Ian Martin : Citation Profile


Are you Ian Martin?

London School of Economics (LSE)

11

H index

11

i10 index

623

Citations

RESEARCH PRODUCTION:

13

Articles

35

Papers

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 47
   Journals where Ian Martin has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 31 (4.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1585
   Updated: 2022-01-15    RAS profile: 2022-01-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Pindyck, Robert (5)

Nagel, Stefan (4)

Kremens, Lukas (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ian Martin.

Is cited by:

Gollier, Christian (27)

Gourio, Francois (18)

Chernov, Mikhail (17)

Schrimpf, Andreas (16)

Hassan, Tarek (14)

Farhi, Emmanuel (10)

Méjean, Aurélie (8)

Pottier, Antonin (8)

Zuber, Stéphane (8)

Zechner, Josef (8)

Meinerding, Christoph (8)

Cites to:

Pindyck, Robert (12)

Backus, David (5)

Barro, Robert (4)

Chernov, Mikhail (4)

Weitzman, Martin (3)

Wagner, Christian (3)

Cropper, Maureen (2)

Verdelhan, Adrien (2)

Weitzman, Martin (2)

Sullivan, Ryan (2)

Kremens, Lukas (2)

Main data


Where Ian Martin has published?


Journals with more than one article published# docs
Journal of Finance3
American Economic Review3

Recent works citing Ian Martin (2021 and 2020)


YearTitle of citing document
2021The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916.

Full description at Econpapers || Download paper

2020Determination of Equilibrium Exchange Rate Rupiah Against US Dollar and its Volatility: Application of Asset Approach. (2020). Mandeij, Dennij. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:323-336.

Full description at Econpapers || Download paper

2020Robust Inference about Conditional Tail Features: A Panel Data Approach. (2019). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:1909.00294.

Full description at Econpapers || Download paper

2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: Papers. RePEc:arx:papers:2005.08929.

Full description at Econpapers || Download paper

2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

Full description at Econpapers || Download paper

2021An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

Full description at Econpapers || Download paper

2021A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

Full description at Econpapers || Download paper

2021Long Run Law and Entropy. (2021). Tian, Weidong. In: Papers. RePEc:arx:papers:2111.06238.

Full description at Econpapers || Download paper

2020Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824.

Full description at Econpapers || Download paper

2021The impact of heterogeneous unconventional monetary policies on the expectations of market crashes. (2021). Alonso Alvarez, Irma ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Working Papers. RePEc:bde:wpaper:2127.

Full description at Econpapers || Download paper

2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

Full description at Econpapers || Download paper

2021Passive funds affect prices: evidence from the most ETF-dominated asset classes. (2021). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:952.

Full description at Econpapers || Download paper

2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

Full description at Econpapers || Download paper

2021Using abnormal analyst coverage to unlock new evidence on stock price crash risk. (2021). faff, robert ; Hoang, Khoa ; Chowdhury, Hasibul. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1557-1588.

Full description at Econpapers || Download paper

2020Defence in Depth Against Human Extinction: Prevention, Response, Resilience, and Why They All Matter. (2020). Sandberg, Anders ; Daniel, Max ; Cottonbarratt, Owen. In: Global Policy. RePEc:bla:glopol:v:11:y:2020:i:3:p:271-282.

Full description at Econpapers || Download paper

2020Market Excess Returns, Variance and the Third Cumulant. (2020). Zhao, Huimin ; Chang, Eric C ; Zhang, Jin E. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:605-637.

Full description at Econpapers || Download paper

2020Declining Labor and Capital Shares. (2020). Barkai, Simcha. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2421-2463.

Full description at Econpapers || Download paper

2020Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

Full description at Econpapers || Download paper

2020Catastrophe Risk and the Implied Volatility Smile. (2020). ben Ammar, Semir. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:381-405.

Full description at Econpapers || Download paper

2021Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

Full description at Econpapers || Download paper

2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

Full description at Econpapers || Download paper

2021Testing the Dismal Theorem. (2021). Tol, Richard ; Anthoff, David. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8939.

Full description at Econpapers || Download paper

2020The long-run information effect of central bank communication. (2020). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20202363.

Full description at Econpapers || Download paper

2020How news affects sectoral stock prices through earnings expectations and risk premia. (2020). Hvid, Anna Kirstine ; Kristiansen, Kristian. In: Working Paper Series. RePEc:ecb:ecbwps:20202493.

Full description at Econpapers || Download paper

2020Optimal Sustainable Intergenerational Insurance. (2020). Worrall, Timothy ; Russo, Alessia ; Lancia, Francesco. In: Edinburgh School of Economics Discussion Paper Series. RePEc:edn:esedps:300.

Full description at Econpapers || Download paper

2021Discounting for public-private partnership projects in China. (2021). Zou, Ziran ; Luo, Lanlan ; Chen, Shou. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:218-226.

Full description at Econpapers || Download paper

2020Nonparametric assessment of hedge fund performance. (2020). Garcia, René ; Ardison, Kym ; Almeida, Caio. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:349-378.

Full description at Econpapers || Download paper

2020The term structure of equity and variance risk premia. (2020). Ait-Sahalia, Yacine ; Mancini, Loriano ; Karaman, Mustafa. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:204-230.

Full description at Econpapers || Download paper

2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

Full description at Econpapers || Download paper

2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

Full description at Econpapers || Download paper

2020The yield curve and the stock market: Mind the long run. (2020). Verona, Fabio ; Faria, Gonalo. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s138641811930134x.

Full description at Econpapers || Download paper

2020Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x.

Full description at Econpapers || Download paper

2020Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis. (2020). McGroarty, Frank ; McGee, Richard J ; Goodell, John W. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302584.

Full description at Econpapers || Download paper

2020Unequal returns: Using the Atkinson index to measure financial risk. (2020). Fischer, Thomas ; Lundtofte, Frederik. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300868.

Full description at Econpapers || Download paper

2020Modeling asset returns under time-varying semi-nonparametric distributions. (2020). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301369.

Full description at Econpapers || Download paper

2021Unemployment and aggregate stock returns. (2021). Atanasov, Victoria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001187.

Full description at Econpapers || Download paper

2021Long-run equilibrium in international assets and goods markets: Why is the law of one price required?. (2021). le Van, Cuong ; Fontaine, Patrice ; Bosi, Stefano. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:190:y:2021:i:c:p:891-904.

Full description at Econpapers || Download paper

2020Crying about a strategic wolf: A theory of crime and warning. (2020). Conitzer, Vincent ; Kolb, Aaron. In: Journal of Economic Theory. RePEc:eee:jetheo:v:189:y:2020:i:c:s0022053120300880.

Full description at Econpapers || Download paper

2021Stability of equilibrium asset pricing models: A necessary and sufficient condition. (2021). Stachurski, John ; Borovika, Jaroslav. In: Journal of Economic Theory. RePEc:eee:jetheo:v:193:y:2021:i:c:s0022053121000442.

Full description at Econpapers || Download paper

2020Is the credit spread puzzle a myth?. (2020). Yang, Fan ; Goldstein, Robert S ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:297-319.

Full description at Econpapers || Download paper

2020Business cycles and currency returns. (2020). Sarno, Lucio ; Riddiough, Steven J ; Colacito, Riccardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:659-678.

Full description at Econpapers || Download paper

2020The conditional expected market return. (2020). Loudis, Johnathan ; Chabi-Yo, Fousseni. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:752-786.

Full description at Econpapers || Download paper

2021Index option returns and generalized entropy bounds. (2021). Liu, Yan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:1015-1036.

Full description at Econpapers || Download paper

2021Rare disaster probability and options pricing. (2021). Barro, Robert ; Liao, Gordon Y. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:750-769.

Full description at Econpapers || Download paper

2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

Full description at Econpapers || Download paper

2021Asset pricing with heterogeneous agents and long-run risk. (2021). Schmedders, Karl ; Wilms, Ole ; Pohl, Walter . In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:3:p:941-964.

Full description at Econpapers || Download paper

2021Asset pricing with index investing. (2021). Rytchkov, Oleg ; Chabakauri, Georgy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:195-216.

Full description at Econpapers || Download paper

2021Long-term discount rates do not vary across firms. (2021). Nyberg, Peter ; Linnainmaa, Juhani T ; Keloharju, Matti. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:946-967.

Full description at Econpapers || Download paper

2021Engineering lemons. (2021). Vokata, Petra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:737-755.

Full description at Econpapers || Download paper

2021Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

Full description at Econpapers || Download paper

2020Can harmful events be another source of environmental traps?. (2020). Mavi, Can Askan. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:89:y:2020:i:c:p:29-46.

Full description at Econpapers || Download paper

2021Aggregate expected investment growth and stock market returns. (2021). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:618-638.

Full description at Econpapers || Download paper

2021The FOMC Risk Shift. (2021). Schrimpf, Andreas ; Schmeling, Maik ; Kroencke, Tim A. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:21-39.

Full description at Econpapers || Download paper

2020Multivariate cumulants in outlier detection for financial data analysis. (2020). Domino, Krzysztof . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120305197.

Full description at Econpapers || Download paper

2021Fitting a reversible Markov chain by maximum likelihood: Converting an awkwardly constrained optimization problem to an unconstrained one. (2021). , Etienne ; MacDonald, Iain L. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:561:y:2021:i:c:s0378437120306178.

Full description at Econpapers || Download paper

2021The welfare costs of uncertainty: Cross-country evidence. (2021). Aurland-Bredesen, Kine Josefine. In: World Development. RePEc:eee:wdevel:v:146:y:2021:i:c:s0305750x21000905.

Full description at Econpapers || Download paper

2021Lives and livelihoods: Estimates of the global mortality and poverty effects of the Covid-19 pandemic. (2021). Sterck, Olivier ; Ferreira, Francisco ; Decerf, Benoît ; Mahler, Daniel G. In: World Development. RePEc:eee:wdevel:v:146:y:2021:i:c:s0305750x21001765.

Full description at Econpapers || Download paper

2020The readiness of industry for a transformative recovery from COVID 19. (2020). Srivastav, Sugandha ; Kotsch, Raphaela ; Fankhauser, Samuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106995.

Full description at Econpapers || Download paper

2021The risk of corporate lock-in to future physical climate risks: the case of flood risk in England and Wales. (2021). Roezer, Viktor ; Surminski, Swenja ; Mathews, Shilpita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112801.

Full description at Econpapers || Download paper

2021The risk of corporate lock-in to future physical climate risks: the case of flood risk in England and Wales. (2021). Roezer, Viktor ; Surminski, Swenja ; Mathews, Shilpita. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112807.

Full description at Econpapers || Download paper

2021Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: EIEF Working Papers Series. RePEc:eie:wpaper:2008.

Full description at Econpapers || Download paper

2021Pandemic Economics. (2021). , Peter ; PEter, . In: Books. RePEc:elg:eebook:20401.

Full description at Econpapers || Download paper

2021Distribution of Long-run Stock Returns: Evidence from Japan and the US. (2021). Yasuhiro, Arikawa ; Mehrotra, Vikas. In: Discussion papers. RePEc:eti:dpaper:21084.

Full description at Econpapers || Download paper

2021he Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: Working Papers. RePEc:fem:femwpa:2021.03.

Full description at Econpapers || Download paper

2020Currency Manipulation. (2008). Hassan, Tarek ; Zhang, Tony ; Mertens, Thomas M. In: Working Paper Series. RePEc:fip:fedfwp:2016-15.

Full description at Econpapers || Download paper

2020The Hedging Channel of Exchange Rate Determination. (2020). Zhang, Tony ; Liao, Gordon Y. In: International Finance Discussion Papers. RePEc:fip:fedgif:1283.

Full description at Econpapers || Download paper

2021The Global Determinants of International Equity Risk Premiums. (2021). Londono, Juan M. ; Xu, Nancy R. In: International Finance Discussion Papers. RePEc:fip:fedgif:1318.

Full description at Econpapers || Download paper

2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Staff Reports. RePEc:fip:fednsr:87987.

Full description at Econpapers || Download paper

2020The Law of One Price in Equity Volatility Markets. (2020). Van Tassel, Peter. In: Staff Reports. RePEc:fip:fednsr:89214.

Full description at Econpapers || Download paper

2020Nuclear Hazard and Asset Prices: Implications of Nuclear Disasters in the Cross-Sectional Behavior of Stock Returns. (2020). Alonso-Conde, Ana Belen ; Rojo-Suarez, Javier. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9721-:d:448842.

Full description at Econpapers || Download paper

2020Intergenerational equity under catastrophic climate change. (2017). Zuber, Stéphane ; Méjean, Aurélie ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01599453.

Full description at Econpapers || Download paper

2020Intergenerational equity under catastrophic climate change. (2017). Pottier, Antonin ; Fleurbaey, Marc ; Zuber, Stephane ; Mejean, Aurelie. In: Post-Print. RePEc:hal:journl:halshs-01599453.

Full description at Econpapers || Download paper

2020Optimal Combination of Currency Assets and Algorithm Simulation under Exchange Rate Risk. (2020). Wei, Jun. In: Complexity. RePEc:hin:complx:8816382.

Full description at Econpapers || Download paper

2020The Effect of Reporting Streaks on Ex Ante Uncertainty. (2020). Riedl, Edward J ; Papadakis, George ; Neururer, Thaddeus . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3771-3787.

Full description at Econpapers || Download paper

2021Information Content of Aggregate Implied Volatility Spread. (2021). Li, Gang ; Han, Bing. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1249-1269.

Full description at Econpapers || Download paper

2020Determining the Generalized Discount Rate for Risky Projects. (2020). Zou, Ziran ; Chen, Shou ; Luo, Lanlan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:1:d:10.1007_s10640-020-00458-5.

Full description at Econpapers || Download paper

2020The Benefit-Cost Ratio as a Decision Criteria When Managing Catastrophes. (2020). Aurland-Bredesen, Kine Josefine. In: Environmental & Resource Economics. RePEc:kap:enreec:v:77:y:2020:i:2:d:10.1007_s10640-020-00498-x.

Full description at Econpapers || Download paper

2021Hayek on complexity, uncertainty and pandemic response. (2021). Pennington, Mark. In: The Review of Austrian Economics. RePEc:kap:revaec:v:34:y:2021:i:2:d:10.1007_s11138-020-00522-9.

Full description at Econpapers || Download paper

2020Towards a $$\Delta $$Δ-Gamma Sato multivariate model. (2020). Guillaume, Florence ; Boen, Lynn. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:1:d:10.1007_s11147-019-09155-y.

Full description at Econpapers || Download paper

2020Option-implied information: What’s the vol surface got to do with it?. (2020). Walther, Simon ; Ulrich, Maxim. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:3:d:10.1007_s11147-020-09166-0.

Full description at Econpapers || Download paper

2021A model-free approach to multivariate option pricing. (2021). Vanduffel, Steven ; Bondarenko, Oleg ; Bernard, Carole. In: Review of Derivatives Research. RePEc:kap:revdev:v:24:y:2021:i:2:d:10.1007_s11147-020-09172-2.

Full description at Econpapers || Download paper

2020Financial econometrics, mathematics, statistics, and financial technology: an overall view. (2020). Lee, Chengfew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-020-00883-z.

Full description at Econpapers || Download paper

2020Recovering Investor Expectations from Demand for Index Funds. (2020). Yang, Hanbin ; MacKay, Alexander ; Egan, Mark L. In: NBER Working Papers. RePEc:nbr:nberwo:26608.

Full description at Econpapers || Download paper

2020The Economics of the Fed Put. (2020). Vissing-Jorgensen, Annette ; Cieslak, Anna. In: NBER Working Papers. RePEc:nbr:nberwo:26894.

Full description at Econpapers || Download paper

2020Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2020). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz. In: NBER Working Papers. RePEc:nbr:nberwo:26962.

Full description at Econpapers || Download paper

2020Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield. (2020). Campbell, John ; Sigalov, Roman. In: NBER Working Papers. RePEc:nbr:nberwo:27025.

Full description at Econpapers || Download paper

2020Mitigating Disaster Risks to Sustain Growth. (2020). Wang, Neng ; Hong, Harrison ; Yang, Jinqiang. In: NBER Working Papers. RePEc:nbr:nberwo:27066.

Full description at Econpapers || Download paper

2020The Variance Risk Premium in Equilibrium Models. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:27108.

Full description at Econpapers || Download paper

2020COVID-19 and the Welfare Effects of Reducing Contagion. (2020). Pindyck, Robert. In: NBER Working Papers. RePEc:nbr:nberwo:27121.

Full description at Econpapers || Download paper

2020A No-Arbitrage Perspective on Global Arbitrage Opportunities. (2020). Song, Dongho ; Chernov, Mikhail ; Augustin, Patrick ; Schmid, Lukas. In: NBER Working Papers. RePEc:nbr:nberwo:27231.

Full description at Econpapers || Download paper

2020Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds. (2020). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: NBER Working Papers. RePEc:nbr:nberwo:27500.

Full description at Econpapers || Download paper

2020What Explains the COVID-19 Stock Market?. (2020). Ludvigson, Sydney ; Greenwald, Daniel ; Cox, Josue. In: NBER Working Papers. RePEc:nbr:nberwo:27784.

Full description at Econpapers || Download paper

2021CAPM-Based Company (Mis)valuations. (2021). Goldstein, Itay ; Thesmar, David ; Otto, Clemens A ; Olivier, Jacques ; Dessaint, Olivier. In: Review of Financial Studies. RePEc:oup:rfinst:v:34:y:2021:i:1:p:1-66..

Full description at Econpapers || Download paper

2021A CONDITIONAL CORRELATION ANALYSIS FOR THE COLOMBIAN STOCK MARKET. (2021). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:107963.

Full description at Econpapers || Download paper

2020Disaster Risks, Disaster Strikes, and Economic Growth: the Role of Preferences. (2020). Douenne, Thomas. In: Review of Economic Dynamics. RePEc:red:issued:18-396.

Full description at Econpapers || Download paper

2020Disaster Resilience and Asset Prices. (2020). Pagano, Marco ; Zechner, Josef ; Wagner, Christian. In: CSEF Working Papers. RePEc:sef:csefwp:563.

Full description at Econpapers || Download paper

2021Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns. (2021). Thipwiwatpotjana, Phantipa ; Chaiyakan, Songkomkrit. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00392-x.

Full description at Econpapers || Download paper

2021On the factors of Bitcoin’s value at risk. (2021). Ho, JI. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00297-3.

Full description at Econpapers || Download paper

2020Asset prices in segmented and integrated markets. (2020). Wong, Kwok Chuen ; Guasoni, Paolo. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:4:d:10.1007_s00780-020-00433-4.

Full description at Econpapers || Download paper

2020Using Age Structure for a Multi-stage Optimal Control Model with Random Switching Time. (2020). Kuhn, Michael ; Frankovic, Ivan ; Wrzaczek, Stefan. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01598-5.

Full description at Econpapers || Download paper

2020Testing the Dismal Theorem. (2020). Tol, Richard ; Anthoff, David. In: Working Paper Series. RePEc:sus:susewp:1920.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Ian Martin:


YearTitleTypeCited
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis In: American Economic Review.
[Full Text][Citation analysis]
article40
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2015Averting catastrophes: the strange economics of Scylla and Charybdis.(2015) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2014Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
paper
2019The Quanto Theory of Exchange Rates In: American Economic Review.
[Full Text][Citation analysis]
article13
2017The Quanto Theory of Exchange Rates.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2019The quanto theory of exchange rates.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2008Disasters and the Welfare Cost of Uncertainty In: American Economic Review.
[Full Text][Citation analysis]
article26
2021Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings.
[Full Text][Citation analysis]
article0
2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives In: 2030 Agenda.
[Full Text][Citation analysis]
paper4
2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2019Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2021Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2021) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2011Disasters Implied by Equity Index Options In: Journal of Finance.
[Full Text][Citation analysis]
article120
2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 120
paper
2019What Is the Expected Return on a Stock? In: Journal of Finance.
[Full Text][Citation analysis]
article80
2016What is the Expected Return on a Stock?.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2019What is the expected return on a stock?.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2017What Is the Expected Return on a Stock?.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 80
paper
2021Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment In: Journal of Finance.
[Full Text][Citation analysis]
article0
2019Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment.(2021) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2021Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2021Market efficiency in the age of big data.(2021) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015What is the Expected Return on the Market? In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper87
2017What is the expected return on the market?.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2017What is the Expected Return on the Market?.(2017) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
article
2018Options and the Gamma Knife In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
2018Options and the Gamma Knife.(2018) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018Notes on the Yield Curve In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper7
2019Notes on the yield curve.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2019Notes on the yield curve.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2019Sentiment and Speculation in a Market with Heterogeneous Beliefs In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2013The Lucas Orchard In: Econometrica.
[Full Text][Citation analysis]
article61
2011The Lucas Orchard.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61
paper
2010Consumption-Based Asset Pricing with Higher Cumulants In: NBER Working Papers.
[Full Text][Citation analysis]
paper89
2013Consumption-Based Asset Pricing with Higher Cumulants.(2013) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89
article
2010The Valuation of Long-Dated Assets In: NBER Working Papers.
[Full Text][Citation analysis]
paper22
2012On the Valuation of Long-Dated Assets.(2012) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
article
2011Simple Variance Swaps In: NBER Working Papers.
[Full Text][Citation analysis]
paper40
2011The Forward Premium Puzzle in a Two-Country World In: NBER Working Papers.
[Full Text][Citation analysis]
paper25
2017Averting Catastrophes that Kill In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2021Sustainability in a Risky World In: NBER Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team