Stefano Giglio : Citation Profile

Yale University

22

H index

29

i10 index

2786

Citations

RESEARCH PRODUCTION:

22

Articles

65

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 146
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 652.    Total self citations: 18 (0.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2025-12-20    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Stroebel, Johannes (19)

Maggiori, Matteo (9)

Dew-Becker, Ian (6)

Xiu, Dacheng (5)

Wang, Olivier (3)

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:

Stroebel, Johannes (28)

GUPTA, RANGAN (23)

Baruník, Jozef (22)

Weber, Michael (16)

Eisenbach, Thomas (15)

Chernov, Mikhail (13)

Andries, Marianne (13)

Shleifer, Andrei (13)

Popov, Alexander (12)

Schmalz, Martin (12)

Uribe, Jorge (11)

Cites to:

Campbell, John (49)

Barro, Robert (21)

Cochrane, John (15)

Shiller, Robert (14)

Diebold, Francis (13)

Bollerslev, Tim (13)

Shleifer, Andrei (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
The Quarterly Journal of Economics2
Econometrica2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc33
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
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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2025Model Uncertainty. (2025). Zimmermann, Florian ; Musolff, Robin. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:369.

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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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2025Common 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 ; 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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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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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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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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2025Systemic Climate Risk. (2025). Jourde, Tristan ; Moreaux, Quentin. In: Working papers. RePEc:bfr:banfra:993.

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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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2025Harnessing artificial intelligence for monitoring financial markets. (2025). Gelos, R. Gaston ; Perez-Cruz, Fernando ; Park, Taejin ; Godoy, Douglas Kiarelly ; Aquilina, Matteo. In: BIS Working Papers. RePEc:bis:biswps:1291.

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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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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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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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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]		article464
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 464		paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 464		paper
2021Five Facts about Beliefs and Portfolios In: American Economic Review.
[Full Text][Citation analysis]		article143
2019Five facts about beliefs and portfolios.(2019) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 143		paper
2019Five Facts About Beliefs and Portfolios.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 143		paper
2019Five Facts about Beliefs and Portfolios.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 143		paper
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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This paper has nother version. Agregated cites: 0		paper
2020Climate Finance.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2020Inside the Mind of a Stock Market Crash In: Papers.
[Full Text][Citation analysis]		paper29
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: 29		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: 29		paper
2020Inside the Mind of a Stock Market Crash.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 29		paper
2020Taming the Factor Zoo: A Test of New Factors In: Journal of Finance.
[Full Text][Citation analysis]		article223
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: 223		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: 223		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper145
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: 145		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: 145		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: 145		article
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: Working Paper.
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This paper has nother version. Agregated cites: 145		paper
2019Hedging climate change news In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper390
2019Hedging Climate Change News.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 390		paper
2019Hedging Climate Change News.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 390		paper
2020Hedging Climate Change News.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 390		article
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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This paper has nother version. Agregated cites: 24		article
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]		paper162
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 162		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: 162		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 162		paper
2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper33
2021Hedging macroeconomic and financial uncertainty and volatility.(2021) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 33		article
2019Hedging Macroeconomic and Financial Uncertainty and Volatility.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33		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
No-Bubble Condition: Model-Free Tests in Housing Markets.() In: Working 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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This paper has nother version. Agregated cites: 84		article
2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article343
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 343		paper
2017The price of variance risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article89
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 89		paper
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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This paper has nother version. Agregated cites: 33		paper
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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This paper has nother version. Agregated cites: 63		paper
2013Hard Times In: Scholarly Articles.
[Full Text][Citation analysis]		paper18
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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This paper has nother version. Agregated cites: 18		article
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]		article22
2021Thousands of Alpha Tests In: NBER Chapters.
[Citation analysis]		chapter23
2021Thousands of Alpha Tests.(2021) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 23		article
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]		paper102
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 102		article
2013Asset pricing in the frequency domain: theory and empirics.(2013) In: 2013 Meeting Papers.
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This paper has nother version. Agregated cites: 102		paper
2016Excess Volatility: Beyond Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper26
2018Excess Volatility: Beyond Discount Rates.(2018) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 26		article
2017Inference on Risk Premia in the Presence of Omitted Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper100
2020Uncertainty Shocks as Second-Moment News Shocks.(2020) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 100		article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 100		paper
2020Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2021Test Assets and Weak Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper13
2022A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper16
2023Four Facts About ESG Beliefs and Investor Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper29
2023Equity Term Structures without Dividend Strips Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2023Biodiversity Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2023Risk Preferences Implied by Synthetic Options In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2023What Drives Booms and Busts in Value? In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Recent Developments in Financial Risk and the Real Economy In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2024The Economics of Biodiversity Loss In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2025Nature Loss and Climate Change: The Twin-Crises Multiplier In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Climate Transition Risks and the Energy Sector In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2025Nature and Biodiversity Loss: A Research Agenda for Financial Economics In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025Investor Beliefs and Expectation Formation In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
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]		article33
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]		article66
2020Reply to “Rational Bubbles in UK Housing Markets” In: Econometrica.
[Full Text][Citation analysis]		article1

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