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	1	9	49	49	12	71	260	260
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	0	0	2	65
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	0	6	0	1	2	22
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	0	3	0	0	2	9
Expected Correlation and Future Market Returns	0	0	1	45	1	2	6	94
Financial Innovation and Asset Prices	0	0	1	35	0	0	3	36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	2	77	3	4	11	305
Investor Sophistication and Portfolio Dynamics	0	0	2	23	0	1	4	52
Non-Standard Errors	0	0	3	27	2	4	30	147
Non-Standard Errors	0	2	3	44	0	6	46	438
Nonstandard Errors	1	1	3	3	1	6	20	20
Nonstandard errors	0	0	8	11	1	2	40	45
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	0	0	2	66
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	0	0	0	52	0	2	6	108
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	0	7	20	33	5	23	58	87
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	0	1	1	53
Total Working Papers	2	19	96	574	25	125	500	2,212

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	1	4	0	0	2	19
Carbon Tail Risk	3	8	31	245	10	22	94	576
Cross-section without factors: a string model for expected returns	0	0	0	0	0	1	3	3
Dispersion of Beliefs Bounds: Sentimental Recovery	0	0	0	0	0	4	6	6
Firm‐Level Climate Change Exposure	1	5	38	81	8	29	144	272
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	1	1	4	15	1	1	12	31
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	1	2	37	0	4	15	142
Measuring Equity Risk with Option-implied Correlations	0	1	5	60	0	1	15	185
Non-myopic betas	0	0	0	17	0	0	4	189
Nonstandard Errors	1	6	33	37	5	17	118	123
Pricing Climate Change Exposure	1	3	20	26	2	9	46	57
The Price of Correlation Risk: Evidence from Equity Options	1	1	2	227	1	2	5	680
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	2	22	0	1	6	231
Total Journal Articles	8	26	138	771	27	91	470	2,514

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Statistics updated 2025-06-06