giljie

Erik P. Gilje
Assistant Professor of Finance

gilje@wharton.upenn.edu
(215) 898-1198

CV

Google Scholar Page

 

Data

  Note: Please cite Gilje (2019) and Gilje, Loutskina, Strahan (2016) if you use any of the below data.

  Shale Well Data
      [All U.S. Shale Wells 2003-2019 (stata format)]
      [All U.S. Shale Wells 2003-2019 (Excel format)]
      [Readme]

  Shale Well and Bank Deposit Data/Code
      [All U.S. Shale Wells 2003-2018 merged with Summary of Deposit Data (stata format)]
      [Stata Code to Replicate Shale-Bank Deposit Effects]

Publications

  1. Exporting Liquidity: Branch Banking and Financial Integration
      [published version] [SSRN version]
      With Elena Loutskina and Philip E. Strahan.
      Journal of Finance, Volume 71 (3) Pages 1159-1184, 2016.

  2. Do Private Firms Invest Differently than Public Firms? Taking Cues from the Natural Gas Industry
      [published version][SSRN version]
      With Jérôme P. Taillard
      Journal of Finance, Volume 71 (4) Pages 1733-1778, 2016.

  3. Do Firms Engage in Risk Shifting? Empirical Evidence
      [published version] [SSRN version]
      2017 RFS Rising Scholar Award
      Review of Financial Studies, Volume 29 (11) Pages 2925-2954, 2016.

  4. Does Hedging Affect Firm Value? Evidence from a Natural Experiment
      [published version][SSRN version]
      With Jérôme P.Taillard
      2018 RFS Michael J. Brennan Best Paper Award Winner
      Lead Article
      Review of Financial Studies, Volume 30 (12) Pages 4083-4132, 2017.

  5. Does Local Access To Finance Matter? Evidence from U.S. Oil and Natural Gas Shale Booms
      [published version] [SSRN version]
      2012 Kauffman Foundation Dissertation Fellowship
      2012 European Finance Association Best Doctoral Student Conference Paper Award
      Management Science, Volume 65 (1) Pages 1-18, 2019.

  6. Real Option Exercise: Empirical Evidence
      [SSRN version] [NBER Working Paper]
      With Paul H. Décaire and Jérôme P.Taillard
      Best Paper Award, 15th Annual Conference in Financial Economics at IDC-Herzliya (2018)
      Review of Financial Studies, Forthcoming.

  7. Who's Paying Attention? Measuring Common Ownership and Its Impact on Managerial Incentives
      [SSRN version] [NBER Working Paper]
      With Todd Gormley and Doron Levit
      Journal of Financial Economics, Forthcoming.

  8. Drilling and Debt
      [SSRN link]
      With Elena Loutskina, and Daniel Murphy
      Journal of Finance, Forthcoming

 

Working Papers

  9. Fracking, Drilling, and Asset Pricing: Estimating the Economic Benefits of the Shale Revolution
      [SSRN link]
      With Robert Ready and Nikolai Roussanov

10. Technology, Economic Booms, and Politics: Evidence from fracking
      [SSRN link]
      With Viktar Fedaseyeu and Philip E. Strahan

11. Shale Shocked: The Long Run Effect of Income on Household Debt
      With J. Anthony Cookson and Rawley Z. Heimer