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 1 10 62 8 40 264 544
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs 0 0 0 46 0 2 7 145
Correlation Risk, Strings and Asset Prices 0 0 0 27 0 1 16 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 0 2 9 19
Expected Correlation and Future Market Returns 0 0 2 47 0 0 17 111
Financial Innovation and Asset Prices 0 0 0 35 0 0 9 45
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 0 78 0 2 22 329
Investor Sophistication and Portfolio Dynamics 0 0 1 24 0 0 8 60
Non-Standard Errors 0 0 0 27 0 3 20 171
Non-Standard Errors 0 0 0 44 1 8 44 484
Nonstandard Errors 0 0 1 4 2 4 27 47
Nonstandard errors 0 0 1 12 1 3 31 82
Sentimental Recovery 0 0 0 29 0 0 11 66
The Implications of Financial Innovation for Capital Markets and Household Welfare 0 0 0 28 0 1 10 78
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis 0 0 1 53 1 1 12 122
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis 0 0 0 25 0 0 12 224
Value and Values Discovery in Earnings Calls 0 3 20 59 4 15 87 192
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets 0 0 0 11 0 0 9 62
Total Working Papers 1 4 36 620 17 82 622 2,893
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 2 2 10 30
Carbon Tail Risk 5 10 44 300 15 40 161 760
Cross-section without factors: a string model for expected returns 0 1 1 1 0 1 9 13
Dispersion of Beliefs Bounds: Sentimental Recovery 0 0 0 1 0 0 6 13
Firm‐Level Climate Change Exposure 0 8 25 108 22 121 294 579
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks 0 1 11 26 2 12 42 75
Improving Portfolio Selection Using Option-Implied Volatility and Skewness 0 0 1 39 0 2 26 169
Measuring Equity Risk with Option-implied Correlations 0 1 4 64 0 3 22 208
Non-myopic betas 0 0 1 18 0 1 8 197
Nonstandard Errors 1 2 8 46 5 9 53 185
Pricing Climate Change Exposure 0 2 16 43 4 11 73 131
The Price of Correlation Risk: Evidence from Equity Options 0 3 8 235 5 19 41 722
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis 0 0 0 22 0 2 16 249
Total Journal Articles 6 28 119 907 55 223 761 3,331

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Statistics updated 2026-08-07