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	1	21	57	33	93	234	401
Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs	0	0	0	46	1	2	3	140
Correlation Risk, Strings and Asset Prices	0	0	0	27	4	5	10	75
Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices	0	0	0	6	0	2	4	25
Dynamics of Asset Demands with Confidence Heterogeneity	0	0	0	3	3	5	6	15
Expected Correlation and Future Market Returns	0	1	2	46	3	11	14	105
Financial Innovation and Asset Prices	0	0	0	35	4	5	5	41
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	1	78	5	10	19	320
Investor Sophistication and Portfolio Dynamics	0	1	1	24	2	4	6	57
Non-Standard Errors	0	0	0	27	2	8	24	163
Non-Standard Errors	0	0	2	44	8	20	40	466
Nonstandard Errors	0	1	2	4	5	11	24	38
Nonstandard errors	0	0	1	12	6	12	30	69
Sentimental Recovery	0	0	0	29	2	5	7	61
The Implications of Financial Innovation for Capital Markets and Household Welfare	0	0	0	28	4	5	7	73
The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis	1	1	1	53	6	8	12	118
The intended and unintended consequences of financial-market regulations: A general equilibrium analysis	0	0	0	25	1	2	6	216
Value and Values Discovery in Earnings Calls	0	2	26	52	9	19	96	157
Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets	0	0	0	11	0	6	7	59
Total Working Papers	1	7	57	607	98	233	554	2,599

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	0	3	4	23
Carbon Tail Risk	3	8	40	277	17	31	115	664
Cross-section without factors: a string model for expected returns	0	0	0	0	0	1	4	6
Dispersion of Beliefs Bounds: Sentimental Recovery	0	0	1	1	2	3	8	10
Firm‐Level Climate Change Exposure	1	3	17	90	25	71	153	389
Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks	0	5	6	20	5	15	21	51
Improving Portfolio Selection Using Option-Implied Volatility and Skewness	0	0	2	38	3	9	19	155
Measuring Equity Risk with Option-implied Correlations	1	1	4	61	5	10	18	199
Non-myopic betas	0	0	1	18	4	4	7	194
Nonstandard Errors	0	1	13	42	5	13	63	161
Pricing Climate Change Exposure	1	4	9	32	9	31	51	97
The Price of Correlation Risk: Evidence from Equity Options	1	1	3	229	3	7	11	689
The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis	0	0	0	22	0	6	11	240
Total Journal Articles	7	23	96	834	78	204	485	2,878

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Statistics updated 2026-02-12