Forced Sales and Housing Prices JY Campbell, S Giglio, P Pathak American Economic Review, forthcoming, 2011 | 1159* | 2011 |
Hedging climate change news RF Engle, S Giglio, B Kelly, H Lee, J Stroebel The Review of Financial Studies 33 (3), 1184-1216, 2020 | 908 | 2020 |
Taming the factor zoo: A test of new factors G Feng, S Giglio, D Xiu The Journal of Finance 75 (3), 1327-1370, 2020 | 790* | 2020 |
Systemic risk and the macroeconomy: An empirical evaluation S Giglio, B Kelly, S Pruitt Journal of Financial Economics 119 (3), 457-471, 2016 | 639 | 2016 |
Climate finance S Giglio, B Kelly, J Stroebel Annual review of financial economics 13 (1), 15-36, 2021 | 541 | 2021 |
An intertemporal CAPM with stochastic volatility JY Campbell, S Giglio, C Polk, R Turley Journal of Financial Economics 128 (2), 207-233, 2018 | 507 | 2018 |
Five facts about beliefs and portfolios S Giglio, M Maggiori, J Stroebel, S Utkus American Economic Review 111 (5), 1481-1522, 2021 | 450 | 2021 |
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 | 387 | 2021 |
Asset pricing with omitted factors S Giglio, D Xiu Journal of Political Economy 129 (7), 1947-1990, 2021 | 335* | 2021 |
Very long-run discount rates S Giglio, M Maggiori, J Stroebel The Quarterly Journal of Economics 130 (1), 1-53, 2015 | 329 | 2015 |
Uncertainty shocks as second-moment news shocks D Berger, I Dew-Becker, S Giglio The Review of Economic Studies 87 (1), 40-76, 2020 | 254 | 2020 |
The price of variance risk I Dew-Becker, S Giglio, A Le, M Rodriguez Journal of Financial Economics 123 (2), 225-250, 2017 | 236 | 2017 |
Credit Default Swap Spreads and Systemic Financial Risk S Giglio Mimeo, 2010 | 216* | 2010 |
Asset pricing in the frequency domain: theory and empirics I Dew-Becker, S Giglio The Review of Financial Studies 29 (8), 2029-2068, 2016 | 180 | 2016 |
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 | 167* | 2021 |
Hard times JY Campbell, S Giglio, C Polk The Review of Asset Pricing Studies 3 (1), 95-132, 2013 | 148 | 2013 |
No‐bubble condition: Model‐free tests in housing markets S Giglio, M Maggiori, J Stroebel Econometrica 84 (3), 1047-1091, 2016 | 140 | 2016 |
Excess volatility: Beyond discount rates S Giglio, B Kelly The Quarterly Journal of Economics 133 (1), 71-127, 2018 | 131 | 2018 |
No news is news: do markets underreact to nothing? S Giglio, K Shue The Review of Financial Studies 27 (12), 3389-3440, 2014 | 121 | 2014 |
Thousands of alpha tests S Giglio, Y Liao, D Xiu The Review of Financial Studies 34 (7), 3456-3496, 2021 | 110 | 2021 |