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 13 61 37 103 256 504
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 3 5 143
Correlation Risk, Strings and Asset Prices 0 0 0 27 4 7 17 82
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 4 7 29
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 1 2 8 17
Expected Correlation and Future Market Returns 0 1 2 47 4 6 18 111
Financial Innovation and Asset Prices 0 0 0 35 3 4 9 45
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 2 7 25 327
Investor Sophistication and Portfolio Dynamics 0 0 1 24 2 3 8 60
Non-Standard Errors 0 0 0 27 2 5 23 168
Non-Standard Errors 0 0 0 44 5 10 38 476
Nonstandard Errors 0 0 2 4 2 5 24 43
Nonstandard errors 0 0 1 12 3 10 35 79
Sentimental Recovery 0 0 0 29 3 5 11 66
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 3 4 11 77
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 1 3 13 121
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 5 8 12 224
Value and Values Discovery in Earnings Calls 2 4 23 56 9 20 95 177
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 2 3 9 62
Total Working Papers 3 9 44 616 89 212 624 2,811
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 3 5 9 28
Carbon Tail Risk 4 13 48 290 23 56 154 720
Cross-section without factors: a string model for expected returns 0 0 0 0 3 6 9 12
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 1 1 2 3 7 13
Firm‐Level Climate Change Exposure 3 10 20 100 27 69 194 458
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 2 5 11 25 6 12 33 63
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 1 1 2 39 6 12 25 167
Measuring Equity Risk with Option-implied Correlations 1 2 3 63 3 6 20 205
Non-myopic betas 0 0 1 18 2 2 7 196
Nonstandard Errors 0 2 8 44 4 15 58 176
Pricing Climate Change Exposure 3 9 16 41 7 23 65 120
The Price of Correlation Risk: Evidence from Equity Options 0 3 6 232 5 14 24 703
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 4 7 16 247
Total Journal Articles 14 45 116 879 95 230 621 3,108

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Statistics updated 2026-05-06