Stefano Giglio

Finance · 2011–2019

A researcher in the Science corpus: 12 papers; trusts 72 researchers and is trusted by 33 researchers here, as inferred from the citation graph.

Subfields

Whom Stefano Giglio trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Jushan Bai
  2. John Y. Campbell
  3. Y. Amihud
  4. Nicholas Bloom
  5. Ravi Bansal
  6. James H. Stock
  7. Francis A. Longstaff
  8. Clive W. J. Granger
  9. François Gourio
  10. Enrique G. Mendoza

Who trusts Stefano Giglio overall

  1. Jorge E. Galán
  2. John Y. Campbell
  3. Guanhao Feng
  4. Wolfgang Karl Härdle
  5. Daniel A. Hartley
  6. Ian Dew-Becker
  7. Clifford Lam
  8. Sylvain Benoît
  9. Martin Lettau
  10. Turan G. Bali

Papers from Stefano Giglio's perspective

Ordered by how strongly the researchers Stefano Giglio trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
  4. Regression Shrinkage and Selection via the Lasso
  5. Inferential Theory for Factor Models of Large Dimensions
  6. Generalized autoregressive conditional heteroskedasticity
  7. Forecasting Using Principal Components From a Large Number of Predictors
  8. The Cross‐Section of Expected Stock Returns
  9. Common risk factors in the returns on stocks and bonds
  10. Rare Disasters and Asset Markets in the Twentieth Century

Their papers