Stefano Giglio : Citation Profile

Yale University

22

H index

29

i10 index

2609

Citations

RESEARCH PRODUCTION:

22

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 137
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 490.    Total self citations: 18 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2025-06-21    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Stroebel, Johannes (19)

Maggiori, Matteo (9)

Dew-Becker, Ian (6)

Xiu, Dacheng (5)

Feng, Guanhao (2)

Wang, Olivier (2)

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

Is cited by:

Stroebel, Johannes (28)

Baruník, Jozef (22)

GUPTA, RANGAN (20)

Weber, Michael (16)

Eisenbach, Thomas (15)

Shleifer, Andrei (13)

Andries, Marianne (13)

Chernov, Mikhail (13)

Schmalz, Martin (12)

Popov, Alexander (12)

Boyarchenko, Nina (11)

Cites to:

Campbell, John (49)

Barro, Robert (21)

Cochrane, John (15)

Shiller, Robert (14)

Shleifer, Andrei (13)

Diebold, Francis (13)

Bollerslev, Tim (13)

Epstein, Larry (12)

Hansen, Lars (12)

Wu, Liuren (11)

Shanken, Jay (10)

Main data

Where Stefano Giglio has published?

Journals with more than one article published# docs
The Review of Financial Studies5
Journal of Financial Economics4
American Economic Review2
Econometrica2
The Quarterly Journal of Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc31
CEPR Discussion Papers / C.E.P.R. Discussion Papers11
CESifo Working Paper Series / CESifo5
Scholarly Articles / Harvard University Department of Economics2
Working Paper / Harvard University OpenScholar2

Recent works citing Stefano Giglio (2025 and 2024)

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

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2025A 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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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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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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2024Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions. (2024). Hoga, Yannick. In: Papers. RePEc:arx:papers:2410.05861.

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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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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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2025Probabilistic 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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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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2025Diffusion 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 ; Angelini, Giovanni ; de Angelis, Luca ; Neri, Paolo. 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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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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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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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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2024Fire sales of safe assets. (2024). Pinter, Gabor ; Siriwardane, Emil ; Walker, Danny. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2024Evaluation 1 of Biodiversity Risk. (2024). . In: The Unjournal Evaluations. RePEc:bjn:evalua:e1biodiversityrisk.

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2024Transitory and permanent shock transmissions between real estate investment trusts and other assets: Evidence from time‐frequency decomposition and machine learning. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:539-573.

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2024ESG ratings and green innovation: A U‐shaped journey towards sustainable development. (2024). Yang, Cunyi ; Albitar, Khaldoon ; Zhu, Conghao. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4108-4129.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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2024The effect of economic uncertainty on remittance flows from developed countries. (2024). Gnangnon, Sena Kimm. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:2:p:267-280.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024Climate‐related credit risk: Rethinking the credit risk framework. (2024). Redondo, Helena ; Aracil, Elisa. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:21-33.

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2024Flood risk and corporate future orientation: Evidence from sea level rise risk. (2024). Wang, Yang ; Tsang, Albert ; Du, Qingjie. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:555-594.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024The Global Impact of Brexit Uncertainty. (2024). Hassan, Tarek ; Tahoun, Ahmed ; van Lent, Laurence ; Hollander, Stephan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:413-458.

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2024Measuring “Dark Matter” in Asset Pricing Models. (2024). Dou, Winston ; Kogan, Leonid ; Chen, Hui. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:2:p:843-902.

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2024Insensitive Investors. (2024). Kilic, Mete ; Frydman, Cary ; Charles, Constantin. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2473-2503.

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2024Bonds versus Equities: Information for Investment. (2024). Chang, Huifeng ; Eisfeldt, Andrea L ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3893-3941.

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2024Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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2024Split personalities? Behavioral effects of temperature on financial decision‐making. (2024). Litina, Anastasia ; Gavresi, Despina ; Makridis, Christos A. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:3:p:664-689.

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2024House price seasonality, market activity, and the December discount. (2024). Larsen, Erling Red. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:110-139.

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2024Duration‐dependent transaction tax effects on sellers and their behaviors. (2024). Zhang, Yanjiang ; Tu, Yong ; Deng, Yongheng. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:1:p:140-183.

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2024Amazon is coming to town: Sequential information revelation in the housing market. (2024). Yoshida, Jiro ; Wilkoff, Sean ; Chen, Yifan. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:2:p:277-323.

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2024Climate change and commercial real estate: Evidence from Hurricane Sandy. (2024). Ynder, Erkan ; Steiner, Eva ; Eichholtz, Piet ; Addoum, Jawad M. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:687-713.

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2024Heterogeneity in the recovery of local real estate markets after extreme events: The case of Hurricane Sandy. (2024). Ellen, Ingrid Gould ; Meltzer, Rachel. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:714-752.

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2024The color of water: Racial and income differences in exposure to floods across US neighborhoods. (2024). Vachuska, Karl ; Galster, Joshua. In: Real Estate Economics. RePEc:bla:reesec:v:52:y:2024:i:3:p:753-793.

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2025Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2025Corporate Actions as Moral Issues. (2025). Spalt, Oliver ; Kempf, Elisabeth ; Iliewa, Zwetelina. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_649v2.

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2024Natural Disasters, Investor Attention, and Non-Fundamental Green Asset Demand. (2024). Balles, Patrick ; Misev, Marina A. In: Working papers. RePEc:bsl:wpaper:2024/07.

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2024How Air Pollution Makes Firms Less Innovative: Human Capital and Adaptive Strategies. (2024). Mohaddes, Kamiar ; Cavalcanti, Tiago ; Yin, H ; Nian, H. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2466.

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2024How Air Pollution Makes Firms Less Innovative: Human Capital and Adaptive Strategies. (2024). Mohaddes, Kamiar ; Cavalcanti, Tiago ; Yin, H ; Nian, H. In: Janeway Institute Working Papers. RePEc:cam:camjip:2428.

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2024After the Storm: How Emergency Liquidity Helps Small Businesses Following Natural Disasters. (2024). Howell, Sabrina T ; Rendell, Lea ; Collier, Benjamin. In: Working Papers. RePEc:cen:wpaper:24-20.

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2024Systemic Risk in Banking, Fire Sales, and Macroeconomic Disasters. (2024). Kirman, Alan ; Bougheas, Spiros ; Nelson, Douglas R ; Harvey, David I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10991.

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2024Taxing Homeowners Who Won’t Borrow. (2024). Wong, Francis. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11185.

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2024Mispricing Narratives after Social Unrest. (2024). Ndiaye, Abdoulaye ; Rivera, Roman G ; Ba, Bocar A ; Whitefield, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11264.

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2024Volatile Temperatures and Their Effects on Equity Returns and Firm Performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11438.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Inflation and Trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580.

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2025Climate Transition Risks and the Energy Sector. (2025). Stroebel, Johannes ; Tan, Zhenhao ; Pastore, Stefano ; Giglio, Stefano ; Acharya, Viral V ; Yong, Tiffany. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11646.

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2025Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices. (2025). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Colella, Ida ; Albanese, Marina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11747.

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2025Subjective Expectations and Financial Intermediation. (2025). Wang, Zhengwei ; Lu, Kai ; Gao, Janet ; D'Acunto, Francesco ; Liu, LU ; Yang, Jun. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11780.

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2025Climate Policy Uncertainty and Firms and Investors Behavior. (2025). Dechezleprêtre, Antoine ; Berestycki, Clara ; Dechezleprtre, Antoine ; Basaglia, Piero ; Carattini, Stefano ; Kruse, Tobias. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11782.

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2025Integrated Assessment of Biodiversity and Agriculture. (2025). Spiro, Daniel ; Lade, Steven J ; Engstrm, Gustav ; Gars, Johan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11814.

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2025Corporate Actions as Moral Issues. (2025). Kempf, Elisabeth ; Iliewa, Zwetelina ; Spalt, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11854.

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2024Persistence-based capital allocation along the FOMC cycle. (2024). Severino, Federico ; Reggiani, Pietro ; Ortu, Fulvio. In: CIRANO Working Papers. RePEc:cir:cirwor:2024s-02.

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2024International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814.

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2024One Factor to Bind the Cross-Section of Returns. (2024). Borri, Nicola ; Liu, Yukun ; Chetverikov, Denis ; Tsyvinski, Aleh. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2386.

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2024The Macroeconomic Consequences of Import Tariffs and Trade Policy Uncertainty. (2024). Boer, Lukas ; Rieth, Malte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2072.

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2024Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252.

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Works by Stefano Giglio:

YearTitleTypeCited
2011Forced Sales and House Prices In: American Economic Review.
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2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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2021Five Facts about Beliefs and Portfolios In: American Economic Review.
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2019Five facts about beliefs and portfolios.(2019) In: CESifo Working Paper Series.
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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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2021Climate Finance In: Annual Review of Financial Economics.
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2020Climate Finance.(2020) In: CESifo Working Paper Series.
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2020Climate Finance.(2020) In: CEPR Discussion Papers.
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2020Climate Finance.(2020) In: NBER Working Papers.
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2020Inside the Mind of a Stock Market Crash In: Papers.
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2020Inside the Mind of a Stock Market Crash.(2020) In: CESifo Working Paper Series.
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2020Inside the Mind of a Stock Market Crash.(2020) In: CEPR Discussion Papers.
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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]		article208
2020Taming the Factor Zoo: A Test of New Factors.(2020) In: CEPR Discussion Papers.
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2019Taming the Factor Zoo: A Test of New Factors.(2019) In: NBER Working Papers.
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2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper126
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: CEPR Discussion Papers.
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2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
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2021Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2021) In: The Review of Financial Studies.
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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.
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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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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]		paper23
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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2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper157
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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2018An Intertemporal CAPM with stochastic volatility.(2018) In: LSE Research Online Documents on Economics.
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2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
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2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
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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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2014Very Long-Run Discount Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper79
2014No-Bubble Condition: Model-free Tests in Housing Markets.(2014) In: NBER Working Papers.
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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]		article329
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]		article87
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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2014Very long-run discount rates In: Globalization Institute Working Papers.
[Full Text][Citation analysis]		paper31
2014Very Long-Run Discount Rates.(2014) In: NBER Working Papers.
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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]		paper63
2016Credit default swap spreads and systemic financial risk.(2016) In: ESRB Working Paper Series.
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2013Hard Times In: Scholarly Articles.
[Full Text][Citation analysis]		paper18
2010Hard Times.(2010) In: NBER Working Papers.
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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.
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2021Thousands of Alpha Tests In: NBER Chapters.
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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.
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2013Asset Pricing in the Frequency Domain: Theory and Empirics In: NBER Working Papers.
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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.
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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.
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2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
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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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2020Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: NBER Working Papers.
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2021Test Assets and Weak Factors In: NBER Working Papers.
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2022A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios In: NBER Working Papers.
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2023Four Facts About ESG Beliefs and Investor Portfolios In: NBER Working Papers.
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2023Equity Term Structures without Dividend Strips Data In: NBER Working Papers.
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2023Biodiversity Risk In: NBER Working Papers.
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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.
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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.
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2025Nature Loss and Climate Change: The Twin-Crises Multiplier In: NBER Working Papers.
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2025Climate Transition Risks and the Energy Sector In: NBER Working Papers.
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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]		article32
2016Contractionary Volatility or Volatile Contractions? In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper5
2021Asset Pricing with Omitted Factors In: Journal of Political Economy.
[Full Text][Citation analysis]		article63
2020Reply to “Rational Bubbles in UK Housing Markets” In: Econometrica.
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