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	0	4	53	53	2	24	294	294
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	1	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	0	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	0	1	78	0	2	8	308
Investor Sophistication and Portfolio Dynamics	0	0	2	23	0	0	3	52
Non-Standard Errors	0	0	1	27	2	4	30	154
Non-Standard Errors	0	0	2	44	2	6	34	446
Nonstandard Errors	0	0	3	3	3	3	23	23
Nonstandard errors	1	1	2	12	4	9	28	56
Sentimental Recovery	0	0	0	29	1	1	2	56
The Implications of Financial Innovation for Capital Markets and Household Welfare	0	0	1	28	0	0	3	68
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	0	0	0	52	0	1	6	110
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	0	1	5	213
Value and Values Discovery in Earnings Calls	5	12	25	47	12	34	75	129
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	0	0	1	53
Total Working Papers	6	17	93	594	26	86	525	2,329

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	1	4	0	1	3	20
Carbon Tail Risk	3	11	39	262	12	33	105	621
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	2	5	30	86	11	29	131	303
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	0	0	4	15	0	4	14	36
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	3	38	0	2	14	145
Measuring Equity Risk with Option-implied Correlations	0	0	5	60	1	2	11	187
Non-myopic betas	1	1	1	18	1	1	4	190
Nonstandard Errors	1	1	23	39	4	11	88	138
Pricing Climate Change Exposure	1	1	17	28	1	4	38	62
The Price of Correlation Risk: Evidence from Equity Options	0	0	2	227	0	0	4	681
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	1	22	0	1	6	233
Total Journal Articles	8	20	127	800	30	90	429	2,627

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Statistics updated 2025-10-06