Stefano Giglio

Forced Sales and House Prices

Year: 2009
Journal: American Economic Review
Authors: John Y. Campbell; Stefano Giglio; Parag Pathak

Hard Times

Year: 2010
Journal: Review of Asset Pricing Studies
Authors: John Y. Campbell; Stefano Giglio; Christopher Polk

An Intertemporal CAPM with Stochastic Volatility

Year: 2012
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Stefano Giglio; Christopher Polk; Robert Turley

Asset Pricing in the Frequency Domain: Theory and Empirics

Year: 2013
Journal: Review of Financial Studies
Authors: Ian Dewbecker; Stefano Giglio

No News is News: Do Markets Underreact to Nothing?

Year: 2013
Journal: Review of Financial Studies
Authors: Stefano Giglio; Kelly Shue

No-Bubble Condition: Model-Free Tests in Housing Markets

Year: 2014
Journal: Econometrica
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel

Very Long-Run Discount Rates

Year: 2014
Journal: Quarterly Journal of Economics
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel

Systemic Risk and the Macroeconomy: An Empirical Evaluation

Year: 2015
Journal: Journal of Financial Economics
Authors: Stefano Giglio; Bryan T. Kelly; Seth Pruitt

Climate Change and Long-Run Discount Rates: Evidence from Real Estate

Year: 2015
Journal: Review of Financial Studies
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel; Andreas Weber

The Price of Variance Risk

Year: 2015
Journal: Journal of Financial Economics
Authors: Ian Dewbecker; Stefano Giglio; Anh Le; Marius Rodriguez

Climate Change and Long-Run Discount Rates: Evidence from Real Estate

Year: 2015
Journal: Review of Financial Studies
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel; Andreas Weber

Excess Volatility Beyond Discount Rates

Year: 2016
Journal: Quarterly Journal of Economics
Authors: Stefano Giglio; Bryan Kelly

Inference on Risk Premia in the Presence of Omitted Factors

Year: 2017
Journal: No Journal Matched
Authors: Stefano Giglio; Dacheng Xiu

Uncertainty Shocks as Second-Moment News Shocks

Year: 2017
Journal: Review of Economic Studies
Authors: David Berger; Ian Dewbecker; Stefano Giglio

Taming the Factor Zoo: A Test of New Factors

Year: 2019
Journal: Journal of Finance
Authors: Guanhao Feng; Stefano Giglio; Dacheng Xiu

Hedging Climate Change News

Year: 2019
Journal: Review of Financial Studies
Authors: Robert F. Engle III; Stefano Giglio; Bryan T. Kelly; Heebum Lee; Johannes Stroebel

Hedging Macroeconomic and Financial Uncertainty and Volatility

Year: 2019
Journal: Journal of Financial Economics
Authors: Ian Dewbecker; Stefano Giglio; Bryan T. Kelly

Five Facts About Beliefs and Portfolios

Year: 2019
Journal: American Economic Review
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel; Stephen Utkus

Inside the Mind of a Stock Market Crash

Year: 2020
Journal: No Journal Matched
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel; Stephen Utkus

Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data

Year: 2020
Journal: American Economic Journal: Macroeconomics
Authors: Ian Dewbecker; Stefano Giglio

Climate Finance

Year: 2020
Journal: Annual Review of Financial Economics
Authors: Stefano Giglio; Bryan T. Kelly; Johannes Stroebel

Climate Finance

Year: 2020
Journal: Annual Review of Financial Economics
Authors: Stefano Giglio; Johannes Stroebel; Bryan Kelly

Test Assets and Weak Factors

Year: 2021
Journal: No Journal Matched
Authors: Stefano Giglio; Dacheng Xiu; Dake Zhang

Cross-sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data

Year: 2021
Journal: No Journal Matched
Authors: Ian Dewbecker; Stefano Giglio

Test Assets and Weak Factors

Year: 2021
Journal: No Journal Matched
Authors: Stefano Giglio; Dacheng Xiu; Dake Zhang

A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios

Year: 2022
Journal: No Journal Matched
Authors: Georgij Alekseev; Stefano Giglio; Quinn Maingi; Julia Selgrad; Johannes Stroebel

Four Facts About ESG Beliefs and Investor Portfolios

Year: 2023
Journal: No Journal Matched
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel; Zhenhao Tan; Stephen Utkus; Xiao Xu

Equity Term Structures Without Dividend Strips Data

Year: 2023
Journal: No Journal Matched
Authors: Stefano Giglio; Bryan T. Kelly; Serhiy Kozak

Biodiversity Risk

Year: 2023
Journal: No Journal Matched
Authors: Stefano Giglio; Theresa Kuchler; Johannes Stroebel; Xuran Zeng

Risk Preferences Implied by Synthetic Options

Year: 2023
Journal: No Journal Matched
Authors: Ian Dewbecker; Stefano Giglio

Four Facts About ESG Beliefs and Investor Portfolios

Year: 2023
Journal: No Journal Matched
Authors: Stefano Giglio; Matteo Maggiori; Johannes Stroebel; Zhenhao Tan; Stephen Utkus; Xiao Xu

Biodiversity Risk

Year: 2023
Journal: No Journal Matched
Authors: Stefano Giglio; Theresa Kuchler; Johannes Stroebel; Xuran Zeng

Recent Developments in Financial Risk and the Real Economy

Year: 2023
Journal: Annual Review of Financial Economics
Authors: Ian Dewbecker; Stefano Giglio

What Drives Booms and Busts in Value

Year: 2023
Journal: No Journal Matched
Authors: John Y. Campbell; Stefano Giglio; Christopher Polk