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 2 55 297 591
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 2 2 9 147
Correlation Risk, Strings and Asset Prices 0 0 0 27 1 1 17 84
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 1 1 7 0 2 9 31
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 1 10 20
Expected Correlation and Future Market Returns 0 0 2 47 2 4 21 115
Financial Innovation and Asset Prices 0 0 0 35 2 3 12 48
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 78 0 1 22 330
Investor Sophistication and Portfolio Dynamics 0 1 2 25 1 2 10 62
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-Standard Errors 0 1 1 45 0 2 39 485
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard errors 0 1 1 13 0 3 28 84
Sentimental Recovery 0 0 0 29 0 0 10 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 0 2 3 55 0 4 15 125
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 1 12 225
Value and Values Discovery in Earnings Calls 1 1 13 60 6 11 70 199
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 9 62
Total Working Papers 1 9 34 628 17 97 644 2,973
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 5 12 45 307 7 30 154 775
Cross-section without factors: a string model for expected returns 0 0 1 1 1 4 13 17
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 0 1 1 3 9 16
Firm‐Level Climate Change Exposure 5 9 31 117 18 52 306 609
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 1 1 12 27 2 5 42 78
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 39 1 2 26 171
Measuring Equity Risk with Option-implied Correlations 0 0 4 64 4 6 27 214
Non-myopic betas 0 0 0 18 0 0 7 197
Nonstandard Errors 0 1 7 46 5 16 58 196
Pricing Climate Change Exposure 2 3 18 46 4 12 77 139
The Price of Correlation Risk: Evidence from Equity Options 1 1 9 236 13 72 108 789
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 2 2 24 0 3 19 252
Total Journal Articles 14 29 130 930 56 207 856 3,483


Statistics updated 2026-10-11