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Stefano Giglio

National Bureau of Economic Research
Yale University
Economic Policy Institute

95

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3202

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Test Assets and Weak Factors

2021 Research Papers in Economics
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Climate Change and Long-Run Discount Rates: Evidence from Real Estate

2021 Review of Financial Studies
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Factor Models, Machine Learning, and Asset Pricing

2021 Social Science Research Network
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Test Assets and Weak Factors

2021
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Taormina: A LoRa-based localization scheme for smart road scenarios

2021
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Asset Pricing with Omitted Factors

2021 Journal of Political Economy
- Stefano Giglio
- Dacheng Xiu
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Citations (28)
The joint dynamics of investor beliefs and trading during the COVID-19 crash.

2021 Proceedings of the National Academy of Sciences of the United States of America
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Test Assets and Weak Factors

2021 National Bureau of Economic Research
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Cross-sectional uncertainty and the business cycle: evidence from 40 years of options data

2021 Research Papers in Economics
- Ian Dew-Becker
- Stefano Giglio
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Cross-Sectional Uncertainty and the Business Cycle: Evidence from 40 Years of Options Data

2020 National Bureau of Economic Research
- Ian Dew-Becker
- Stefano Giglio
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