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Stefano Giglio
Stefano Giglio
Professor of Finance, Yale School of Management
Verified email at yale.edu - Homepage
Title
Cited by
Cited by
Year
Forced Sales and Housing Prices
JY Campbell, S Giglio, P Pathak
American Economic Review, forthcoming, 2011
1015*2011
Systemic risk and the macroeconomy: An empirical evaluation
S Giglio, B Kelly, S Pruitt
Journal of Financial Economics 119 (3), 457-471, 2016
4472016
Taming the factor zoo: A test of new factors
G Feng, S Giglio, D Xiu
The Journal of Finance 75 (3), 1327-1370, 2020
444*2020
An intertemporal CAPM with stochastic volatility
JY Campbell, S Giglio, C Polk, R Turley
Journal of Financial Economics 128 (2), 207-233, 2018
4242018
Hedging climate change news
RF Engle, S Giglio, B Kelly, H Lee, J Stroebel
The Review of Financial Studies 33 (3), 1184-1216, 2020
3322020
Very long-run discount rates
S Giglio, M Maggiori, J Stroebel
The Quarterly Journal of Economics 130 (1), 1-53, 2015
2662015
Five facts about beliefs and portfolios
S Giglio, M Maggiori, J Stroebel, S Utkus
National Bureau of Economic Research, 2019
2422019
Credit Default Swap Spreads and Systemic Financial Risk
S Giglio
Mimeo, 2010
205*2010
The price of variance risk
I Dew-Becker, S Giglio, A Le, M Rodriguez
Journal of Financial Economics 123 (2), 225-250, 2017
1972017
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
1852021
Asset pricing with omitted factors
S Giglio, D Xiu
Journal of Political Economy 129 (7), 1947-1990, 2021
163*2021
Uncertainty shocks as second-moment news shocks
D Berger, I Dew-Becker, S Giglio
The Review of Economic Studies 87 (1), 40-76, 2020
163*2020
Asset pricing in the frequency domain: theory and empirics
I Dew-Becker, S Giglio
The Review of Financial Studies 29 (8), 2029-2068, 2016
1392016
Hard times
JY Campbell, S Giglio, C Polk
The Review of Asset Pricing Studies 3 (1), 95-132, 2013
1332013
No‐bubble condition: Model‐free tests in housing markets
S Giglio, M Maggiori, J Stroebel
Econometrica 84 (3), 1047-1091, 2016
1152016
Climate finance
S Giglio, BT Kelly, J Stroebel
National Bureau of Economic Research, 2020
1122020
No news is news: do markets underreact to nothing?
S Giglio, K Shue
The Review of Financial Studies 27 (12), 3389-3440, 2014
1002014
Excess volatility: Beyond discount rates
S Giglio, B Kelly
The Quarterly Journal of Economics 133 (1), 71-127, 2018
952018
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
86*2021
The performance of Italian family firms
CA Favero, SW Giglio, M Honorati, F Panunzi, ...
Centre for Economic Policy Research, 2006
85*2006
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