NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Stefano Giglio

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers and Chapters

September 2013Asset Pricing in the Frequency Domain: Theory and Empirics
with Ian Dew-Becker, Stefano Giglio: w19416
March 2013No News is News: Do Markets Underreact to Nothing?
with Stefano Giglio, Kelly Shue: w18914
September 2012An Intertemporal CAPM with Stochastic Volatility
with John Y. Campbell, Stefano Giglio, Christopher Polk, Robert Turley: w18411
July 2010Hard Times
with John Y. Campbell, Stefano Giglio, Christopher Polk: w16222
April 2009Forced Sales and House Prices
with John Y. Campbell, Stefano Giglio, Parag Pathak: w14866

Contact and additional information for this authorAll publicationsWorking Papers only

 
Publications
Activities
Meetings
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us