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Thousands of alpha tests

Giglio, Stefano; Liao, Yuan; Xiu, Dacheng - In: The review of financial studies 34 (2021) 7, pp. 3456-3496

Persistent link: https://www.econbiz.de/10012546389

The price of variance risk

Dew-Becker, Ian; Giglio, Stefano; Le, Anh; Giudice … - 2015

Persistent link: https://www.econbiz.de/10011283179

No news is news : do markets underreact to nothing?

Giglio, Stefano; Shue, Kelly - In: The review of financial studies 27 (2014) 12, pp. 3390-3440

Persistent link: https://www.econbiz.de/10010530811

Climate finance

Giglio, Stefano; Kelly, Bryan T.; Stroebel, Johannes - In: Annual review of financial economics 13 (2021), pp. 15-36

Persistent link: https://www.econbiz.de/10012612503

Asset pricing in the frequency domain : theory and empirics

Dew-Becker, Ian; Giglio, Stefano - 2013

Persistent link: https://www.econbiz.de/10010188572

Climate finance

Giglio, Stefano; Kelly, Bryan T.; Stroebel, Johannes - 2020

We review the literature studying interactions between climate change and financial markets. We first discuss various approaches to incorporating climate risk in macro-finance models. We then review the empirical literature that explores the pricing of climate risks across a large number of...

Persistent link: https://www.econbiz.de/10012388178