"No News Is News: Do Markets Underreact to Nothing?" Stefano Giglio and Kelly Shue; Review of Financial Studies, 2014, 27(12), pp. 3389-440.
"Hard Times." John Y. Campbell, Stefano Giglio and Christopher Polk; Review of Asset Pricing Studies, 2013, 3(1), pp. 95-132.
"Intangible Capital, Relative Asset Shortages and Bubbles." Stefano Giglio and Tiago Severo; Journal of Monetary Economics, 2012, 59(3), pp. 303-17.Essays on Credit Markets and the Macroeconomy; Stefano Giglio; Ph.D. Dissertation, Harvard University, 2011.
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