Grigory Vilkov : Citation Profile

Frankfurt School of Finance and Management

8

H index

8

i10 index

661

Citations

RESEARCH PRODUCTION:

13

Articles

18

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 44
   Journals where Grigory Vilkov has often published
   Relations with other researchers
   Recent citing documents: 239.    Total self citations: 2 (0.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi267
   Updated: 2026-03-28    RAS profile: 2025-05-16    
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Relations with other researchers

Works with:

Brownlees, Christian (6)

Tonks, Ian (6)

Xiu, Dacheng (6)

Schuerhoff, Norman (6)

FERROUHI, EL MEHDI (6)

Frömmel, Michael (6)

Chernov, Mikhail (6)

Frijns, Bart (6)

Talavera, Oleksandr (6)

Holzmeister, Felix (6)

Degryse, Hans (6)

Lof, Matthijs (6)

Xia, Shuo (6)

Park, Andreas (6)

Jurkatis, Simon (6)

Sarno, Lucio (6)

Harris, Jeffrey (6)

Sojli, Elvira (6)

Füllbrunn, Sascha (6)

Gehrig, Thomas (6)

Rinne, Kalle (6)

Gerritsen, Dirk (6)

Roy, Saurabh (6)

Prokopczuk, Marcel (6)

Wilhelmsson, Anders (6)

Smales, Lee (6)

Dumitrescu, Ariadna (6)

Dimpfl, Thomas (6)

Davies, Ryan (6)

Moinas, Sophie (6)

Ødegaard, Bernt (6)

Ranaldo, Angelo (6)

LINTON, OLIVER (6)

Liew, Chee (6)

Stefanova, Denitsa (6)

Wolff, Christian (6)

Palan, Stefan (6)

Nielsson, Ulf (6)

Caporin, Massimiliano (6)

Ferrara, Gerardo (6)

Foucault, Thierry (6)

Scaillet, Olivier (6)

Reitz, Stefan (6)

Shachar, Or (6)

Renault, Thomas (6)

Schwarz, Marco (6)

Menkveld, Albert (6)

Hurlin, Christophe (6)

Zhang, S. Sarah (6)

Deev, Oleg (6)

Johannesson, Magnus (6)

Dreber, Anna (6)

Pasquariello, Paolo (6)

Bos, Charles (6)

Alexeev, Vitali (6)

Pastor, Lubos (6)

Taylor, Nick (6)

Söderlind, Paul (6)

Korajczyk, Robert (6)

Eugster, Nicolas (5)

Aloosh, Arash (5)

Deku, Solomon (5)

CAPELLE-BLANCARD, Gunther (5)

Shui, Jessica (5)

Walther, Thomas (5)

Bohorquez Correa, Santiago (5)

Koetter, Michael (5)

Jalkh, Naji (5)

Roesch, Dominik (5)

Neszveda, Gabor (5)

Huang, Wenqian (5)

Hambuckers, Julien (5)

Tang, Yuehua (5)

Horenstein, Alex (5)

Hautsch, Nikolaus (5)

Schenk-Hoppé, Klaus (5)

Verousis, Thanos (5)

Güçbilmez, Ufuk (4)

Gil-Bazo, Javier (4)

Ait-Sahalia, Yacine (4)

Colliard, Jean-Edouard (4)

Wong, Wing-Keung (4)

van Kervel, Vincent (4)

Capera Romero, Laura (3)

Mihet, Roxana (3)

Chow, Nikolai Sheung-Chi (3)

He, Xuezhong (Tony) (3)

Voigt, Stefan (3)

Abudy, Menachem (3)

Lopez-Lira, Alejandro (2)

Theissen, Erik (2)

Kearney, Fearghal (2)

Hjalmarsson, Erik (2)

Bjønnes, Geir (2)

Hasse, Jean-Baptiste (2)

Regis, Luca (2)

Rakowski, David (2)

Gorbenko, Arseny (2)

Vogel, Sebastian (2)

Bouri, Elie (2)

Roy, Saurabh (2)

Zhou, Chen (2)

Patton, Andrew (2)

Patel, Vinay (2)

Heath, Davidson (2)

Pelizzon, Loriana (2)

Lajaunie, Quentin (2)

PASCUAL, ROBERTO (2)

Putnins, Talis (2)

Kassner, Bernhard (2)

Adrian, Tobias (2)

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

Is cited by:

Prokopczuk, Marcel (15)

Stentoft, Lars (11)

Guidolin, Massimo (8)

Bernales, Alejandro (7)

Schadner, Wolfgang (7)

Martin, Ian (7)

Huber, Christoph (6)

Novales, Alfonso (6)

Rombouts, Jeroen (6)

Holzmeister, Felix (5)

Symeonidis, Lazaros (5)

Cites to:

Campbell, John (26)

Dumas, Bernard (15)

Uppal, Raman (14)

phalippou, ludovic (14)

Vayanos, Dimitri (14)

Pastor, Lubos (13)

Calvet, Laurent (13)

Martin, Ian (11)

Epstein, Larry (10)

Michaelides, Alexander (10)

Xiong, Wei (10)

Main data

Where Grigory Vilkov has published?

Journals with more than one article published# docs
Journal of Finance3
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
Swiss Finance Institute Research Paper Series / Swiss Finance Institute3
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2

Recent works citing Grigory Vilkov (2025 and 2024)

YearTitle of citing document
2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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2024Portfolio optimisation with options. (2024). Huckle, Thomas ; Chan, Jonathan Raimana ; Jacquier, Antoine ; Muguruza, Aitor. In: Papers. RePEc:arx:papers:2111.12658.

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2026Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives. (2025). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426.

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2024The social value of overreaction to information. (2024). Bizzarri, Matteo ; D'Arienzo, Daniele. In: Papers. RePEc:arx:papers:2403.08532.

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2026Diffusion on the circle and a stochastic correlation model. (2025). Laha, Arnab Kumar ; Majumdar, Sourav. In: Papers. RePEc:arx:papers:2412.06343.

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2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992.

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2025Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards. (2025). Garz, Rub'En ; Gulcehre, Caglar ; Terekhov, Mikhail ; Karzanov, Daniil ; Detyniecki, Marcin ; Raffinot, Thomas. In: Papers. RePEc:arx:papers:2502.02619.

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

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2025Structured Event Representation and Stock Return Predictability. (2025). Zheng, Mingxuan ; Li, Gang ; Qiao, Dandan. In: Papers. RePEc:arx:papers:2512.19484.

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2025The Rise of Climate Risks: Evidence from Firms Expected Default Frequencies. (2025). Ruggiero, Francesco ; Faralli, Matilde. In: Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems). RePEc:bdi:wpmisp:mip_062_25.

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2024Credit supply and green investments. (2024). Garcia-Appendini, Emilia ; Cascarano, Michele ; Accetturo, Antonio ; Tomasi, Marco ; Barboni, Giorgia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1456_24.

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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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2024CEO turnover risk and firm environmental performance. (2024). Zakrajšek, Egon ; Cornelli, Giulio ; Erdem, Magdalena. In: BIS Working Papers. RePEc:bis:biswps:1190.

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2025Decoding climate-related risks in sovereign bond pricing: a global perspective. (2025). Papadopoulos, Georgios ; Malovana, Simona ; Madeira, Carlos ; Grimaldi, Marianna Blix ; Anyfantaki, Sofia. In: BIS Working Papers. RePEc:bis:biswps:1275.

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2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

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2025Climate Sentiment-Induced Stock Liquidity. (2025). Yaghoubi, Mona ; Das, Kuntal K. In: Working Papers in Economics. RePEc:cbt:econwp:25/12.

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2025Heterogeneous Institutional Investor Response to Firm Environmental Regulatory Risk. (2025). Zhang, Yuyang ; Ma, Linxiang ; Lu, Chunxiao. In: Working Papers in Economics. RePEc:cbt:econwp:25/14.

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2024Pandemic Tail Risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:714.

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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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2024Burn now or never? Climate change exposure and investment of fossil fuel firms. (2024). Manu, Ana-Simona ; Adolfsen, Jakob ; Heissel, Malte ; Vinci, Francesca. In: Working Paper Series. RePEc:ecb:ecbwps:20242945.

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2025Verba volant, transcripta manent: what corporate earnings calls reveal about the AI stock rally. (2025). Manu, Ana-Simona ; Lopardo, Gianluigi ; Ca, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20253093.

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2025Decoding climate-related risks in sovereign bond pricing: a global perspective. (2025). Papadopoulos, Georgios ; Madeira, Carlos ; Grimaldi, Marianna Blix ; Malovana, Simona ; Anyfantaki, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20253135.

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2025Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124.

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2025Climate news and accounting comparability. (2025). Nguyen, Nhat Q ; Chircop, Justin. In: Advances in accounting. RePEc:eee:advacc:v:69:y:2025:i:c:s0882611025000367.

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2025Does climate risk perception drive the realization of corporate environmental responsibility?. (2025). Zhu, Xiaoman ; Wu, Haifeng ; Tian, Lihui. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000747.

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2025Uncovering the intensity of climate risk and opportunity: Awareness and effectiveness. (2025). Fan, Hanlu ; Zhao, Keyi. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:2:s0890838924002336.

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2025Climate risks and debt structure. (2025). HASAN, IFTEKHAR ; Sharma, Zenu ; Zhu, Yun ; Jiang, Chunxia ; Francis, Bill B. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925000642.

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2025Editorial: What have we learned about green and climate finance?. (2025). Ng, Lilian ; Liang, Hao ; Yoon, Aaron. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925001994.

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2025Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811.

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2025The mitigating effects of blockchain adoption on supply chain financing disruptions under crises: Evidence from China. (2025). Cheng, Sirui ; Li, Haolin ; Wang, Yong ; Hua, Xiuping. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pa:s1043951x25001609.

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2024The value impact of climate and non-climate environmental shareholder proposals. (2024). berkman, henk ; Shemesh, Joshua ; Lodge, Joshua ; Jona, Jonathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001159.

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2024Institutional dual ownership and voluntary greenhouse gas emission disclosure. (2024). Schrder, Henning ; Guedhami, Omrane ; Barg, Johannes A ; Drobetz, Wolfgang ; el Ghoul, Sadok. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001330.

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2024Long-term institutional investors and climate change news Beta. (2024). Hossain, Ashrafee ; Benkraiem, Ramzi ; Masum, Abdullah-Al. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x.

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2025Major customers and carbon footprints along the supply chain. (2025). Deng, Saiying ; Duan, Tinghua ; Li, Frank Weikai ; Pu, Xiaoling. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000203.

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2025Voluntary disclosures and climate change uncertainty: Evidence from CDS premiums. (2025). Imerman, Michael B ; Ye, Xiaoxia ; Zhao, Ran. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925000999.

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2025Does government ownership differently impact expected left-tail and volatility risk of bank stock? Evidence from options market. (2025). Srivastava, Pranjal ; Saurav, Sumit ; Mishra, Abinash. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001002.

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2025Do firms benefit from carbon risk management? Evidence from the credit default swaps market. (2025). Duong, Huu Nhan ; Kalev, Petko S ; Kalimipalli, Madhu ; Trivedi, Saurabh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001117.

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2025Firm-level climate sentiments, climate politics and implied cost of equity capital. (2025). Mishra, Dev R ; Bardos, Katsiaryna Salavei ; Som, Hyacinthe Y. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001142.

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2025Does brand capital influence corporate environmental policies? Evidence from toxic release inventory data. (2025). Nguyen, Nam H ; Haidar, Md Ismail ; Kroll, Mark. In: Journal of Corporate Finance. RePEc:eee:corfin:v:95:y:2025:i:c:s0929119925001531.

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2026Riskier climate, closer ties? How climate risk drives firms towards bank debt financing. (2026). Al-Ayyoub, Naser ; Phan, Hieu V. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001634.

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2024Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234.

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2025Can investors curb greenwashing?. (2025). Zerbib, Olivier David ; Cartellier, Fanny ; Tankov, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001617.

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2025Merton (1976) implied jump. (2025). Ruan, Xinfeng ; Yu, Junhong ; Fan, Zheqi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001654.

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2025Cultural norms and corporate green transition disclosure: Unveiling the role of green innovation, social responsibility, and managerial myopia. (2025). Zheng, Yanting ; Huang, Yanshun ; Zhao, Feng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:205-220.

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2025Supply chain risk and capital structure decisions. (2025). Nguyen, Quang Minh Nhi ; Do, Trung K. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s026499932500344x.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Wu, Zhengyu ; Li, Xiaowei ; Zhang, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Herrera, Rodrigo ; Pia, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615.

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2024Green credit, financing constraints, and corporate investment: From the perspectives of scale and efficiency. (2024). Chen, Tingwei ; Wu, Mingyue ; Zhang, Jinlong ; Gao, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400113x.

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2025The dynamics of corporate climate risk and market volatility: International evidence. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000750.

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2025The biodiversity premium. (2025). Zerbib, Olivier ; Giroux, Thomas ; Coqueret, Guillaume. In: Ecological Economics. RePEc:eee:ecolec:v:228:y:2025:i:c:s092180092400332x.

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2025Noisy biodiversity: The impact of ESG biodiversity ratings on asset prices. (2025). Xin, Wei ; Grant, Lewis ; Groom, Ben ; Zhang, Chendi. In: Ecological Economics. RePEc:eee:ecolec:v:236:y:2025:i:c:s0921800925001454.

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2025Do analysts matter for green investment? Evidence from the EU taxonomy. (2025). Vigneron, Ludovic ; Davrinche, Grgoire ; Filbien, Jean-Yves. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001144.

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2025Firm-level climate change exposure and credit ratings. (2025). Li, Zezeng ; Kilincarslan, Erhan. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003490.

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2024Estimating and testing for smooth structural changes in moment condition models. (2024). Li, Haiqi ; Zhou, Jin ; Hong, Yongmiao. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002471.

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2025Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459.

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2025The role of diagnostic ability in markets for expert services. (2025). Schwarz, Marco ; Waibel, Christian ; Rasch, Alexander ; Liu, Fang. In: European Economic Review. RePEc:eee:eecrev:v:180:y:2025:i:c:s001429212500176x.

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2024First passage times in portfolio optimization: A novel nonparametric approach. (2024). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085.

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2025Do management climate change concerns mitigate greenwashing? Evidence from China. (2025). Yang, Jinyu ; Cao, Jiawei ; Yue, Sishi. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000573.

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2025The effects of decarbonization on corporate cash holdings. (2025). Zhong, Rui ; Wu, Zhenshu ; Shih, Yi-Cheng ; Wang, Yao. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001050.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024Climate change exposure and cost of equity. (2024). Sensoy, Ahmet ; Cepni, Oguzhan ; Yilmaz, Muhammed Hasan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007867.

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2024Green credit policy and corporate climate risk exposure. (2024). Cao, YI ; Wen, Shuyang ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172.

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2024“Carbon” boards and transition risk: Explicit and implicit exposure implications for total stock returns and dividends payouts. (2024). Xepapadeas, Anastasios ; Guastella, Gianni ; Pareglio, Stefano ; Borghesi, Simone ; Mazzarano, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004870.

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2025The impact of climate attention on risk spillover effect in energy futures markets. (2025). Song, Min ; Hu, Lei ; Zhao, Yunning ; Zhang, Yun ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007539.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

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2025“Brown” Risk or “Green” Opportunity? The dynamic pricing of climate transition risk on global financial markets. (2025). Fliegel, Philip. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002804.

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2025Environment and Energy: Does climate risk shape the energy consumption behavior of firms?. (2025). Srivastav, Shashank Prakash ; Kannadhasan, M. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004578.

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2025Navigating climate policy: Corporate lobbying strategies in response to intensified climate risk exposure. (2025). Jiao, Anqi ; Sun, Ran ; Ren, Honglin. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004943.

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2025Counting the carbon burden: Evidence from municipal bonds in China. (2025). Wang, Zhaohua ; Li, Yang. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325005171.

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2025Climate change risks and corporate financialization: Friend or foe? A theoretical and empirical analysis. (2025). Su, Bin ; Liu, Yuxuan ; Dou, Yue ; Zhao, Feng. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005845.

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2025From awareness to action: The role of ESG committees in driving corporate ambidextrous green innovation. (2025). Huang, Yujie ; Chen, Xiaofeng ; Du, Kerui ; Zhang, Guoqing. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006620.

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2025Fear of fairness in courts: The impact of liberal judge ideology on corporate carbon emissions. (2025). Rjiba, Hatem ; Masum, Abdullah-Al ; Hossain, Ashrafee. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001097.

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2025Does managerial climate risk perception improve environmental, social and governance (ESG) performance? Evidence from China. (2025). Zhao, Mengyang ; Tian, YE. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000870.

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2025Unraveling the ‘green-default paradox’: Assessing the influence of gender-diverse boards and socially responsible ratings. (2025). Trinh, Vu Quang ; Nguyen, Nga ; Le, Phuong. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000985.

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2025Climate transition and the speed of leverage adjustment. (2025). Dallocchio, Maurizio ; Dercole, Francesco ; Frascati, Domenico ; Mariani, Massimo. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001139.

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2025Earning quality and climate risk: The case of European firms. (2025). ben Abdesslem, Rim ; Chkir, Imed ; Saadi, Samir. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002200.

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2025Is climate policy uncertainty an angel or a devil? Empirical evidence from corporate digital transformation. (2025). Wu, Tung-Ju ; Sun, Yuan ; Fan, Liwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002224.

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2025How mayors’ promotion incentives shape corporate green innovation disclosure? Evidence from China’s New Environmental Protection Law. (2025). Zhao, Mingduo ; Sun, Rui ; Li, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002686.

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2025Climate change exposure and short-termism: Evidence from net trade credit. (2025). Adhikari, Hari P ; More, Deepak G ; Sah, Nilesh B. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002807.

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2025How does Fintech drive corporate climate information risk disclosure? New evidence from Chinas A-share listed companies. (2025). Ran, Qiying ; Pan, XU ; Yang, Xiaodong ; Ge, Wenfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002972.

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2025How does climate change exposure affects green innovation in China: A framework for categorizing innovation. (2025). Song, DI ; Yang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003400.

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2025Sustainability arbitrage pricing of ESG derivatives. (2025). Kanamura, Takashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002649.

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2025Does political risk exacerbate climate risk? Firm-level evidence. (2025). Masum, Abdullah Al ; Ben-Nasr, Hamdi ; Benkraiem, Ramzi ; Basha, Shabeen Afsar. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003692.

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2025Do climate risks impede green innovation?. (2025). Zhai, Jia ; Cheng, Peng ; Quan, Siying. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003825.

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2025Biodiversity risk or climate risk? Which factor affects corporate ESG rating divergence. (2025). Hao, Jing ; Lucey, Brian ; Duan, Lin ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003898.

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2025Climate risks and financial stability: Evidence from China. (2025). Huang, Jiayi ; Zhao, Xuejin ; Yao, Xinbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003941.

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2025Generosity under environmental pressure: Climate change exposure and corporate philanthropy. (2025). Zu, Yanglan ; Shan, Yaowen ; Lu, Meiting ; Liu, Yunxin ; Cao, Yuqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004235.

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2025The impact of biodiversity score on the European firm’s performance. (2025). Pacelli, Vincenzo ; Foglia, Matteo ; di Tommaso, Caterina. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005472.

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2025Ark amidst floods: Evidence from personal credit at a Chinese bank. (2025). Zhao, Yunfeng ; Chen, Sichong ; Xu, Qiyuan ; Zeng, Jingjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006015.

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2025Climate risks and corporate leverage. (2025). Zhang, Wenzhe ; Kong, Dongmin. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006192.

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2025Information or power? Financial infrastructure and carbon information disclosure. (2025). Zhang, Zhilun ; Wu, Yuhui ; Tian, Yanan. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006222.

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2024Firm-level carbon risk awareness and Green transformation: A research on the motivation and consequences from government regulation and regional development perspective. (2024). Zhang, Zenglian ; Deng, Wenyueyang ; Guo, Borui. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005422.

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2024Exploring the carbon emission reduction effects of corporate climate risk disclosure: Empirical evidence based on Chinese A-share listed enterprises. (2024). Ren, Xiaohang ; Gözgör, Giray ; Wang, Zongrun ; Fu, Haiqin ; Gozgor, Giray. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000048.

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2024Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Firm-level climate risk and accounting conservatism: International evidence. (2024). Zhou, Yifan ; Yeboah, Richard ; Atawnah, Nader ; Ferdous, Lutfa Tilat. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004435.

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2025Strategy choices in strategic risk-taking: Does climate risk matter?. (2025). Li, Wanli ; Cheng, Teng-Yuan ; Luo, Dan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007932.

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2024Digital transformation tone signal and the cost of equity: Evidence from Chinese listed companies. (2024). Huang, Xiaoxia ; Guo, Borui. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010929.

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2024How climate risk drives corporate green innovation: Evidence from China. (2024). Tian, YE ; Chen, Songbo ; Dai, LI. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011340.

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2024Climate policy uncertainty and corporate dividends. (2024). AROURI, Mohamed ; Ben-Amar, Walid ; Ayed, Sabrine. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301320x.

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2024The impact of climate policy uncertainty on the Italian financial market. (2024). di Tommaso, Caterina ; Foglia, Matteo ; Pacelli, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011243.

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

Works by Grigory Vilkov:

YearTitleTypeCited
2009The Price of Correlation Risk: Evidence from Equity Options In: Journal of Finance.
[Full Text][Citation analysis]		article172
2023Firm‐Level Climate Change Exposure In: Journal of Finance.
[Full Text][Citation analysis]		article173
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article16
2024Nonstandard Errors.(2024) In: Post-Print.
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This paper has nother version. Agregated cites: 16		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2021Non-Standard Errors.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2016The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper20
2016The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis.(2016) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 20		article
2016The intended and unintended consequences of financial-market regulations: A general equilibrium analysis.(2016) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 20		paper
2019Sentimental Recovery In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2020Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2023Value and Values Discovery in Earnings Calls In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2015Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2017Financial Innovation and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2018Expected Correlation and Future Market Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2018The Implications of Financial Innovation for Capital Markets and Household Welfare In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2019Correlation Risk, Strings and Asset Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2020Investor Sophistication and Portfolio Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Improving Portfolio Selection Using Option-Implied Volatility and Skewness In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper120
2013Improving Portfolio Selection Using Option-Implied Volatility and Skewness.(2013) In: Journal of Financial and Quantitative Analysis.
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This paper has nother version. Agregated cites: 120		article
2018Non-myopic betas In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
2024Nonstandard errors In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2021Non-Standard Errors In: Working Paper Series, Social and Economic Sciences.
[Full Text][Citation analysis]		paper5
2023Pricing Climate Change Exposure In: Management Science.
[Full Text][Citation analysis]		article32
2023Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks In: Management Science.
[Full Text][Citation analysis]		article7
2024Dispersion of Beliefs Bounds: Sentimental Recovery In: Management Science.
[Full Text][Citation analysis]		article0
2019Asymmetric Volatility Risk: Evidence from Option Markets In: Review of Finance.
[Full Text][Citation analysis]		article4
2012Measuring Equity Risk with Option-implied Correlations In: The Review of Financial Studies.
[Full Text][Citation analysis]		article83
2021Carbon Tail Risk In: The Review of Financial Studies.
[Full Text][Citation analysis]		article5
2024Cross-section without factors: a string model for expected returns In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2015Asset prices in general equilibrium with recursive utility and illiquidity induced by transactions costs In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper13

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