Stefano Giglio : Citation Profile

Yale University

21

H index

28

i10 index

2479

Citations

RESEARCH PRODUCTION:

22

Articles

63

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 130
   Journals where Stefano Giglio has often published
   Relations with other researchers
   Recent citing documents: 404.    Total self citations: 18 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi162
   Updated: 2025-04-19    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 (23)

Baruník, Jozef (22)

GUPTA, RANGAN (19)

Weber, Michael (15)

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)

Shleifer, Andrei (13)

Bollerslev, Tim (13)

Epstein, Larry (12)

Hansen, Lars (12)

Wu, Liuren (11)

Shanken, Jay (10)

Main data

Production by document typearticlepaperchapter2006200720082009201020112012201320142015201620172018201920202021202220232024202501020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents12345678910111213141516171819202122230250500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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)

Year  ↓Title of citing document  ↓
2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024Do t-Statistic Hurdles Need to be Raised. (2022). 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. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2206.15365.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2024The Elasticity of Quantitative Investment. (2023). 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?. (2023). Zhang, Yonghui ; Wei, Jie. In: Papers. RePEc:arx:papers:2305.05934.

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

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

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

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

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2024Probabilistic Targeted Factor Analysis. (2024). 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). Lin, Xintong ; Yang, Zichen ; Gu, Jiajun ; Lu, Yuting ; Chen, Sixun. 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). Nguyen, Duc Khuong ; Zhou, Wei-Xing ; 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). Peng, Bin ; Liu, Fei ; Gao, Jiti ; 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). Zhang, Ting ; Xu, Hai-Chuan ; Zhou, Wei-Xing. 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). Duan, Jiangtao ; Bai, Jushan ; 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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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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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. (). Pinter, Gabor ; Walker, Danny ; Siriwardane, Emil. In: BIS Working Papers. RePEc:bis:biswps:1233.

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2024.

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2024.

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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). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2024.

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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 ; Chen, Hui ; Kogan, Leonid. 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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2024.

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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, Yi Fan. 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). Steiner, Eva ; Eichholtz, Piet ; Addoum, Jawad M ; Ynder, Erkan. 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). Gambetti, Luca ; Korobilis, Dimitris ; Zanetti, Francesco. In: Working Papers. RePEc:bny:wpaper:0137.

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

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2024.

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

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

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

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2024Inflation and Trading. (2024). Hackethal, Andreas ; Weber, Michael ; 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 ; Yong, Tiffany ; Tan, Zhenhao ; Pastore, Stefano ; Giglio, Stefano ; Acharya, Viral V. 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). Colella, Ida ; Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Albanese, Marina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11747.

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

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2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

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2025Housing wealth across countries: the role of expectations, institutions and preferences. (2025). Slacalek, Jiri ; le Blanc, Julia ; White, Matthew N. In: Working Paper Series. RePEc:ecb:ecbwps:20253021.

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2025From flood to fire: is physical climate risk taken into account in banks’ residential mortgage rates?. (2025). Scheid, Benedikt ; Jarmulska, Barbara ; Fontana, Adele ; Scheins, Christopher ; Schwarz, Claudia. In: Working Paper Series. RePEc:ecb:ecbwps:20253036.

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2024Which ESG+F dimension matters most to retail investors? An experimental study on financial decisions and future generations. (2024). Bax, Karoline ; Klaser, Klaudijo ; Benuzzi, Matteo. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000965.

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

Works by Stefano Giglio:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Forced Sales and House Prices In: American Economic Review.
[Full Text][Citation analysis]		article459
2011Forced Sales and House Prices.(2011) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 459		paper
2009Forced Sales and House Prices.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 459		paper
2021Five Facts about Beliefs and Portfolios In: American Economic Review.
[Full Text][Citation analysis]		article118
2019Five facts about beliefs and portfolios.(2019) In: CESifo Working Paper Series.
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This paper has nother version. Agregated cites: 118		paper
2019Five Facts About Beliefs and Portfolios.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 118		paper
2019Five Facts about Beliefs and Portfolios.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 118		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]		paper24
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: 24		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: 24		paper
2020Inside the Mind of a Stock Market Crash.(2020) In: NBER Working Papers.
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2020Taming the Factor Zoo: A Test of New Factors In: Journal of Finance.
[Full Text][Citation analysis]		article192
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: 192		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: 192		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper113
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
2015Climate Change and Long-Run Discount Rates: Evidence from Real Estate.(2015) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		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: 113		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: 113		paper
2019Hedging climate change news In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper290
2019Hedging Climate Change News.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 290		paper
2019Hedging Climate Change News.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 290		paper
2020Hedging Climate Change News.(2020) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 290		article
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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This paper has nother version. Agregated cites: 23		article
2011Intangible Capital, Relative Asset Shortages and Bubbles.(2011) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 23		paper
2015An Intertemporal CAPM with Stochastic Volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper153
2018An intertemporal CAPM with stochastic volatility.(2018) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 153		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: 153		paper
2012An Intertemporal CAPM with Stochastic Volatility.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 153		paper
2020Hedging macroeconomic and financial uncertainty and volatility In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
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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This paper has nother version. Agregated cites: 30		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]		paper77
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: 77		paper
No-Bubble Condition: Model-Free Tests in Housing Markets.() In: Working Paper.
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2016No‐Bubble Condition: Model‐Free Tests in Housing Markets.(2016) In: Econometrica.
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This paper has nother version. Agregated cites: 77		article
2016Systemic risk and the macroeconomy: An empirical evaluation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article321
2015Systemic Risk and the Macroeconomy: An Empirical Evaluation.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 321		paper
2017The price of variance risk In: Journal of Financial Economics.
[Full Text][Citation analysis]		article82
2015The Price of Variance Risk.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 82		paper
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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This paper has nother version. Agregated cites: 31		paper
2014Very Long Run Discount Rates.(2014) In: 2014 Meeting Papers.
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This paper has nother version. Agregated cites: 31		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]		article20
2021Thousands of Alpha Tests In: NBER Chapters.
[Citation analysis]		chapter21
2021Thousands of Alpha Tests.(2021) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 21		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]		paper99
2016Asset Pricing in the Frequency Domain: Theory and Empirics.(2016) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		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: 99		paper
2016Excess Volatility: Beyond Discount Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper25
2018Excess Volatility: Beyond Discount Rates.(2018) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 25		article
2017Inference on Risk Premia in the Presence of Omitted Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2017Uncertainty Shocks as Second-Moment News Shocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper91
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: 91		article
2017Uncertainty Shocks as Second-Moment News Shocks.(2017) In: 2017 Meeting Papers.
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This paper has nother version. Agregated cites: 91		paper
2020Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper18
2021Test Assets and Weak Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper11
2022A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2023Four Facts About ESG Beliefs and Investor Portfolios In: NBER Working Papers.
[Full Text][Citation analysis]		paper17
2023Equity Term Structures without Dividend Strips Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2023Biodiversity Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
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]		paper1
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]		paper0
2015Editors Choice Very Long-Run Discount Rates In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]		article40
2014Editors Choice No News Is News: Do Markets Underreact to Nothing? In: The Review of Financial Studies.
[Full Text][Citation analysis]		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]		article58
2020Reply to “Rational Bubbles in UK Housing Markets” In: Econometrica.
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