Stefano Giglio : Citation Profile

Yale University

24

H index

32

i10 index

3110

Citations

RESEARCH PRODUCTION:

30

Articles

72

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 163
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 919.    Total self citations: 23 (0.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2026-05-02    RAS profile: 2026-01-09    
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Relations with other researchers

Works with:

Stroebel, Johannes (25)

Maggiori, Matteo (12)

Dew-Becker, Ian (7)

Xiu, Dacheng (7)

Wang, Olivier (5)

Kozak, Serhiy (2)

Feng, Guanhao (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano Giglio.

Is cited by:

GUPTA, RANGAN (34)

Baruník, Jozef (23)

Ji, Qiang (17)

Stroebel, Johannes (17)

Weber, Michael (17)

Eisenbach, Thomas (15)

Cepni, Oguzhan (15)

Pierdzioch, Christian (14)

Uribe, Jorge (14)

Shleifer, Andrei (13)

Chernov, Mikhail (13)

Cites to:

Campbell, John (53)

Stroebel, Johannes (22)

Barro, Robert (21)

Cochrane, John (17)

Hansen, Lars (16)

Shiller, Robert (14)

Shleifer, Andrei (13)

Diebold, Francis (13)

Bollerslev, Tim (13)

Epstein, Larry (12)

Maggiori, Matteo (12)

Main data

Where Stefano Giglio has published?

Journals with more than one article published# docs
The Review of Financial Studies5
Journal of Financial Economics5
Journal of Finance3
Annual Review of Financial Economics2
The Quarterly Journal of Economics2
Journal of Monetary Economics2
American Economic Review2
Econometrica2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc34
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
CESifo Working Paper Series / CESifo7
Scholarly Articles / Harvard University Department of Economics2
SocArXiv / Center for Open Science2
Working Paper Series / Federal Reserve Bank of Chicago2
Working Paper / Harvard University OpenScholar2

Recent works citing Stefano Giglio (2025 and 2024)

YearTitle of citing document
2025Decision rights, capital structure, and efficiency. (2025). Guillem, Ordez Calafi ; Allan, Hernndez Chanto ; Andrs, Fioriti. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4801.

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2025ESG Reporting and Systemic Risk: Evidence from European Markets. (2025). Filip, Radu Ion ; Cosoveanu, Georgiana ; Tigu, Gabriela ; Hurduzeu, Gheorghe ; Lupu, Iulia. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:869.

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2053Valuing Seawall Protection in the Wake of Hurricane Disaster: Difference-in-Difference Approach. (2015). Fan, Qin ; Davlasheridze, Meri. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205349.

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2025Municipal Finance and Biodiversity Conservation. (2025). Li, Tao ; Chen, Luoye ; Zhang, YI. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360756.

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2025Economic Damages from Climate Change to U.S. Populations: Integrating Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Griffiths, Charles ; Parthum, Bryan ; Rennels, Lisa ; Spink, Elizabeth ; Perla, Joseph ; Burns, Nshan ; Howerton, Michael ; Smith, David ; Kraynak, Daniel. In: National Center for Environmental Economics-NCEE Working Papers. RePEc:ags:nceewp:368258.

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2025Is Impact Investor Behavior Different ?. (2025). Hasse, Jean-Baptiste ; Lecourt, Christelle ; Hassan, Ali. In: AMSE Working Papers. RePEc:aim:wpaimx:2521.

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2026ESG Mutual Fund Attributes and Investor Behavior. (2026). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2026001.

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2025Model Uncertainty. (2025). Zimmermann, Florian ; Musolff, Robin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:369.

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2026Deep Learning, Predictability, and Optimal Portfolio Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2009.03394.

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2026Currency Network Risk. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2024). Zhang, Huacheng ; Lamoureux, Christopher G. In: Papers. RePEc:arx:papers:2104.12975.

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2024Do t-Statistic Hurdles Need to be Raised?. (2024). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275.

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2025Most claimed statistical findings in cross-sectional return predictability are likely true. (2025). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974.

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2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2026A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997.

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2026Decarbonization of financial markets: a mean-field game approach. (2023). Lavigne, Pierre ; Tankov, Peter. In: Papers. RePEc:arx:papers:2301.09163.

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2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?. (2024). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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2025The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511.

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2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2024Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI. In: Papers. RePEc:arx:papers:2401.05823.

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2024Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models. (2024). Ma, Yunshan ; Chua, Tat-Seng ; Ng, Ritchie. In: Papers. RePEc:arx:papers:2402.03659.

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2024Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165.

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2024High Dimensional Factor Analysis with Weak Factors. (2024). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2402.05789.

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2024End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture. (2024). Calliess, Jan-Peter ; Krause, Fabian. In: Papers. RePEc:arx:papers:2402.08233.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Ye, Junyi ; Gu, Jingyi ; Wang, Guiling ; Goswami, Bhaskar ; Uddin, Ajim. In: Papers. RePEc:arx:papers:2403.06779.

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2024Towards a representative social cost of carbon. (2024). Tol, Richard ; Dong, Jinchi ; Wang, Fangzhi. In: Papers. RePEc:arx:papers:2404.04989.

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2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Papers. RePEc:arx:papers:2404.08129.

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2024Empirical Crypto Asset Pricing. (2024). Baybutt, Adam. In: Papers. RePEc:arx:papers:2405.15716.

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2024Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics. (2024). Baybutt, Adam. In: Papers. RePEc:arx:papers:2405.15721.

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2024When can weak latent factors be statistically inferred?. (2024). Fan, Jianqing ; Yan, Yuling ; Zheng, Yuheng. In: Papers. RePEc:arx:papers:2407.03616.

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2025Global Balance and Systemic Risk in Financial Correlation Networks. (2024). Grassi, Rosanna ; Uberti, Pierpaolo ; Bartesaghi, Paolo ; Diaz-Diaz, Fernando. In: Papers. RePEc:arx:papers:2407.14272.

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2024Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis. (2024). Wang, Cong. In: Papers. RePEc:arx:papers:2408.09271.

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2024Betting Against (Bad) Beta. (2024). Herculano, Miguel C. In: Papers. RePEc:arx:papers:2409.00416.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2024Factors in Fashion: Factor Analysis towards the Mode. (2024). Tu, Yundong ; Sun, Zhe. In: Papers. RePEc:arx:papers:2409.19287.

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2024A Run on Fossil Fuel? Climate Change and Transition Risk. (2024). Barnett, Michael. In: Papers. RePEc:arx:papers:2410.00902.

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2024Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets. (2024). Yang, Yanrong ; Wu, Ruike ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2410.01826.

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2026Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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2025Multi-Task Dynamic Pricing in Credit Market with Contextual Information. (2024). Xu, Renyuan ; Ji, Jingwei ; Javanmard, Adel. In: Papers. RePEc:arx:papers:2410.14839.

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2024The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress. (2024). Westerhoff, Frank ; Radi, Davide. In: Papers. RePEc:arx:papers:2410.20379.

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2024International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628.

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2024Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong. In: Papers. RePEc:arx:papers:2411.03922.

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2025Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791.

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2024Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy. (2024). Zhang, Terry ; Yang, Yanrong ; Lu, Yonghe. In: Papers. RePEc:arx:papers:2411.18830.

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2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

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2026Probabilistic Targeted Factor Analysis. (2025). Montoya-Bland, Santiago ; Herculano, Miguel C. In: Papers. RePEc:arx:papers:2412.06688.

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2024AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics. (2024). Lu, Yuting ; Chen, Sixun ; Lin, Xintong ; Yang, Zichen ; Gu, Jiajun. In: Papers. RePEc:arx:papers:2412.12438.

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2025Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification. (2025). Hong, Xia ; Shahzad, Muhammad ; Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2501.03919.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025Growing the Efficient Frontier on Panel Trees. (2025). Feng, Guanhao ; He, Jingyu ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025Panel Data Estimation and Inference: Homogeneity versus Heterogeneity. (2025). GAO, Jiti ; Peng, Bin ; Liu, Fei ; Yan, Yayi. In: Papers. RePEc:arx:papers:2502.03019.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2025Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models. (2025). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Papers. RePEc:arx:papers:2503.06645.

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2025FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models. (2025). Wang, Yanlong ; Xu, Jian ; Gao, Tiantian ; Zhang, Hongkang ; Huang, Shao-Lun ; Sun, Danny Dongning. In: Papers. RePEc:arx:papers:2503.06928.

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2025DBOT: Artificial Intelligence for Systematic Long-Term Investing. (2025). Sedoc, Joao ; Dhar, Vasant. In: Papers. RePEc:arx:papers:2504.05639.

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2026Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01921.

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2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

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2025High-Dimensional Learning in Finance. (2025). Fallahgoul, Hasan. In: Papers. RePEc:arx:papers:2506.03780.

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2025Predicting Stock Market Crash with Bayesian Generalised Pareto Regression. (2025). Das, Sourish. In: Papers. RePEc:arx:papers:2506.17549.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025A Relaxation Approach to Synthetic Control. (2025). Zheng, Yapeng ; Shi, Zhentao ; Liao, Chengwang. In: Papers. RePEc:arx:papers:2508.01793.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025The Trouble with Rational Expectations in Heterogeneous Agent Models: A Challenge for Macroeconomics. (2025). Moll, Benjamin. In: Papers. RePEc:arx:papers:2508.20571.

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2025Economic Impacts of Climate Change in the United States: Integrating and Harmonizing Evidence from Recent Studies. (2025). Kopits, Elizabeth ; Burns, Nshan ; Perla, Joseph ; Spink, Elizabeth ; Smith, David ; Rennels, Lisa ; Parthum, Bryan ; Kraynak, Daniel. In: Papers. RePEc:arx:papers:2509.00212.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2025Causal Inference in Financial Event Studies. (2025). Goldsmith-Pinkham, Paul ; Lyu, Tianshu. In: Papers. RePEc:arx:papers:2511.15123.

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2025Corporate Earnings Calls and Analyst Beliefs. (2025). Matera, Giuseppe. In: Papers. RePEc:arx:papers:2511.15214.

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2025Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection. (2025). Engel, Ryan ; Polak, Pawel ; Chen, YU ; Boier, Ioana. In: Papers. RePEc:arx:papers:2511.17462.

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2026Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2025Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning. (2025). Zhao, LI ; Li, Jing ; Jiang, Daxin ; Hua, Cheng ; Bai, Zuo ; Sun, Ruohan. In: Papers. RePEc:arx:papers:2512.23515.

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2026Cross-Market Alpha: Testing Short-Term Trading Factors in the U.S. Market via Double-Selection LASSO. (2026). Ulrich, Maxim ; Indu, J ; Walter, Alexander. In: Papers. RePEc:arx:papers:2601.06499.

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2026Emissions-Robust Portfolios. (2026). Gao, Oliver H ; Qureshi, Khizar. In: Papers. RePEc:arx:papers:2601.06507.

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2026The Limits of Complexity: Why Feature Engineering Beats Deep Learning in Investor Flow Prediction. (2026). Kang, Sungwoo. In: Papers. RePEc:arx:papers:2601.07131.

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2026Systemic Risk Surveillance. (2026). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2601.08598.

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2026Selecting and Testing Asset Pricing Models: A Stepwise Approach. (2026). Lan, Wei ; Zhang, Jun ; Wang, Hansheng ; Feng, Guanhao. In: Papers. RePEc:arx:papers:2601.10279.

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2026FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery. (2026). Zhang, Xiao-Ping ; Sun, Danny Dongning ; Huang, Shao-Lun ; Xu, Jian ; Wang, Yanlong. In: Papers. RePEc:arx:papers:2602.14670.

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2026Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856.

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2026Beyond Prompting: An Autonomous Framework for Systematic Factor Investing via Agentic AI. (2026). Fan, Zheqi ; Huang, Allen Yikuan. In: Papers. RePEc:arx:papers:2603.14288.

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2026The Co-Pricing Factor Zoo. (2026). Mueller, Philippe ; Julliard, Christian ; Dickerson, Alexander. In: Papers. RePEc:arx:papers:2604.04430.

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2026Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262.

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2025Liquidation Mechanisms and Price Impacts in DeFi. (2025). ZHU, YU ; Tian, Phoebe. In: Staff Working Papers. RePEc:bca:bocawp:25-12.

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2025The Prudential Toolkit with Shadow Banking. (2025). Kuncl, Martin ; Hachem, Kinda. In: Staff Working Papers. RePEc:bca:bocawp:25-9.

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2024Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). Van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590.

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2025Bridging the Climate Finance Gap: Behavioral and Market Barriers to Efficient Climate Risk Pricing in Emerging Economies. (2025). Perveen, Ashi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:6392-6426.

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2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

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2025EU views and household investments: evidence from the Brexit referendum. (2025). Stradi, Francesco ; Sigalotti, Laura ; Cascarano, Michele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1504_25.

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2025The impact on economic activity and housing market of the 2023 Emilia-Romagna floods. (2025). Gentili, Elena. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1506_25.

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2026(Green)washing the trust: climate information and banking policies. (2026). Rubeo, Lorenzo ; Liberati, Danilo ; Di Paolo, Simone. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1514_26.

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2026Risky firms and fragile banks: implications for macroprudential policy. (2026). Villa, Stefania ; Lewis, Vivien ; Gasparini, Tommaso ; Moyen, Stephane. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1518_26.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2024PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan. In: Working papers. RePEc:bfr:banfra:964.

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2024Some Dont Like it Hot: Bank Depositors and NGO Campaigns Against Brown Banks. (2024). Mésonnier, Jean-Stéphane ; Maesonnier, Jean-Staephane ; Mazet-Sonilhac, Claement. In: Working papers. RePEc:bfr:banfra:968.

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2024The Economic Challenges of Biodiversity Loss in Africa and Measures Implemented to Limit It. (2024). Vertier, Paul ; Fabre, Camille. In: Working papers. RePEc:bfr:banfra:984.

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More than 100 citations found, this list is not complete...

Works by Stefano Giglio:

YearTitleTypeCited
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]		article468
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 468		paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 468		paper
2021Five Facts about Beliefs and Portfolios In: American Economic Review.
[Full Text][Citation analysis]		article158
2019Five facts about beliefs and portfolios.(2019) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 158		paper
2019Five Facts About Beliefs and Portfolios.(2019) In: CEPR Discussion Papers.
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2019Five Facts about Beliefs and Portfolios.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 158		paper
2023Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article22
2020Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 22		paper
2025Nature Loss and Climate Change: The Twin-Crises Multiplier In: AEA Papers and Proceedings.
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2025Nature Loss and Climate Change: The Twin-Crises Multiplier.(2025) In: CESifo Working Paper Series.
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2025Nature Loss and Climate Change: The Twin-Crises Multiplier.(2025) In: NBER Working Papers.
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2021Climate Finance In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
2020Climate Finance.(2020) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2020Climate Finance.(2020) In: CEPR Discussion Papers.
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2020Climate Finance.(2020) In: NBER Working Papers.
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2022Factor Models, Machine Learning, and Asset Pricing In: Annual Review of Financial Economics.
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2020Inside the Mind of a Stock Market Crash In: Papers.
[Full Text][Citation analysis]		paper27
2020Inside the Mind of a Stock Market Crash.(2020) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 27		paper
2020Inside the Mind of a Stock Market Crash.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 27		paper
2020Inside the Mind of a Stock Market Crash.(2020) In: NBER Working Papers.
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2020Taming the Factor Zoo: A Test of New Factors In: Journal of Finance.
[Full Text][Citation analysis]		article244
2020Taming the Factor Zoo: A Test of New Factors.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 244		paper
2019Taming the Factor Zoo: A Test of New Factors.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 244		paper
2024Equity Term Structures without Dividend Strips Data In: Journal of Finance.
[Full Text][Citation analysis]		article5
2023Equity Term Structures without Dividend Strips Data.(2023) In: NBER Working Papers.
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2025Test Assets and Weak Factors In: Journal of Finance.
[Full Text][Citation analysis]		article16
2021Test Assets and Weak Factors.(2021) In: NBER Working Papers.
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2025Climate Transition Risks and the Energy Sector In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2025Climate Transition Risks and the Energy Sector.(2025) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper172
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 172		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 172		paper
2021Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2021) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 172		article
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: Working Paper.
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2019Hedging climate change news In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper453
2019Hedging Climate Change News.(2019) In: CEPR Discussion Papers.
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2019Hedging Climate Change News.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 453		paper
2020Hedging Climate Change News.(2020) In: The Review of Financial Studies.
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2011Intangible Capital, Relative Asset Shortages and Bubbles In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper24
2012Intangible capital, relative asset shortages and bubbles.(2012) In: Journal of Monetary Economics.
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2011Intangible Capital, Relative Asset Shortages and Bubbles.(2011) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 24		paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper167
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 167		article
2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 167		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 167		paper
2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 36		article
2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 36		paper
2006The Performance of Italian Family Firms In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2006Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2014Very Long-Run Discount Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2014No-Bubble Condition: Model-free Tests in Housing Markets.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 84		paper
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This paper has nother version. Agregated cites: 84		paper
2016No‐Bubble Condition: Model‐Free Tests in Housing Markets.(2016) In: Econometrica.
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2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article358
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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2017The price of variance risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article91
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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2025Four facts about ESG beliefs and investor portfolios In: Journal of Financial Economics.
[Full Text][Citation analysis]		article42
2023Four Facts About ESG Beliefs and Investor Portfolios.(2023) In: NBER Working Papers.
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2023FOUR FACTS ABOUT ESG BELIEFS AND INVESTOR PORTFOLIOS.(2023) In: SocArXiv.
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2022The collateral rule: Evidence from the credit default swap market In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article3
2014Very long-run discount rates In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper33
2014Very Long-Run Discount Rates.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33		paper
2014Very Long Run Discount Rates.(2014) In: 2014 Meeting Papers.
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2011Credit default swap spreads and systemic financial risk In: Proceedings.
[Citation analysis]		paper64
2016Credit default swap spreads and systemic financial risk.(2016) In: ESRB Working Paper Series.
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2025The Decline of the Variance Risk Premium: Evidence from Traded and Synthetic Options In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2025The Inherent Nonlinearity in Learning: Implications for Understanding Stock Returns In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013Hard Times In: Scholarly Articles.
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2010Hard Times.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2013Hard Times.(2013) In: The Review of Asset Pricing Studies.
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2021The joint dynamics of investor beliefs and trading during the COVID-19 crash In: Proceedings of the National Academy of Sciences.
[Full Text][Citation analysis]		article23
2022The effect of climate risks on the interactions between financial markets and energy companies In: Nature Energy.
[Full Text][Citation analysis]		article54
2021Thousands of Alpha Tests In: NBER Chapters.
[Citation analysis]		chapter27
2021Thousands of Alpha Tests.(2021) In: The Review of Financial Studies.
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2013No News is News: Do Markets Underreact to Nothing? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2013Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers.
[Full Text][Citation analysis]		paper108
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: The Review of Financial Studies.
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2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
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2016Excess Volatility: Beyond Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper29
2018Excess Volatility: Beyond Discount Rates.(2018) In: The Quarterly Journal of Economics.
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2017Inference on Risk Premia in the Presence of Omitted Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper110
2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: The Review of Economic Studies.
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2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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2022A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2023Biodiversity Risk In: NBER Working Papers.
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2023Biodiversity Risk.(2023) In: SocArXiv.
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2023Risk Preferences Implied by Synthetic Options In: NBER Working Papers.
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2023What Drives Booms and Busts in Value? In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2023Recent Developments in Financial Risk and the Real Economy In: NBER Working Papers.
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2024The Economics of Biodiversity Loss In: NBER Working Papers.
[Full Text][Citation analysis]		paper10
2025Nature and Biodiversity Loss: A Research Agenda for Financial Economics In: NBER Working Papers.
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2025Investor Beliefs and Expectation Formation In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2025Learning and the Emergence of Nonlinearity in Financial Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2015Editors Choice Very Long-Run Discount Rates In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article40
2014Editors Choice No News Is News: Do Markets Underreact to Nothing? In: The Review of Financial Studies.
[Full Text][Citation analysis]		article35
2016Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers.
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2021Asset Pricing with Omitted Factors In: Journal of Political Economy.
[Full Text][Citation analysis]		article75
2020Reply to “Rational Bubbles in UK Housing Markets” In: Econometrica.
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