Grigory Vilkov : Citation Profile

Frankfurt School of Finance and Management

8

H index

8

i10 index

610

Citations

RESEARCH PRODUCTION:

13

Articles

18

Papers

RESEARCH ACTIVITY:

   15 years (2009 - 2024). See details.
   Cites by year: 40
   Journals where Grigory Vilkov has often published
   Relations with other researchers
   Recent citing documents: 196.    Total self citations: 2 (0.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi267
   Updated: 2026-02-07    RAS profile: 2025-05-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Sarno, Lucio (6)

Zhang, S. Sarah (6)

Dreber, Anna (6)

Menkveld, Albert (6)

Talavera, Oleksandr (6)

Palan, Stefan (6)

Alexeev, Vitali (6)

Nielsson, Ulf (6)

Deev, Oleg (6)

Frijns, Bart (6)

Xiu, Dacheng (6)

Smales, Lee (6)

Schuerhoff, Norman (6)

Pasquariello, Paolo (6)

Söderlind, Paul (6)

Brownlees, Christian (6)

Lof, Matthijs (6)

Xia, Shuo (6)

Johannesson, Magnus (6)

Ranaldo, Angelo (6)

Degryse, Hans (6)

Ødegaard, Bernt (6)

Gerritsen, Dirk (6)

Reitz, Stefan (6)

Moinas, Sophie (6)

FERROUHI, EL MEHDI (6)

Jurkatis, Simon (6)

Holzmeister, Felix (6)

Frömmel, Michael (6)

Renault, Thomas (6)

Sojli, Elvira (6)

Schwarz, Marco (6)

Taylor, Nick (6)

Foucault, Thierry (6)

Hurlin, Christophe (6)

Füllbrunn, Sascha (6)

Dumitrescu, Ariadna (6)

Stefanova, Denitsa (6)

Ferrara, Gerardo (6)

Caporin, Massimiliano (6)

Davies, Ryan (6)

Korajczyk, Robert (6)

Shachar, Or (6)

Scaillet, Olivier (6)

Roy, Saurabh (6)

Gehrig, Thomas (6)

Dimpfl, Thomas (6)

Wilhelmsson, Anders (6)

Rinne, Kalle (6)

Wolff, Christian (6)

Tonks, Ian (6)

Park, Andreas (6)

Chernov, Mikhail (6)

Bos, Charles (6)

Harris, Jeffrey (6)

Pastor, Lubos (6)

Liew, Chee (6)

LINTON, OLIVER (6)

Bohorquez Correa, Santiago (5)

Schenk-Hoppé, Klaus (5)

Huang, Wenqian (5)

Koetter, Michael (5)

CAPELLE-BLANCARD, Gunther (5)

Neszveda, Gabor (5)

Horenstein, Alex (5)

Eugster, Nicolas (5)

Roesch, Dominik (5)

Walther, Thomas (5)

Shui, Jessica (5)

Aloosh, Arash (5)

Deku, Solomon (5)

Jalkh, Naji (5)

Hambuckers, Julien (5)

Hautsch, Nikolaus (5)

Verousis, Thanos (5)

Colliard, Jean-Edouard (4)

van Kervel, Vincent (4)

Gil-Bazo, Javier (4)

Ait-Sahalia, Yacine (4)

Güçbilmez, Ufuk (4)

He, Xuezhong (Tony) (3)

Chow, Nikolai Sheung-Chi (3)

Voigt, Stefan (3)

Abudy, Menachem (3)

Capera Romero, Laura (3)

Mihet, Roxana (3)

Kassner, Bernhard (2)

Lopez-Lira, Alejandro (2)

Patel, Vinay (2)

Bouri, Elie (2)

Hjalmarsson, Erik (2)

PASCUAL, ROBERTO (2)

Theissen, Erik (2)

Bjønnes, Geir (2)

Zhou, Chen (2)

Roy, Saurabh (2)

Gorbenko, Arseny (2)

Adrian, Tobias (2)

Vogel, Sebastian (2)

Heath, Davidson (2)

Lajaunie, Quentin (2)

Wong, Wing-Keung (2)

Rakowski, David (2)

Putnins, Talis (2)

Kearney, Fearghal (2)

Regis, Luca (2)

Prokopczuk, Marcel (2)

Pelizzon, Loriana (2)

Hasse, Jean-Baptiste (2)

Patton, Andrew (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)

Martin, Ian (7)

Schadner, Wolfgang (7)

Bernales, Alejandro (7)

Novales, Alfonso (6)

Huber, Christoph (6)

Rombouts, Jeroen (6)

Symeonidis, Lazaros (5)

Mueller, Philippe (5)

Cites to:

Campbell, John (26)

Dumas, Bernard (15)

Uppal, Raman (14)

phalippou, ludovic (14)

Vayanos, Dimitri (14)

Calvet, Laurent (13)

Pastor, Lubos (13)

Martin, Ian (11)

Pedersen, Lasse (10)

Epstein, Larry (10)

merton, robert (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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Measuring firm-level manager risk perception. (2024). Wei, Ran ; Lu, Shanglin ; Liu, Zhenya ; He, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011590.

Full description at Econpapers || Download paper

2024Who really cares? Climate change exposure and auditor conservatism: Evidence from China. (2024). Song, DI ; Yang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013618.

Full description at Econpapers || Download paper

2024How does regional carbon transition affect loan pricing? Evidence from China. (2024). Liu, Lanbiao ; Wang, Daoping ; Hu, Xuanyi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013850.

Full description at Econpapers || Download paper

2025ESG performance and sustainability concerns exposure. (2025). Vu, Thanh Nam. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014636.

Full description at Econpapers || Download paper

2025Climate risk disclosure, green innovation and enterprise value. (2025). Zhang, Wenyu ; Lu, Hongshuo ; Liu, Tingli. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015824.

Full description at Econpapers || Download paper

2025Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562.

Full description at Econpapers || Download paper

2025Correlation aversion in foreign direct investment. (2025). Jinji, Naoto ; Khotamov, Navruz. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017574.

Full description at Econpapers || Download paper

2025When climate risk hits corporate value: The moderating role of financial constraints, flexibility, and innovation. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000455.

Full description at Econpapers || Download paper

2025Does corporate ESG news impact firm productivity?. (2025). Owusu, Abena Fosua ; Darku, Francis Bilson ; Arthur, Joseph. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001485.

Full description at Econpapers || Download paper

2025Corporate climate risk perception and debt concentration. (2025). Ma, Zhenbang ; Xie, Yanxiang ; Wang, Kai ; Pu, Guifang. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002867.

Full description at Econpapers || Download paper

2025Firm carbon risk exposure and financial stability. (2025). Lee, Chi-Chuan ; Abdullah, Mohammad ; Owusu, Freeman Brobbey ; Gyeke-Dako, Agyapomaa. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004672.

Full description at Econpapers || Download paper

2025Industry-level climate policy risk exposure and corporate ESG performance. (2025). Sun, Chentong ; Pan, Chu ; Xu, Nuo. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325008013.

Full description at Econpapers || Download paper

2024Climate change exposure, financial development, and the cost of debt: Evidence from EU countries. (2024). Vo, Xuan Vinh ; Li, Teng ; Trinh, Hai Hong. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924001001.

Full description at Econpapers || Download paper

2025Bank lending to fossil fuel firms. (2025). Demetriades, Elias ; Politsidis, Panagiotis N. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001347.

Full description at Econpapers || Download paper

2025Climate information disclosure quality and systemic risk in the U.S. banking industry. (2025). Hu, Zinan ; Borjigin, Sumuya. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s157230892500049x.

Full description at Econpapers || Download paper

2025ESG performance and bond return volatility. (2025). Chamberlain, Trevor ; Zhu, LU ; Zhao, Ran ; Zhang, Zehua. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000634.

Full description at Econpapers || Download paper

2025How policy instruments affect forest cover: Evidence from China. (2025). Tong, LU ; Ma, Guoyong ; Hou, Ruihuan. In: Forest Policy and Economics. RePEc:eee:forpol:v:172:y:2025:i:c:s1389934125000346.

Full description at Econpapers || Download paper

2024Spillover effect of corporate digitalization in the supply chain: Perspective of trade credit financing. (2024). Uddin, Gazi ; Zhu, You ; Yang, XU. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000814.

Full description at Econpapers || Download paper

2024Resistance or motivation? Impact of climate risk on corporate greenwashing: An empirical study of Chinese enterprises. (2024). Zhang, Yue-Jun ; Liu, Jing-Yue ; Lei, Quan. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001029.

Full description at Econpapers || Download paper

2025Climate change and corporate credit worthiness: International evidence. (2025). Nguyen, Harvey ; Pham, Anh Viet. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001455.

Full description at Econpapers || Download paper

2025Technological progress and carbon emissions: Evidence from the European Union. (2025). Szilagyi, Peter G ; Ryu, Doojin ; Nam, Hyun-Jung. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000833.

Full description at Econpapers || Download paper

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]		article134
2024Nonstandard Errors In: Journal of Finance.
[Full Text][Citation analysis]		article14
2024Nonstandard errors.(2024) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2024Nonstandard Errors.(2024) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2021Non-Standard Errors.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		article
2018Non-myopic betas In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1
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]		article28
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]		article81
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team