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 2 12 61 14 90 258 518
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 1 3 6 144
Correlation Risk, Strings and Asset Prices 0 0 0 27 1 6 18 83
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices 0 0 0 6 0 0 7 29
Dynamics of Asset Demands with Confidence Heterogeneity 0 0 0 3 2 3 10 19
Expected Correlation and Future Market Returns 0 0 2 47 0 4 17 111
Financial Innovation and Asset Prices 0 0 0 35 0 3 9 45
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 78 1 4 23 328
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 3 8 60
Non-Standard Errors 0 0 0 27 0 5 21 168
Non-Standard Errors 0 0 0 44 5 11 43 481
Nonstandard Errors 0 0 1 4 1 5 24 44
Nonstandard errors 0 0 1 12 0 8 34 79
Sentimental Recovery 0 0 0 29 0 3 11 66
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 1 4 12 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 0 2 13 121
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 6 12 224
Value and Values Discovery in Earnings Calls 2 5 25 58 5 20 95 182
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 2 9 62
Total Working Papers 2 7 44 618 31 182 630 2,842
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 4 9 28
Carbon Tail Risk 3 14 48 293 9 58 153 729
Cross-section without factors: a string model for expected returns 1 1 1 1 1 6 10 13
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 1 1 0 2 7 13
Firm‐Level Climate Change Exposure 6 11 25 106 45 89 231 503
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 1 4 11 26 5 14 37 68
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 1 2 39 0 11 25 167
Measuring Equity Risk with Option-implied Correlations 0 2 3 63 1 6 21 206
Non-myopic betas 0 0 1 18 1 3 8 197
Nonstandard Errors 0 2 7 44 0 9 53 176
Pricing Climate Change Exposure 1 7 16 42 3 22 66 123
The Price of Correlation Risk: Evidence from Equity Options 0 2 5 232 5 14 28 708
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 2 8 18 249
Total Journal Articles 12 44 120 891 72 246 666 3,180

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Statistics updated 2026-06-04