Stefano Giglio
Names
| first: |
Stefano |
| last: |
Giglio |
Identifer
Contact
Affiliations
-
Yale University
/ School of Management
Research profile
author of:
- Forced Sales and House Prices
American Economic Review, American Economic Association (2011)
by John Y. Campbell & Stefano Giglio & Parag Pathak
(ReDIF-article, aea:aecrev:v:101:y:2011:i:5:p:2108-31) - Five Facts about Beliefs and Portfolios
American Economic Review, American Economic Association (2021)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-article, aea:aecrev:v:111:y:2021:i:5:p:1481-1522) - Climate Finance
Annual Review of Financial Economics, Annual Reviews (2021)
by Stefano Giglio & Bryan Kelly & Johannes Stroebel
(ReDIF-article, anr:refeco:v:13:y:2021:p:15-36) - Inside the Mind of a Stock Market Crash
Papers, arXiv.org (2020)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-paper, arx:papers:2004.01831) - Taming the Factor Zoo: A Test of New Factors
Journal of Finance, American Finance Association (2020)
by Guanhao Feng & Stefano Giglio & Dacheng Xiu
(ReDIF-article, bla:jfinan:v:75:y:2020:i:3:p:1327-1370) - Climate Change and Long-Run Discount Rates: Evidence from Real Estate
CESifo Working Paper Series, CESifo (2015)
by Stefano Giglio & Matteo Maggiori & Johannes Ströbel & Andreas Weber
(ReDIF-paper, ces:ceswps:_5608) - Hedging climate change news
CESifo Working Paper Series, CESifo (2019)
by Robert Engle & Stefano Giglio & Heebum Lee & Bryan Kelly & Johannes Stroebel
(ReDIF-paper, ces:ceswps:_7655) - Five facts about beliefs and portfolios
CESifo Working Paper Series, CESifo (2019)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-paper, ces:ceswps:_7666) - Inside the Mind of a Stock Market Crash
CESifo Working Paper Series, CESifo (2020)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-paper, ces:ceswps:_8334) - Climate Finance
CESifo Working Paper Series, CESifo (2020)
by Stefano Giglio & Bryan Kelly & Johannes Stroebel
(ReDIF-paper, ces:ceswps:_8772) - Intangible Capital, Relative Asset Shortages and Bubbles
Levine's Working Paper Archive, David K. Levine (2011)
by Stefano Giglio & Tiago Severo
(ReDIF-paper, cla:levarc:786969000000000121) - An Intertemporal CAPM with Stochastic Volatility
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Campbell, John Y & Polk, Christopher & Giglio, Stefano & Turley, Robert
(ReDIF-paper, cpr:ceprdp:10681) - Climate Change and Long-Run Discount Rates: Evidence from Real Estate
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
by Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo & Weber, Andreas
(ReDIF-paper, cpr:ceprdp:10958) - Five Facts About Beliefs and Portfolios
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P.
(ReDIF-paper, cpr:ceprdp:13657) - Hedging Climate Change News
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
by Ströbel, Johannes & Engle, Robert & Giglio, Stefano & Kelly, Bryan & Lee, Heebum
(ReDIF-paper, cpr:ceprdp:13730) - Taming the Factor Zoo: A Test of New Factors
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng
(ReDIF-paper, cpr:ceprdp:14266) - Inside the Mind of a Stock Market Crash
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P.
(ReDIF-paper, cpr:ceprdp:14813) - Hedging macroeconomic and financial uncertainty and volatility
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan
(ReDIF-paper, cpr:ceprdp:15239) - Climate Finance
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
by Ströbel, Johannes & Giglio, Stefano & Kelly, Bryan
(ReDIF-paper, cpr:ceprdp:15557) - Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Giglio, Stefano & Dew-Becker, Ian
(ReDIF-paper, cpr:ceprdp:16306) - Test Assets and Weak Factors
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
by Giglio, Stefano & Xiu, Dacheng & Zhang, Dake
(ReDIF-paper, cpr:ceprdp:16307) - The Performance of Italian Family Firms
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Favero, Carlo A. & Panunzi, Fausto & Giglio, Stefano & Honorati, Maddalena
(ReDIF-paper, cpr:ceprdp:5786) - Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
by Favero, Carlo A. & Giglio, Stefano
(ReDIF-paper, cpr:ceprdp:5793) - No-Bubble Condition: Model-Free Tests in Housing Markets
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2014)
by Giglio, Stefano & Ströbel, Johannes & Maggiori, Matteo
(ReDIF-paper, cpr:ceprdp:9978) - Systemic risk and the macroeconomy: An empirical evaluation
Journal of Financial Economics, Elsevier (2016)
by Giglio, Stefano & Kelly, Bryan & Pruitt, Seth
(ReDIF-article, eee:jfinec:v:119:y:2016:i:3:p:457-471) - The price of variance risk
Journal of Financial Economics, Elsevier (2017)
by Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius
(ReDIF-article, eee:jfinec:v:123:y:2017:i:2:p:225-250) - An intertemporal CAPM with stochastic volatility
Journal of Financial Economics, Elsevier (2018)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
(ReDIF-article, eee:jfinec:v:128:y:2018:i:2:p:207-233) - Hedging macroeconomic and financial uncertainty and volatility
Journal of Financial Economics, Elsevier (2021)
by Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan
(ReDIF-article, eee:jfinec:v:142:y:2021:i:1:p:23-45) - Intangible capital, relative asset shortages and bubbles
Journal of Monetary Economics, Elsevier (2012)
by Giglio, Stefano & Severo, Tiago
(ReDIF-article, eee:moneco:v:59:y:2012:i:3:p:303-317) - An Intertemporal CAPM with stochastic volatility
LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2018)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert
(ReDIF-paper, ehl:lserod:69634) - Very long-run discount rates
Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2014)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
(ReDIF-paper, fip:feddgw:182) - Credit default swap spreads and systemic financial risk
Proceedings, Federal Reserve Bank of Chicago (2011)
by Stefano Giglio
(ReDIF-paper, fip:fedhpr:1122) - Hard Times
Scholarly Articles, Harvard University Department of Economics (2013)
by Campbell, John Y. & Giglio, Stefano & Polk, Christopher
(ReDIF-paper, hrv:faseco:12172786) - Forced Sales and House Prices
Scholarly Articles, Harvard University Department of Economics (2011)
by Giglio, Stefano & Pathak, Parag & Campbell, John Y.
(ReDIF-paper, hrv:faseco:9887623) - Fiscal Policy and the Term Structure: Evidence from the Case of Italy in the EMS and the EMU Periods
Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University (2006)
by Carlo A. Favero & Stefano W. Giglio
(ReDIF-paper, igi:igierp:312) - Intangible Capital, Relative Asset Shortages and Bubbles
IMF Working Papers, International Monetary Fund (2011)
by Mr. Stefano Giglio & Tiago Severo
(ReDIF-paper, imf:imfwpa:2011/271) - The joint dynamics of investor beliefs and trading during the COVID-19 crash
Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences (2021)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-article, nas:journl:v:118:y:2021:p:e2010316118) - Thousands of Alpha Tests
NBER Chapters, National Bureau of Economic Research, Inc (2021)
by Stefano Giglio & Yuan Liao & Dacheng Xiu
(ReDIF-chapter, nbr:nberch:14605) - Forced Sales and House Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by John Y. Campbell & Stefano Giglio & Parag Pathak
(ReDIF-paper, nbr:nberwo:14866) - Hard Times
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by John Y. Campbell & Stefano Giglio & Christopher Polk
(ReDIF-paper, nbr:nberwo:16222) - An Intertemporal CAPM with Stochastic Volatility
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by John Y. Campbell & Stefano Giglio & Christopher Polk & Robert Turley
(ReDIF-paper, nbr:nberwo:18411) - No News is News: Do Markets Underreact to Nothing?
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Stefano Giglio & Kelly Shue
(ReDIF-paper, nbr:nberwo:18914) - Asset Pricing in the Frequency Domain: Theory and Empirics
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Ian Dew-Becker & Stefano Giglio
(ReDIF-paper, nbr:nberwo:19416) - Very Long-Run Discount Rates
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
(ReDIF-paper, nbr:nberwo:20133) - No-Bubble Condition: Model-free Tests in Housing Markets
NBER Working Papers, National Bureau of Economic Research, Inc (2014)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
(ReDIF-paper, nbr:nberwo:20154) - Systemic Risk and the Macroeconomy: An Empirical Evaluation
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Stefano Giglio & Bryan T. Kelly & Seth Pruitt
(ReDIF-paper, nbr:nberwo:20963) - The Price of Variance Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Ian Dew-Becker & Stefano Giglio & Anh Le & Marius Rodriguez
(ReDIF-paper, nbr:nberwo:21182) - Climate Change and Long-Run Discount Rates: Evidence from Real Estate
NBER Working Papers, National Bureau of Economic Research, Inc (2015)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Andreas Weber
(ReDIF-paper, nbr:nberwo:21767) - Excess Volatility: Beyond Discount Rates
NBER Working Papers, National Bureau of Economic Research, Inc (2016)
by Stefano Giglio & Bryan Kelly
(ReDIF-paper, nbr:nberwo:22045) - Inference on Risk Premia in the Presence of Omitted Factors
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by Stefano Giglio & Dacheng Xiu
(ReDIF-paper, nbr:nberwo:23527) - Uncertainty Shocks as Second-Moment News Shocks
NBER Working Papers, National Bureau of Economic Research, Inc (2017)
by David Berger & Ian Dew-Becker & Stefano Giglio
(ReDIF-paper, nbr:nberwo:23796) - Taming the Factor Zoo: A Test of New Factors
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Guanhao Feng & Stefano Giglio & Dacheng Xiu
(ReDIF-paper, nbr:nberwo:25481) - Hedging Climate Change News
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel
(ReDIF-paper, nbr:nberwo:25734) - Five Facts about Beliefs and Portfolios
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-paper, nbr:nberwo:25744) - Hedging Macroeconomic and Financial Uncertainty and Volatility
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly
(ReDIF-paper, nbr:nberwo:26323) - Inside the Mind of a Stock Market Crash
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus
(ReDIF-paper, nbr:nberwo:27272) - Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Ian Dew-Becker & Stefano Giglio
(ReDIF-paper, nbr:nberwo:27864) - Climate Finance
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Stefano Giglio & Bryan T. Kelly & Johannes Stroebel
(ReDIF-paper, nbr:nberwo:28226) - Test Assets and Weak Factors
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Stefano Giglio & Dacheng Xiu & Dake Zhang
(ReDIF-paper, nbr:nberwo:29002) - A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel
(ReDIF-paper, nbr:nberwo:30703) - Four Facts About ESG Beliefs and Investor Portfolios
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu
(ReDIF-paper, nbr:nberwo:31114) - Equity Term Structures without Dividend Strips Data
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Stefano Giglio & Bryan T. Kelly & Serhiy Kozak
(ReDIF-paper, nbr:nberwo:31119) - Biodiversity Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Xuran Zeng
(ReDIF-paper, nbr:nberwo:31137) - Risk Preferences Implied by Synthetic Options
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Ian Dew-Becker & Stefano Giglio
(ReDIF-paper, nbr:nberwo:31833) - What Drives Booms and Busts in Value?
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by John Y. Campbell & Stefano Giglio & Christopher Polk
(ReDIF-paper, nbr:nberwo:31859) - Recent Developments in Financial Risk and the Real Economy
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Ian Dew-Becker & Stefano Giglio
(ReDIF-paper, nbr:nberwo:31878) - The Economics of Biodiversity Loss
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang
(ReDIF-paper, nbr:nberwo:32678) - Nature Loss and Climate Change: The Twin-Crises Multiplier
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Stefano Giglio & Theresa Kuchler & Johannes Stroebel & Olivier Wang
(ReDIF-paper, nbr:nberwo:33361) - Climate Transition Risks and the Energy Sector
NBER Working Papers, National Bureau of Economic Research, Inc (2025)
by Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong
(ReDIF-paper, nbr:nberwo:33413) - Editor's Choice Very Long-Run Discount Rates
The Quarterly Journal of Economics, President and Fellows of Harvard College (2015)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
(ReDIF-article, oup:qjecon:v:130:y:2015:i:1:p:1-53) - Excess Volatility: Beyond Discount Rates
The Quarterly Journal of Economics, President and Fellows of Harvard College (2018)
by Stefano Giglio & Bryan Kelly
(ReDIF-article, oup:qjecon:v:133:y:2018:i:1:p:71-127.) - Hard Times
The Review of Asset Pricing Studies, Society for Financial Studies (2013)
by John Y. Campbell & Stefano Giglio & Christopher Polk
(ReDIF-article, oup:rasset:v:3:y:2013:i:1:p:95-132.) - Uncertainty Shocks as Second-Moment News Shocks
The Review of Economic Studies, Review of Economic Studies Ltd (2020)
by David Berger & Ian Dew-Becker & Stefano Giglio
(ReDIF-article, oup:restud:v:87:y:2020:i:1:p:40-76.) - Editor's Choice No News Is News: Do Markets Underreact to Nothing?
The Review of Financial Studies, Society for Financial Studies (2014)
by Stefano Giglio & Kelly Shue
(ReDIF-article, oup:rfinst:v:27:y:2014:i:12:p:3389-3440.) - Asset Pricing in the Frequency Domain: Theory and Empirics
The Review of Financial Studies, Society for Financial Studies (2016)
by Ian Dew-Becker & Stefano Giglio
(ReDIF-article, oup:rfinst:v:29:y:2016:i:8:p:2029-2068.) - Hedging Climate Change News
The Review of Financial Studies, Society for Financial Studies (2020)
by Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel
(ReDIF-article, oup:rfinst:v:33:y:2020:i:3:p:1184-1216.) - Thousands of Alpha Tests
[The performance of hedge funds: Risk, return, and incentives]
The Review of Financial Studies, Society for Financial Studies (2021)
by Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang
(ReDIF-article, oup:rfinst:v:34:y:2021:i:7:p:3456-3496.) - Climate Change and Long-Run Discount Rates: Evidence from Real Estate
[Abrupt climate change]
The Review of Financial Studies, Society for Financial Studies (2021)
by Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh
(ReDIF-article, oup:rfinst:v:34:y:2021:i:8:p:3527-3571.) - No-Bubble Condition: Model-Free Tests in Housing Markets
Working Paper, Harvard University OpenScholar ()
by Matteo Maggiori & Stefano Giglio & Johannes Stroebel
(ReDIF-paper, qsh:wpaper:181786) - Climate Change and Long-Run Discount Rates: Evidence from Real Estate
Working Paper, Harvard University OpenScholar (2015)
by Matteo Maggiori & Stefano Giglio & Johannes Stroebel & Andreas Weber
(ReDIF-paper, qsh:wpaper:323746) - Asset pricing in the frequency domain: theory and empirics
2013 Meeting Papers, Society for Economic Dynamics (2013)
by Stefano Giglio & Ian Dew-Becker
(ReDIF-paper, red:sed013:1244) - Very Long Run Discount Rates
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Matteo Maggiori & Johannes Stroebel & Stefano Giglio
(ReDIF-paper, red:sed014:1281) - Contractionary Volatility or Volatile Contractions?
2016 Meeting Papers, Society for Economic Dynamics (2016)
by Stefano Giglio & Ian Dew-Becker & David Berger
(ReDIF-paper, red:sed016:673) - Uncertainty Shocks as Second-Moment News Shocks
2017 Meeting Papers, Society for Economic Dynamics (2017)
by Stefano Giglio & Ian Dew-Becker & David Berger
(ReDIF-paper, red:sed017:403) - Credit default swap spreads and systemic financial risk
ESRB Working Paper Series, European Systemic Risk Board (2016)
by Giglio, Stefano
(ReDIF-paper, srk:srkwps:201615) - Asset Pricing with Omitted Factors
Journal of Political Economy, University of Chicago Press (2021)
by Stefano Giglio & Dacheng Xiu
(ReDIF-article, ucp:jpolec:doi:10.1086/714090) - No‐Bubble Condition: Model‐Free Tests in Housing Markets
Econometrica, Econometric Society (2016)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
(ReDIF-article, wly:emetrp:v:84:y:2016:i::p:1047-1091) - Reply to “Rational Bubbles in UK Housing Markets”
Econometrica, Econometric Society (2020)
by Stefano Giglio & Matteo Maggiori & Johannes Stroebel
(ReDIF-article, wly:emetrp:v:88:y:2020:i:4:p:1767-1770)