Ian Martin : Citation Profile

Are you Ian Martin?

London School of Economics (LSE)

12

H index

13

i10 index

832

Citations

RESEARCH PRODUCTION:

16

Articles

46

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 55
   Journals where Ian Martin has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 38 (4.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma1585
   Updated: 2024-12-03    RAS profile: 2023-11-04    
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Relations with other researchers

Works with:

Pindyck, Robert (5)

Nagel, Stefan (5)

Campbell, John (4)

Papadimitriou, Dimitris (4)

Kremens, Lukas (2)

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 (30)

Chernov, Mikhail (19)

Gourio, Francois (16)

Schrimpf, Andreas (15)

Hassan, Tarek (14)

Bekaert, Geert (12)

Meinerding, Christoph (11)

Pagano, Marco (11)

Zechner, Josef (11)

Boyarchenko, Nina (9)

van der Ploeg, Frederick (Rick) (9)

Cites to:

Campbell, John (21)

Pindyck, Robert (12)

Cochrane, John (11)

Hansen, Lars (8)

Barro, Robert (7)

Shleifer, Andrei (7)

Kremens, Lukas (6)

Aldy, Joseph (5)

Grossman, Sanford (5)

Nagel, Stefan (5)

Alvarez, Fernando (4)

Main data

Where Ian Martin has published?

Journals with more than one article published# docs
American Economic Review4
Journal of Finance3
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc12
CEPR Discussion Papers / C.E.P.R. Discussion Papers10

Recent works citing Ian Martin (2024 and 2023)

YearTitle of citing document
2023.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2023Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning. (2023). Huang, Jimin ; Lai, Yanzhao ; Peng, Min ; Xie, Qianqian ; Zhang, Boyi. In: Papers. RePEc:arx:papers:2301.10724.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023From constant to rough: A survey of continuous volatility modeling. (2023). Yurchenko-Tytarenko, Anton ; Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2309.01033.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023Economic Forecasts Using Many Noises. (2023). Neuhierl, Andreas ; Liao, Yuan ; Shi, Zhentao ; Ma, Xinjie. In: Papers. RePEc:arx:papers:2312.05593.

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2023Natural world preservation and infectious diseases: Land-use, climate change and innovation. (2023). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2319.

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2024Land-use, climate change and the emergence of infectious diseases: A synthesis. (2024). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2409.

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2023Application of Artificial Intelligence and Machine Learning in the Conduct of Monetary Policy by Central Banks. (2023). Georgieva, Sonya. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:8:p:177-199.

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2023The cumulant risk premium. (2023). Todorov, Karamfil. In: BIS Working Papers. RePEc:bis:biswps:1128.

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2023.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2024Risky Business Cycles. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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2023Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1.

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2023Information Shocks in the U.S. and Asset Mispricing in Emerging Economies. (2023). Pourroy, Marc ; Villavicencio, Antonia Lopez. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-19.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Hoerova, Marie ; Xu, Nancy R. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023Information asymmetry, sentiment interactions, and asset price. (2023). Zhang, Weiguo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000438.

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2024Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle. (2024). Li, Xiaotong ; So, Jacky Yuk-Chow ; Fu, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001869.

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2023Opposite ethical views converge under the threat of catastrophic climate change. (2023). Zuber, Stéphane ; Fleurbaey, Marc ; Pottier, Antonin ; Mejean, Aurelie. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001507.

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2024Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Schneider, Mark ; Ghazi, Soroush. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Out-of-sample equity premium prediction: The role of option-implied constraints. (2023). Zhou, TI ; Wang, Yunqi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:199-226.

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2024The color of FinTech: FinTech and corporate green transformation in China. (2024). Shen, ME ; Hu, Yan ; Wu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001868.

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2023Unrealized return dispersion and the equity risk premium. (2023). Xie, Haibin ; Ji, Zhehan ; Qiao, Kenan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006888.

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2023The role of investor sentiment in bank liquidity creation. (2023). Sedunov, John ; Pagano, Michael S ; Cai, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010358.

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2023The international integration of the term structure of expected market risk premia. (2023). Vaello-Sebastia, Antoni ; Serrano, Pedro ; Rubio, Gonzalo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010504.

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2023The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Vioto, Davide ; Tunaru, Radu ; Bevilacqua, Mattia. In: Journal of Financial Markets. RePEc:eee:finmar:v:65:y:2023:i:c:s1386418123000320.

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2023Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246.

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2023Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016.

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2023Do big data mutual funds outperform?. (2023). Zeng, Yamin ; Peng, Zezhi ; Zhang, Junsheng ; Yang, Haisheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001105.

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2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

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2023Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x.

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2024Discount rates and cash flows: A local projection approach. (2024). Lof, Matthijs ; Nyberg, Henri. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000475.

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2023The discounting premium puzzle: Survey evidence from professional economists. (2023). van der Ploeg, Frederick (Rick) ; Gollier, Christian ; Zheng, Jiakun. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:122:y:2023:i:c:s0095069623001006.

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2023Dynamic asset (mis)pricing: Build-up versus resolution anomalies. (2023). OPP, CHRISTIAN ; Tamoni, Andrea ; Boons, Martijn ; van Binsbergen, Jules H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:406-431.

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2023Asset holders’ consumption risk and tests of conditional CCAPM. (2023). Jo, Chanik ; Elkamhi, Redouane. In: Journal of Financial Economics. RePEc:eee:jfinec:v:148:y:2023:i:3:p:220-244.

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2023A credit-based theory of the currency risk premium. (2023). , Ella ; Jeanneret, Alexandre ; della Corte, Pasquale. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:473-496.

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2023Disaster resilience and asset prices. (2023). Wagner, Christian ; Pagano, Marco ; Zechner, Josef. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:2:s0304405x23001447.

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2023The jump leverage risk premium. (2023). Todorov, Viktor ; Bollerslev, Tim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001630.

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2024Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194.

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2023CEO risk preferences, hedging intensity, and firm value. (2023). Mandal, Sonik ; Doukas, John A ; Chowdhury, Rajib. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001541.

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2023Promoting mineral resources consumption efficiency: Evidence from technology of big data. (2023). Ren, Daowen ; Yu, Huaying ; Wang, Jing ; Zhang, Jocelyn. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009212.

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2024The international linkages of market risk perception. (2024). Vich-Llompart, Magdalena M ; Vaello-Sebastia, Antoni ; Serrano, Pedro. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x23000452.

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2023An on-line machine learning return prediction. (2023). Tian, Weidong ; Lu, Yueliang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001154.

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2024The role of international currency spillovers in shaping exchange rate dynamics in Latin America. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:1-10.

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2023The effect of stabilization fund to rescue stock market based on expected return-capita circulation equation. (2023). Wang, Kun ; Wu, XU. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012122003007.

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2023Options-based systemic risk, financial distress, and macroeconomic downturns. (2023). Tunaru, Radu ; Bevilacqua, Mattia ; Vioto, Davide. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119289.

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2023The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660.

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2023.

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2023A Conceptual Model of Investment-Risk Prediction in the Stock Market Using Extreme Value Theory with Machine Learning: A Semisystematic Literature Review. (2023). Mohamed, Norizan ; Napitupulu, Herlina. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:3:p:60-:d:1096925.

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2023The Impact of Uncertainty Shocks to Consumption under Different Confidence Regimes Based on a Stochastic Uncertainty-in-Mean TVAR Model. (2023). Chen, Zhuoran ; Zhou, Xianbo. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3032-:d:1060891.

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2023Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks. (2023). Vilkov, Grigory ; Dim, Chukwuma ; Chabi-Yo, Fousseni. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:2:p:922-939.

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2023Explaining the Failure of the Unconditional CAPM with the Conditional CAPM. (2023). Martineau, Charles ; Hasler, Michael. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1835-1855.

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2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

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2023A Welfare Economic Approach to Planetary Boundaries. (2023). Johan, Rockstrom ; Ottmar, Edenhofer ; Matthias, Kalkuhl ; Michael, Sureth. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:243:y:2023:i:5:p:477-542:n:3.

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2023Relationship among Covid-19, stock price and green finance markets pragmatic evidence from volatility dynamics. (2023). Cheok, Mui Yee ; Ma, Cong. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-021-09379-9.

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2023On Discrete Probability Distributions to Grasp the Number of Samples in a Population. (2023). Yabu, Takuya. In: OSF Preprints. RePEc:osf:osfxxx:yv24f.

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2023Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342..

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2023The Variance Risk Premium in Equilibrium Models*. (2023). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:6:p:1977-2014..

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2023Common risk factors and risk–return trade-off for REITs and treasuries. (2023). Tewari, Manish ; ben Bouheni, Faten. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00309-0.

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2024The cash-secured put-write strategy and the variance risk premium. (2024). Chadwick, Savannah ; Raquel, Andrew ; Patel, Pratish. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00333-0.

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2023Calculating the Costs and Benefits of Advance Preparations for Future Pandemics. (2023). Tan, Brandon Joel ; Snyder, Christopher M ; Glennerster, Rachel. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:3:d:10.1057_s41308-023-00212-z.

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2024Disasters Everywhere: The Costs of Business Cycles Reconsidered. (2024). Taylor, Alan M ; Schularick, Moritz ; Jorda, Oscar. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:1:d:10.1057_s41308-023-00221-y.

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2023The Market-Based Probability of Stock Returns. (2023). . In: MPRA Paper. RePEc:pra:mprapa:116234.

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2023The Market-Based Statistics of “Actual” Returns of Investors. (2023). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:116896.

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2023The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure. (2023). Skiadopoulos, George ; Hiraki, Kazuhiro. In: Working Papers. RePEc:qmw:qmwecw:946.

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2023Robust monitoring machine: a machine learning solution for out-of-sample R $$^2$$ 2 -hacking in return predictability monitoring. (2023). Luo, Yang ; Yae, James. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00497-z.

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2023Risk neutral variances to compute expected returns using data from S&P BSE 100 firms—a replication study. (2023). Mundi, Hardeep Singh. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:1:d:10.1007_s11301-021-00236-7.

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2023Decomposing the Growth of Top Wealth Shares. (2023). Gomez, Matthieu. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:3:p:979-1024.

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2023Infinite Debt Rollover in Stochastic Economies. (2023). Kocherlakota, Narayana. In: Econometrica. RePEc:wly:emetrp:v:91:y:2023:i:5:p:1629-1658.

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2023Predictive power of the implied volatility term structure in the fixed?income market. (2023). Li, Xiaowei ; Huang, Jeffrey ; Hsieh, Peilin ; Chen, Renraw. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:3:p:349-383.

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2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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2023Asset allocation with recursive parameter updating and macroeconomic regime identifiers. (2023). Meinerding, Christoph ; Goodarzi, Milad. In: Discussion Papers. RePEc:zbw:bubdps:062023.

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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]		article56
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		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 nother version. Agregated cites: 56		paper
2014Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2019The Quanto Theory of Exchange Rates In: American Economic Review.
[Full Text][Citation analysis]		article26
2017The Quanto Theory of Exchange Rates.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017The quanto theory of exchange rates.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2017The quanto theory of exchange rates.(2017) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2019The quanto theory of exchange rates.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2022Sentiment and Speculation in a Market with Heterogeneous Beliefs In: American Economic Review.
[Full Text][Citation analysis]		article6
2019Sentiment and Speculation in a Market with Heterogeneous Beliefs.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Sentiment and speculation in a market with heterogeneous beliefs.(2022) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Sentiment and speculation in a market with heterogeneous beliefs.(2019) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2008Disasters and the Welfare Cost of Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article29
2021Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article3
2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives In: 2030 Agenda.
[Full Text][Citation analysis]		paper6
2020Welfare costs of catastrophes: lost consumption and lost lives.(2020) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2021) In: The Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2011Disasters Implied by Equity Index Options In: Journal of Finance.
[Full Text][Citation analysis]		article140
2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2019What Is the Expected Return on a Stock? In: Journal of Finance.
[Full Text][Citation analysis]		article84
2016What is the Expected Return on a Stock?.(2016) In: CEPR Discussion Papers.
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2016What is the expected return on a stock?.(2016) In: LSE Research Online Documents on Economics.
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2019What is the expected return on a stock?.(2019) In: LSE Research Online Documents on Economics.
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2017What Is the Expected Return on a Stock?.(2017) In: 2017 Meeting Papers.
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2021Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment In: Journal of Finance.
[Full Text][Citation analysis]		article12
2019Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment.(2019) In: CEPR Discussion Papers.
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2021Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment.(2021) In: LSE Research Online Documents on Economics.
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2021Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment.(2021) In: SAFE Working Paper Series.
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2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
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2022Market efficiency in the age of big data.(2022) In: Journal of Financial Economics.
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2022Market efficiency in the age of big data.(2022) In: LSE Research Online Documents on Economics.
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2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
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2023Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series.
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2023Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers.
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2015What is the Expected Return on the Market? In: CEPR Discussion Papers.
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2016What is the expected return on the market?.(2016) In: LSE Research Online Documents on Economics.
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2017What is the expected return on the market?.(2017) In: LSE Research Online Documents on Economics.
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2017What is the Expected Return on the Market?.(2017) In: The Quarterly Journal of Economics.
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2018Options and the Gamma Knife In: CEPR Discussion Papers.
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2018Options and the Gamma Knife.(2018) In: LSE Research Online Documents on Economics.
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2018Notes on the Yield Curve In: CEPR Discussion Papers.
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2019Notes on the yield curve.(2019) In: Journal of Financial Economics.
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2019Notes on the yield curve.(2019) In: LSE Research Online Documents on Economics.
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2013The Lucas Orchard In: Econometrica.
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2011The Lucas Orchard.(2011) In: NBER Working Papers.
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2021On the autocorrelation of the stock market In: LSE Research Online Documents on Economics.
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2021On the Autocorrelation of the Stock Market*.(2021) In: Journal of Financial Econometrics.
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2021Sustainability in a risky world In: LSE Research Online Documents on Economics.
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2021Sustainability in a Risky World.(2021) In: NBER Working Papers.
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2010Consumption-Based Asset Pricing with Higher Cumulants In: NBER Working Papers.
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2013Consumption-Based Asset Pricing with Higher Cumulants.(2013) In: The Review of Economic Studies.
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2012On the Valuation of Long-Dated Assets.(2012) In: Journal of Political Economy.
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2011Simple Variance Swaps In: NBER Working Papers.
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