Stefano Giglio

22 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7703-2671

Yale University

Publications

• Biodiversity risk — Review of Finance 2026 (name-matched, not ORCID-linked)
• Test Assets and Weak Factors — The Journal of Finance 2025
• Four facts about ESG beliefs and investor portfolios — Journal of Financial Economics 2025
• Equity Term Structures without Dividend Strips Data — The Journal of Finance 2024
• Thousands of Alpha Tests — The Review of Financial Studies 2021
• Five Facts about Beliefs and Portfolios — American Economic Review 2021
• Climate Change and Long-Run Discount Rates: Evidence from Real Estate — The Review of Financial Studies 2021
• Asset Pricing with Omitted Factors — Journal of Political Economy 2021
• Hedging macroeconomic and financial uncertainty and volatility — Journal of Financial Economics 2021
• Hedging Climate Change News — The Review of Financial Studies 2020
• Taming the Factor Zoo: A Test of New Factors — The Journal of Finance 2020
• Reply to “Rational Bubbles in UK Housing Markets” — Econometrica 2020
• Uncertainty Shocks as Second-Moment News Shocks — The Review of Economic Studies 2020
• Excess Volatility: Beyond Discount Rates — The Quarterly Journal of Economics 2018
• The price of variance risk — Journal of Financial Economics 2017
• Asset Pricing in the Frequency Domain: Theory and Empirics — The Review of Financial Studies 2016
• No-Bubble Condition: Model-Free Tests in Housing Markets — Econometrica 2016
• Systemic risk and the macroeconomy: An empirical evaluation — Journal of Financial Economics 2016
• Very Long-Run Discount Rates — The Quarterly Journal of Economics 2015
• No News Is News: Do Markets Underreact to Nothing? — The Review of Financial Studies 2014
• Forced Sales and House Prices — American Economic Review 2011
• Prediction When Factors are Weak — Journal of the American Statistical Association