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 2 3 19 59 27 110 239 428
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 2 4 141
Correlation Risk, Strings and Asset Prices 0 0 0 27 2 7 12 77
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 4 4 8 29
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 6 7 16
Expected Correlation and Future Market Returns 1 1 2 47 2 8 15 107
Financial Innovation and Asset Prices 0 0 0 35 1 6 6 42
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 4 12 23 324
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 2 6 57
Non-Standard Errors 0 0 2 44 4 18 38 470
Non-Standard Errors 0 0 0 27 0 6 20 163
Nonstandard Errors 0 1 2 4 1 10 25 39
Nonstandard errors 0 0 1 12 2 11 28 71
Sentimental Recovery 0 0 0 29 2 7 9 63
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 1 5 8 74
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 1 1 53 1 9 13 119
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 2 3 6 218
Value and Values Discovery in Earnings Calls 1 2 27 53 5 19 98 162
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 1 3 8 60
Total Working Papers 4 8 56 611 61 248 573 2,660
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 1 4 5 24
Carbon Tail Risk 2 9 42 279 7 33 117 671
Cross-section without factors: a string model for expected returns 0 0 0 0 1 1 5 7
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 1 1 1 3 9 11
Firm‐Level Climate Change Exposure 5 7 19 95 25 74 171 414
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 2 7 8 22 3 16 24 54
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 2 38 1 10 18 156
Measuring Equity Risk with Option-implied Correlations 0 1 2 61 1 8 16 200
Non-myopic betas 0 0 1 18 0 4 5 194
Nonstandard Errors 0 1 11 42 6 16 61 167
Pricing Climate Change Exposure 3 5 12 35 4 26 53 101
The Price of Correlation Risk: Evidence from Equity Options 1 2 4 230 5 10 16 694
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 1 5 11 241
Total Journal Articles 13 32 102 847 56 210 511 2,934

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Statistics updated 2026-03-04