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Stefano Giglio
Stefano Giglio
Professor of Finance, Yale School of Management
在 yale.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Forced Sales and Housing Prices
JY Campbell, S Giglio, P Pathak
American Economic Review, forthcoming, 2011
1159*2011
Hedging climate change news
RF Engle, S Giglio, B Kelly, H Lee, J Stroebel
The Review of Financial Studies 33 (3), 1184-1216, 2020
9082020
Taming the factor zoo: A test of new factors
G Feng, S Giglio, D Xiu
The Journal of Finance 75 (3), 1327-1370, 2020
790*2020
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
6392016
Climate finance
S Giglio, B Kelly, J Stroebel
Annual review of financial economics 13 (1), 15-36, 2021
5412021
An intertemporal CAPM with stochastic volatility
JY Campbell, S Giglio, C Polk, R Turley
Journal of Financial Economics 128 (2), 207-233, 2018
5072018
Five facts about beliefs and portfolios
S Giglio, M Maggiori, J Stroebel, S Utkus
American Economic Review 111 (5), 1481-1522, 2021
4502021
Climate change and long-run discount rates: Evidence from real estate
S Giglio, M Maggiori, K Rao, J Stroebel, A Weber
The Review of Financial Studies 34 (8), 3527-3571, 2021
3872021
Asset pricing with omitted factors
S Giglio, D Xiu
Journal of Political Economy 129 (7), 1947-1990, 2021
335*2021
Very long-run discount rates
S Giglio, M Maggiori, J Stroebel
The Quarterly Journal of Economics 130 (1), 1-53, 2015
3292015
Uncertainty shocks as second-moment news shocks
D Berger, I Dew-Becker, S Giglio
The Review of Economic Studies 87 (1), 40-76, 2020
2542020
The price of variance risk
I Dew-Becker, S Giglio, A Le, M Rodriguez
Journal of Financial Economics 123 (2), 225-250, 2017
2362017
Credit Default Swap Spreads and Systemic Financial Risk
S Giglio
Mimeo, 2010
216*2010
Asset pricing in the frequency domain: theory and empirics
I Dew-Becker, S Giglio
The Review of Financial Studies 29 (8), 2029-2068, 2016
1802016
The joint dynamics of investor beliefs and trading during the COVID-19 crash
S Giglio, M Maggiori, J Stroebel, S Utkus
Proceedings of the National Academy of Sciences 118 (4), e2010316118, 2021
167*2021
Hard times
JY Campbell, S Giglio, C Polk
The Review of Asset Pricing Studies 3 (1), 95-132, 2013
1482013
No‐bubble condition: Model‐free tests in housing markets
S Giglio, M Maggiori, J Stroebel
Econometrica 84 (3), 1047-1091, 2016
1402016
Excess volatility: Beyond discount rates
S Giglio, B Kelly
The Quarterly Journal of Economics 133 (1), 71-127, 2018
1312018
No news is news: do markets underreact to nothing?
S Giglio, K Shue
The Review of Financial Studies 27 (12), 3389-3440, 2014
1212014
Thousands of alpha tests
S Giglio, Y Liao, D Xiu
The Review of Financial Studies 34 (7), 3456-3496, 2021
1102021
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