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List of works by Stefano Giglio

An Intertemporal CAPM with Stochastic Volatility

scientific article published in September 2012

Asset Pricing in the Frequency Domain: Theory and Empirics

scientific article published in September 2013

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

Climate Finance

scientific article published in December 2020

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

scientific article published in September 2020

Excess Volatility: Beyond Discount Rates

scientific article published in February 2016

Five Facts about Beliefs and Portfolios

scientific article published in April 2019

Forced Sales and House Prices

scientific article published in April 2009

Hard Times

scientific article published in July 2010

Hedging Climate Change News

scientific article published in April 2019

Inference on Risk Premia in the Presence of Omitted Factors

scientific article published in June 2017

Inside the Mind of a Stock Market Crash

No News is News: Do Markets Underreact to Nothing?

scientific article published in March 2013

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

scientific article published in May 2014

Systemic Risk and the Macroeconomy: An Empirical Evaluation

scientific article published in February 2015

Taming the Factor Zoo: A Test of New Factors

scientific article published in January 2019

The Price of Variance Risk

scientific article published in May 2015

Uncertainty Shocks as Second-Moment News Shocks

scientific article published in September 2017

Very Long-Run Discount Rates

scientific article published in May 2014