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	4	28	57	50	74	224	368
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs	0	0	0	46	0	1	2	139
Correlation Risk, Strings and Asset Prices	0	0	0	27	1	4	6	71
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	0	6	0	3	4	25
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	0	3	2	2	3	12
Expected Correlation and Future Market Returns	0	1	2	46	3	8	11	102
Financial Innovation and Asset Prices	0	0	0	35	1	1	1	37
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	1	78	3	7	14	315
Investor Sophistication and Portfolio Dynamics	0	1	3	24	0	3	6	55
Non-Standard Errors	0	0	1	27	4	7	27	161
Non-Standard Errors	0	0	2	44	6	12	35	458
Nonstandard Errors	1	1	4	4	4	10	25	33
Nonstandard errors	0	0	1	12	3	7	28	63
Sentimental Recovery	0	0	0	29	3	3	5	59
The Implications of Financial Innovation for Capital Markets and Household Welfare	0	0	1	28	0	1	4	69
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	0	0	0	52	2	2	7	112
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	0	2	6	215
Value and Values Discovery in Earnings Calls	1	5	26	52	5	19	87	148
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	2	6	7	59
Total Working Papers	3	12	69	606	89	172	502	2,501

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	0	4	3	3	4	23
Carbon Tail Risk	4	12	41	274	9	26	107	647
Cross-section without factors: a string model for expected returns	0	0	0	0	0	2	4	6
Dispersion of Beliefs Bounds: Sentimental Recovery	0	0	1	1	0	1	7	8
Firm‐Level Climate Change Exposure	1	3	24	89	24	61	147	364
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	5	5	6	20	8	10	17	46
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	2	38	6	7	16	152
Measuring Equity Risk with Option-implied Correlations	0	0	5	60	2	7	15	194
Non-myopic betas	0	0	1	18	0	0	3	190
Nonstandard Errors	1	3	16	42	5	18	65	156
Pricing Climate Change Exposure	1	3	11	31	13	26	46	88
The Price of Correlation Risk: Evidence from Equity Options	0	1	3	228	2	5	9	686
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	0	22	4	7	12	240
Total Journal Articles	12	27	110	827	76	173	452	2,800

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Statistics updated 2026-01-09