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. Who's Paying Attention? Measuring Common Ownership and Its Impact on Managerial Incentives
      [published version] [SSRN version] [NBER Working Paper]
      With Todd Gormley and Doron Levit
      Journal of Financial Economics, Volume 137 (1) Pages 152-178, 2020.

  7. Drilling and Debt
      [published version] [SSRN link]
      With Elena Loutskina, and Daniel Murphy
      Journal of Finance, Volume 75 (3) Pages 1287-1325, 2020.

  8. Real Option Exercise: Empirical Evidence
      [published version] [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, Volume 33 (7) Pages 3250-3306, 2020.

  9. Personal Wealth, Self-Employment and Business Ownership
      [SSRN link] [NBER Working Paper]
      With Aymeric Bellon, J. Anthony Cookson, and Rawley Z. Heimer
      Review of Financial Studies, Accepted.

 

Working Papers

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

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

12. Shale Shocked: The Long Run Effect of Income on Household Debt
      [SSRN link] [NBER Working Paper]
      With J. Anthony Cookson and Rawley Z. Heimer

13. The Day that WTI Died: Asset Prices and Firm Production Decisions
      Erik P. Gilje, Robert Ready, Nikolai Roussanov, and Jérôme P.Taillard

14. Is Public Equity Deadly? Evidence from Workplace Safety and Productivity Tradeoffs in the Coal Industry
      Erik P. Gilje and Michael D. Wittry

15. Human Capital Reallocation Across Firms: Evidence from Firm-specific Shock
      Erik P. Gilje, Jérôme P.Taillard, and Linghang Zeng