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 1 4 53 53 12 32 292 292
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 0 1 138
Correlation Risk, Strings and Asset Prices 0 0 1 27 0 2 4 67
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 0 1 22
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 0 1 1 10
Expected Correlation and Future Market Returns 0 0 1 45 0 0 3 94
Financial Innovation and Asset Prices 0 0 1 35 0 0 3 36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 1 2 78 1 3 10 308
Investor Sophistication and Portfolio Dynamics 0 0 2 23 0 0 3 52
Non-Standard Errors 0 0 3 44 4 6 36 444
Non-Standard Errors 0 0 1 27 1 5 29 152
Nonstandard Errors 0 0 3 3 0 0 20 20
Nonstandard errors 0 0 3 11 1 7 31 52
Sentimental Recovery 0 0 0 29 0 0 1 55
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 1 28 0 2 3 68
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 0 52 0 2 6 110
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 1 1 5 213
Value and Values Discovery in Earnings Calls 3 9 24 42 12 30 68 117
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 1 53
Total Working Papers 4 14 95 588 32 91 518 2,303
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 1 3 20
Carbon Tail Risk 3 14 37 259 10 33 102 609
Cross-section without factors: a string model for expected returns 0 0 0 0 0 1 4 4
Dispersion of Beliefs Bounds: Sentimental Recovery 0 1 1 1 0 1 7 7
Firm‐Level Climate Change Exposure 1 3 34 84 7 20 135 292
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 0 0 4 15 3 5 15 36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 1 3 38 2 3 16 145
Measuring Equity Risk with Option-implied Correlations 0 0 5 60 0 1 10 186
Non-myopic betas 0 0 0 17 0 0 3 189
Nonstandard Errors 0 1 22 38 2 11 94 134
Pricing Climate Change Exposure 0 1 16 27 3 4 38 61
The Price of Correlation Risk: Evidence from Equity Options 0 0 2 227 0 1 5 681
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 1 22 0 2 6 233
Total Journal Articles 4 21 126 792 27 83 438 2,597


Statistics updated 2025-09-05