Stefano Giglio

Best Publications

• Forced Sales and House Prices

  John Y. Campbell;Stefano Giglio;Parag Pathak

  1277
  Citations

• Hedging Climate Change News

  Unknown

  1183
  Citations

• Systemic risk and the macroeconomy: An empirical evaluation

  Stefano Giglio;Bryan T Kelly;Seth Pruitt

  777
  Citations

• Climate Finance

  Unknown

  686
  Citations

• Taming the Factor Zoo: A Test of New Factors

  Guanhao Feng;Stefano Giglio;Stefano Giglio;Stefano Giglio;Dacheng Xiu

  679
  Citations

• An intertemporal CAPM with stochastic volatility

  John Y. Campbell;John Y. Campbell;Stefano Giglio;Stefano Giglio;Christopher Polk;Robert Staffan Turley

  598
  Citations

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

  Stefano Giglio;Matteo Maggiori;Johannes Stroebel;Andreas Weber

  573
  Citations

• Very long-run discount rates

  Stefano Giglio;Matteo Maggiori;Johannes Stroebel

  351
  Citations

• Very Long-Run Discount Rates

  Stefano Giglio;Matteo Maggiori;Johannes Stroebel

  336
  Citations

• Hard Times

  Unknown

  315
  Citations

• The price of variance risk

  Ian L Dew-Becker;Ian L Dew-Becker;Stefano W. Giglio;Stefano W. Giglio;Anh Le;Marius Rodriguez

  285
  Citations

• Asset Pricing with Omitted Factors

  Stefano Giglio;Dacheng Xiu

  267
  Citations

• Hedging Climate Change News

  Robert F Engle;Stefano Giglio;Bryan T Kelly;Heebum Lee

  211
  Citations

• An Intertemporal CAPM with Stochastic Volatility

  John Y Campbell;John Y Campbell;Stefano W Giglio;Stefano W Giglio;Christopher Polk;Robert Turley

  190
  Citations

• Uncertainty Shocks as Second-Moment News Shocks

  David Berger;Ian Dew-Becker;Stefano Giglio

  178
  Citations

• Five Facts About Beliefs and Portfolios

  Stefano Giglio;Matteo Maggiori;Johannes Stroebel;Stephen Utkus

  176
  Citations

• Factor Models, Machine Learning, and Asset Pricing

  Unknown

  162
  Citations

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

  Stefano Giglio;Stefano Giglio;Matteo Maggiori;Matteo Maggiori;Matteo Maggiori;Johannes Stroebel;Johannes Stroebel;Johannes Stroebel

  156
  Citations

• No News Is News: Do Markets Underreact to Nothing?

  Stefano Giglio;Kelly Shue

  152
  Citations

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

  Stefano W Giglio;Matteo Maggiori;Johannes Ströbel;Andreas Weber

  106
  Citations