
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 0 0 11 26 1 8 40 76
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 39 1 3 25 170
Measuring Equity Risk with Option-implied Correlations 0 1 4 64 2 4 24 210
Non-myopic betas 0 0 1 18 0 0 8 197
Nonstandard Errors 0 2 8 46 6 15 57 191
Pricing Climate Change Exposure 1 2 17 44 4 12 74 135
The Price of Correlation Risk: Evidence from Equity Options 0 3 8 235 54 68 95 776
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 2 2 2 24 3 3 19 252
Total Journal Articles 9 25 124 916 96 247 830 3,427


Statistics updated 2026-09-10