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Stefano Giglio

yale university

39H指数
145论文数
9.6K被引数
收录论文 23
发表时间
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Prediction When Factors are Weak当因素较弱时的预测
errJournal of the American Statistical Association
IF3
err2026-08-20
err0
PREAI
errStefano Giglio; Dacheng Xiu; Dake Zhang
err分享
err收藏
Four facts about ESG beliefs and investor portfoliosESG信念与投资者投资组合的四个事实
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2025-02-01
err6
errOAAI
errGiglio, Stefano; Maggiori, Matteo; Stroebel, Johannes; Tan, Zhenhao; Utkus, Stephen; Xu, Xiao
err分享
err收藏
Test Assets and Weak Factors
errJOURNAL OF FINANCE
IF9.5
err2024-12-18
err0
PREAI
errGiglio, Stefano; Xiu, Dacheng; Zhang, Dake
err分享
err收藏
Recent Developments in Financial Risk and the Real Economy
errfinancial economics
IF5.2
err2024-11-01
err0
PREAI
errDew-Becker, Ian; Giglio, Stefano
err分享
err收藏
Equity Term Structures without Dividend Strips Data
errJOURNAL OF FINANCE
IF9.5
err2024-10-24
err1
errOAAI
errGiglio, Stefano; Kelly, Bryan; Kozak, Serhiy
err分享
err收藏
Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data
errAMERICAN ECONOMIC JOURNAL-MACROECONOMICS
IF5.7
err2023-04-01
err12
errOAAI
errDew-Becker, Ian; Giglio, Stefano
err分享
err收藏
Factor Models, Machine Learning, and Asset Pricing因子模型、机器学习和资产定价
errfinancial economics
IF5.2
err2022-11-01
err32
PREAI
errGiglio, Stefano; Kelly, Bryan; Xiu, Dacheng
err分享
err收藏
The collateral rule: Evidence from the credit default swap market
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2022-03-01
err5
errOAAI
errCapponi, Agostino; Cheng, Wan-Schwin Allen; Giglio, Stefano; Haynes, Richard
err分享
err收藏
Climate Finance气候融资
errANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 13, 2021
IF0
err2021-11-01
err246
errOAAI
errGiglio, Stefano; Kelly, Bryan; Stroebel, Johannes
err分享
err收藏
Asset Pricing with Omitted Factors
errJOURNAL OF POLITICAL ECONOMY
IF6.3
err2021-07-01
err86
PREAI
errGiglio, Stefano; Xiu, Dacheng
err分享
err收藏
Climate Change and Long-Run Discount Rates: Evidence from Real Estate气候变化与长期贴现率: 来自房地产的证据
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2021-03-25
err117
errOAAI
errGiglio, Stefano; Maggiori, Matteo; Rao, Krishna; Stroebel, Johannes; Weber, Andreas
err分享
err收藏
The joint dynamics of investor beliefs and trading during the COVID-19 crash
errPROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
IF9.1
err2021-01-19
err39
errOAAI
errGiglio, Stefano; Maggiori, Matteo; Stroebel, Johannes; Utkus, Stephen
err分享
err收藏
Thousands of Alpha Tests
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-09-24
err36
PREAI
errGiglio, Stefano; Liao, Yuan; Xiu, Dacheng
err分享
err收藏
Taming the Factor Zoo: A Test of New Factors驯服因子动物园: 对新因子的测试
errJOURNAL OF FINANCE
IF9.5
err2020-02-27
err256
PREAI
errFeng, Guanhao; Giglio, Stefano; Xiu, Dacheng
err分享
err收藏
Hedging Climate Change News对冲气候变化新闻
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-02-14
err425
errOAAI
errEngle, Robert F.; Giglio, Stefano; Kelly, Bryan; Lee, Heebum; Stroebel, Johannes
err分享
err收藏
REPLY TO RATIONAL BUBBLES IN UK HOUSING MARKETS
errECONOMETRICA
IF7.1
err2020-01-01
err1
PREAI
errGiglio, Stefano; Maggiori, Matteo; Stroebel, Johannes
err分享
err收藏
Uncertainty Shocks as Second-Moment News Shocks不确定性冲击为第二时刻新闻冲击
errREVIEW OF ECONOMIC STUDIES
IF6.4
err2019-04-17
err111
errOAAI
errBerger, David; Dew-Becker, Ian; Giglio, Stefano
err分享
err收藏
EXCESS VOLATILITY: BEYOND DISCOUNT RATES
errQUARTERLY JOURNAL OF ECONOMICS
IF12.7
err2017-08-26
err37
PREAI
errGiglio, Stefano; Kelly, Bryan
err分享
err收藏
Asset Pricing in the Frequency Domain: Theory and Empirics频域中的资产定价: 理论与实证
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2016-04-27
err90
PREAI
errDew-Becker, Ian; Giglio, Stefano
err分享
err收藏
NO-BUBBLE CONDITION: MODEL-FREE TESTS IN HOUSING MARKETS
errECONOMETRICA
IF7.1
err2016-01-01
err68
errOAAI
errGiglio, Stefano; Maggiori, Matteo; Stroebel, Johannes
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
R
Robert F. Engle
H 指数: 110 · 论文数: 483
J
Johannes Stroebel
H 指数: 47 · 论文数: 176
D
David Berger
H 指数: 43 · 论文数: 233
B
Bryan Kelly
H 指数: 42 · 论文数: 87
修
修大成 (Dacheng Xiu)
H 指数: 38 · 论文数: 98
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