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 4 49 49 10 44 270 270
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 1 1 138
Correlation Risk, Strings and Asset Prices 0 0 1 27 1 1 3 66
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 0 2 22
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 1 3 10
Expected Correlation and Future Market Returns 0 0 1 45 0 1 4 94
Financial Innovation and Asset Prices 0 0 1 35 0 0 3 36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 1 1 3 78 1 4 12 306
Investor Sophistication and Portfolio Dynamics 0 0 2 23 0 0 4 52
Non-Standard Errors 0 0 1 27 3 5 28 150
Non-Standard Errors 0 2 3 44 2 7 42 440
Nonstandard Errors 0 1 3 3 0 6 20 20
Nonstandard errors 0 0 5 11 2 3 33 47
Sentimental Recovery 0 0 1 29 0 1 2 55
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 2 28 2 2 4 68
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 1 2 7 109
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 0 4 212
Value and Values Discovery in Earnings Calls 2 4 21 35 8 19 59 95
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 1 53
Total Working Papers 3 12 93 577 31 97 502 2,243
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 1 4 0 0 2 19
Carbon Tail Risk 6 12 33 251 12 27 92 588
Cross-section without factors: a string model for expected returns 0 0 0 0 0 0 3 3
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 0 0 0 3 6 6
Firm‐Level Climate Change Exposure 0 3 37 81 2 21 138 274
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 0 1 4 15 1 2 13 32
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 1 1 3 38 1 3 15 143
Measuring Equity Risk with Option-implied Correlations 0 1 5 60 0 1 12 185
Non-myopic betas 0 0 0 17 0 0 4 189
Nonstandard Errors 1 7 29 38 4 17 107 127
Pricing Climate Change Exposure 1 3 19 27 1 5 41 58
The Price of Correlation Risk: Evidence from Equity Options 0 1 2 227 1 2 6 681
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 1 22 1 1 5 232
Total Journal Articles 9 29 134 780 23 82 444 2,537


Statistics updated 2025-07-04