Ian Martin : Citation Profile

London School of Economics (LSE)

17

H index

20

i10 index

1252

Citations

RESEARCH PRODUCTION:

18

Articles

50

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 73
   Journals where Ian Martin has often published
   Relations with other researchers
   Recent citing documents: 133.    Total self citations: 40 (3.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1585
   Updated: 2026-03-28    RAS profile: 2025-11-03    
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Relations with other researchers

Works with:

Campbell, John (6)

Pindyck, Robert (3)

Gormsen, Niels (2)

Papadimitriou, Dimitris (2)

Nagel, Stefan (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)

Schrimpf, Andreas (24)

Chernov, Mikhail (24)

Zechner, Josef (21)

Pagano, Marco (19)

Gourio, Francois (19)

Bekaert, Geert (16)

Kroencke, Tim (15)

Hassan, Tarek (14)

Schmeling, Maik (13)

Meinerding, Christoph (12)

Cites to:

Campbell, John (50)

Cochrane, John (21)

Hansen, Lars (18)

Pindyck, Robert (16)

Kremens, Lukas (15)

Barro, Robert (14)

Nagel, Stefan (13)

Giglio, Stefano (11)

Wu, Liuren (11)

merton, robert (10)

Bansal, Ravi (10)

Main data

Where Ian Martin has published?

Journals with more than one article published# docs
Journal of Finance4
American Economic Review4
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 (2025 and 2024)

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

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

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2025From constant to rough: A survey of continuous volatility modeling. (2023). Mishura, Yuliya ; Kubilius, Kkestutis ; di Nunno, Giulia ; Yurchenko-Tytarenko, Anton. In: Papers. RePEc:arx:papers:2309.01033.

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2024A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity. (2024). Hu, Junhua ; Li, Huiyu. In: Papers. RePEc:arx:papers:2405.10584.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025The Paradox of Doom: Acknowledging Extinction Risk Reduces the Incentive to Prevent It. (2025). Prettner, Klaus ; Growiec, Jakub. In: Papers. RePEc:arx:papers:2509.04855.

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2025Joint calibration of the volatility surface and variance term structure. (2025). Yoo, Jiwook. In: Papers. RePEc:arx:papers:2509.08096.

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2025Robust Cauchy-Based Methods for Predictive Regressions. (2025). Ibragimov, Rustam ; Kim, Jihyun ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.09249.

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2025Re(Visiting) Time Series Foundation Models in Finance. (2025). Rahimikia, Eghbal ; Ni, Hao ; Wang, Weiguan. In: Papers. RePEc:arx:papers:2511.18578.

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2026Beyond Carr Madan: A Projection Approach to Risk-Neutral Moment Estimation. (2026). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2601.14852.

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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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2024Social Discounting and the Tragedy of the Horizon: from the Stern-Nordhaus debate to target-consistent prices. (2024). de Avila, Ramiro. In: Working Papers Series. RePEc:bcb:wpaper:593.

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2024Global Bank Lending and Exchange Rates. (2024). Schrimpf, Andreas ; Schmeling, Maik ; Becker, Jonas. In: BIS Working Papers. RePEc:bis:biswps:1161.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Svec, Jiri ; Aspris, Angelo ; Flezvias, Ester ; Foley, Sean ; Malloch, Hamish. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024The Virtue of Complexity in Return Prediction. (2024). Zhou, Kangying ; Malamud, Semyon ; Kelly, Bryan. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:459-503.

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2024Does Alternative Data Improve Financial Forecasting? The Horizon Effect. (2024). Foucault, Thierry ; Dessaint, Olivier ; Fresard, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2237-2287.

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2024Modeling Conditional Factor Risk Premia Implied by Index Option Returns. (2024). Orowski, Piotr ; Jacobs, Kris ; Fournier, Mathieu. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2289-2338.

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2024What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665.

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2024Equity Term Structures without Dividend Strips Data. (2024). Kozak, Serhiy ; Kelly, Bryan ; Giglio, Stefano. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4143-4196.

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

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2024International Risk Sharing and Wealth Allocation with Higher Order Cumulants. (2024). Lombardo, G ; Corsetti, G ; Lipiska, A. In: Janeway Institute Working Papers. RePEc:cam:camjip:2422.

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2025Artificial Intelligence and Corporate Investment Efficiency: Evidence from Chinese Listed Companies. (2025). Wang, Qing Sophie ; Pi, Shuwen ; Chen, Tao. In: Working Papers in Economics. RePEc:cbt:econwp:25/05.

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2026Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Redux. (2026). Kozliakov, Gleb ; Singh, Sanjay R ; Marin, Emile A. In: Working Papers. RePEc:cda:wpaper:377.

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2024Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909.

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2024Movements in Yields, Not the Equity Premium: Bernanke-Kuttner Redux. (2024). Nagel, Stefan ; Xu, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11305.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Research Waves. (2025). Razin, Ronny ; Levy, Gilat ; Baccara, Mariagiovanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12248.

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2025Useless Knowledge: Directed vrs Non-Directed Research. (2025). Amegashie, Atsu J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12304.

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2026Carbon, Natural Capital and the Option Values of Climate Policies. (2026). Edenhofer, Ottmar ; Franks, Max. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12426.

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2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

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2025Bibliometric Insights into Cryptocurrencies Literature. (2025). Socol, Adela ; Verejan, Nicoleta ; Suciu, Teodora Maria ; Lazarescu, Ioana. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2025:i:2:p:56-64.

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2024Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817.

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2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

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2025Dynamic influence networks self-organize towards non-normal socio-economic instabilities. (2025). Wu, KE ; Sornette, Didier ; Wang, Yicheng ; Lera, Sandro Claudio. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:201:y:2025:i:p3:s0960077925012640.

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2024Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964.

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2024Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234.

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2025Merton (1976) implied jump. (2025). Ruan, Xinfeng ; Yu, Junhong ; Fan, Zheqi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001654.

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2025Housing rare disaster events and asset prices. (2025). Poncet, Patrice ; Chibane, Messaoud. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000653.

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

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2024Information content of option prices: Comparing analyst forecasts to option-based forecasts. (2024). Sanford, Anthony. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001220.

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2025Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions. (2025). Yamazaki, Akira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000026.

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

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2024Detecting market bubbles: A generalized LPPLS neural network model. (2024). Li, Chenchen ; Ma, Juntao. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004877.

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2025Trading on government contracts: The investment potential of public procurement awards. (2025). Pyun, Chaehyun. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001727.

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2025What does the equity term structure tell us about Trump 2.0′s first 100 days in office?. (2025). Matthies, Ben ; Kelly, Peter ; Golez, Benjamin. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002976.

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2024The asymmetric effects of monetary policy on stock price bubbles. (2024). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001533.

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2024Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

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2025Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?. (2025). Phylaktis, Kate ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000635.

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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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2025Momentum is still there conditional on volatility-amplified pessimism. (2025). Schneider, Mark ; Strauss, Jack ; Ghazi, Soroush. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000751.

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2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

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

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2025Implied equity premium and market beta. (2025). Wang, Zhan ; Chow, Victor K ; Gu, Jiahao. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003587.

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2024Synchronous social media and the stock market. (2024). Pyun, Chaehyun. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000338.

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2024Testing the boundaries of applicability of standard Stochastic Discount Factor models. (2024). Hassan, M. Kabir ; Zhu, Yinchu ; Pezzo, Luca ; Tian, Jiayuan. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000536.

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2024Green-adjusted share prices: A comparison between standard investors and investors with green preferences. (2024). Tunaru, Radu ; Quaye, Enoch. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308924000998.

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2024Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies. (2024). Huetsch, Leon ; Davis, Josh ; Fuenzalida, Cristian ; Mills, Benjamin ; Taylor, Alan M. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000436.

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

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2024International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805.

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2025Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

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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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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2025Incentive contracting in the shadow of litigation risk: Evidence from universal demand laws. (2025). nanda, vikram ; Rahman, Lubna ; Humphery-Jenner, Mark ; Islam, Emdad. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002668.

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2025Dissecting the return-predicting power of risk-neutral variance. (2025). Pyun, Chaehyun ; Lu, Zhongjin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000299.

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2025The real side of black swans: Tail risk and corporate investment. (2025). Yang, Liuyong ; Yuan, Jun ; Xu, QI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000883.

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2024Precautionary saving under recursive preferences. (2024). Heinzel, Christoph ; Bostian, Aj A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124003846.

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2024Analysts’ extrapolative expectations in the cross-section. (2024). Oesinghaus, Andreas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s014861952400016x.

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2024The cost-efficiency carbon pricing puzzle. (2024). Gollier, Christian. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:128:y:2024:i:c:s0095069624001360.

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2024Measuring macroeconomic tail risk. (2024). Penasse, Julien ; Marfe, Roberto. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000618.

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2024When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion. (2024). Farroni, Paolo ; Croce, Mariano M ; Arteaga-Garavito, Maria Jose ; Wolfskeil, Isabella. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000734.

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2024From Man vs. Machine to Man + Machine: The art and AI of stock analyses. (2024). Jiang, Wei ; Cao, Sean ; Wang, Junbo ; Yang, Baozhong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001338.

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2024Conditional risk. (2024). Gormsen, Niels ; Jensen, Christian Skov. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001569.

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2025Arbitrage-based recovery. (2025). Horvath, Ferenc. In: Journal of Financial Economics. RePEc:eee:jfinec:v:163:y:2025:i:c:s0304405x24001922.

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2025Fed information effects: Evidence from the equity term structure. (2025). Golez, Benjamin ; Matthies, Ben. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x24002113.

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2025The return of return dominance: Decomposing the cross-section of prices. (2025). Myers, Sean ; Han, Xiao ; Delao, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:169:y:2025:i:c:s0304405x25000674.

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2025Conditional risk and the pricing kernel. (2025). Sichert, Tobias ; Schreindorfer, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:171:y:2025:i:c:s0304405x2500114x.

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2025Machine learning from a “Universe” of signals: The role of feature engineering. (2025). Zheng, Lingling ; Li, Bin ; Rossi, Alberto G ; Yan, Xuemin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001461.

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2025Why does options market information predict stock returns?. (2025). Muravyev, Dmitriy ; Pearson, Neil D ; Pollet, Joshua M. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001618.

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2025Investor learning about monetary-policy transmission and the stock market. (2025). Hasler, Michael ; Andrei, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:173:y:2025:i:c:s0304405x2500162x.

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2025How valuable is corporate adaptation to crisis? Estimates from Covid-19 work-from-home announcements. (2025). Knesl, JI ; Fisher, Adlai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:174:y:2025:i:c:s0304405x2500176x.

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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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2024Global mispricing matters. (2024). Yu, Jiasheng ; Liu, Hongkui ; Tang, Guohao ; Jiang, Fuwei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001232.

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2025Risk, uncertainty, world business cycles, and the U.S. stock-oil relationship. (2025). Mollick, Andr Varella. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s2405851325000352.

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2024Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740.

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

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2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

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2025Which investor corrects mispricing around earnings announcements?. (2025). Goh, Jihoon ; Jeon, Byounghyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000824.

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2025Market downturns and asymmetric tail risk transmission speed in the US: Evaluating macroeconomic policy effectiveness during and after the COVID-19 pandemic. (2025). Borjigin, Sumuya ; Hu, Zinan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000341.

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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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2024Can corporate social performance mitigate the risk of extreme stock returns?. (2024). Chibane, Messaoud ; ben Abdelaziz, Fouad ; Kuhanathan, Ano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001236.

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2025Time-varying risk aversion and capital Structure: An overlooked effect. (2025). Grau-Vera, David ; Rubio, Gonzalo ; Sogorb-Mira, Francisco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004290.

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2024Heterogeneous beliefs with preference interdependence and asset pricing. (2024). Wang, Hailong ; Hu, Duni. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1-37.

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2024Option implied dividends and the market risk premium. (2024). Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006671.

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2025Cryptocurrency research: Bibliometric review and content analysis. (2025). Tripathy, Naliniprava ; Atree, Manish Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001030.

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2024Risk-adjusted performance of new economy indices and thematic sectors. (2024). Rubio, Gonzalo ; Grau-Vera, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002319.

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2025A Stock Return Decomposition Using Observables. (2025). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14.

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2025Is VIX a Contrarian Indicator? On the Positivity of the Conditional Sharpe Ratio †. (2025). Xu, Liying ; Ronn, Ehud I. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:2:p:18-:d:1634732.

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2024A Commentary on US Sovereign Debt Persistence and Nonlinear Fiscal Adjustment. (2024). Andric, Vladimir ; Djukic, Mihajlo ; Bodroza, Dusko. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:20:p:3250-:d:1500675.

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2025Sustainability in Action: Macro-Level Evidence from Europe (2008–2023) on ESG, Green Employment, and SDG-Aligned Economic Performance. (2025). Paraskevopoulos, Ioannis ; Paraskevas, Paraskevas ; Lumbreras, Sara ; Figuerola-Ferretti, Isabel. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9103-:d:1771039.

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2024Return Predictability, Expectations, and Investment: Experimental Evidence. (2024). Andries, Marianne ; Pouget, Sebastien ; Bianchi, Milo ; Huynh, Karen. In: Post-Print. RePEc:hal:journl:hal-04680777.

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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]		article66
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: 66		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: 66		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: 66		paper
2019The Quanto Theory of Exchange Rates In: American Economic Review.
[Full Text][Citation analysis]		article31
2017The Quanto Theory of Exchange Rates.(2017) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2022Sentiment and Speculation in a Market with Heterogeneous Beliefs In: American Economic Review.
[Full Text][Citation analysis]		article14
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: 14		paper
2008Disasters and the Welfare Cost of Uncertainty In: American Economic Review.
[Full Text][Citation analysis]		article29
2025Sustainability in a Risky World In: American Economic Review: Insights.
[Full Text][Citation analysis]		article0
2021Sustainability in a Risky World.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Implied Dividend Volatility and Expected Growth In: AEA Papers and Proceedings.
[Full Text][Citation analysis]		article5
2008Welfare 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: 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]		article143
2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 143		paper
2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 143		paper
2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 143		paper
2019What Is the Expected Return on a Stock? In: Journal of Finance.
[Full Text][Citation analysis]		article123
2016What is the Expected Return on a Stock?.(2016) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2017What Is the Expected Return on a Stock?.(2017) In: 2017 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 123		paper
2021Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment In: Journal of Finance.
[Full Text][Citation analysis]		article18
2019Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		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 nother version. Agregated cites: 18		paper
2025Long‐Horizon Exchange Rate Expectations In: Journal of Finance.
[Full Text][Citation analysis]		article1
2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper37
2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2022Market efficiency in the age of big data.(2022) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015What is the Expected Return on the Market? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper179
2017What is the Expected Return on the Market?.(2017) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		article
2018Options and the Gamma Knife In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2018Notes on the Yield Curve In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2019Notes on the yield curve.(2019) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2013The Lucas Orchard In: Econometrica.
[Full Text][Citation analysis]		article77
2011The Lucas Orchard.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		paper
2020Welfare costs of catastrophes: lost consumption and lost lives In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2021On the autocorrelation of the stock market In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2021Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper16
2022Market efficiency in the age of big data In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper31
2022Sentiment and speculation in a market with heterogeneous beliefs In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper6
2021Sustainability in a risky world In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2019Sentiment and speculation in a market with heterogeneous beliefs In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2017The quanto theory of exchange rates In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2016What is the expected return on a stock? In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2017The quanto theory of exchange rates In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2016What is the expected return on the market? In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper4
2025Sustainability in a risky world In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2025Long-horizon exchange rate expectations In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2021Implied dividend volatility and expected growth In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2025Information in derivatives markets: forecasting prices with prices In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2017What is the expected return on the market? In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper133
2018Options and the Gamma Knife In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2019The quanto theory of exchange rates In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper25
2019What is the expected return on a stock? In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper47
2019Notes on the yield curve In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper8
2010Consumption-Based Asset Pricing with Higher Cumulants In: NBER Working Papers.
[Full Text][Citation analysis]		paper114
2013Consumption-Based Asset Pricing with Higher Cumulants.(2013) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 114		article
2010The Valuation of Long-Dated Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper29
2012On the Valuation of Long-Dated Assets.(2012) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2011Simple Variance Swaps In: NBER Working Papers.
[Full Text][Citation analysis]		paper45
2011The Forward Premium Puzzle in a Two-Country World In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2017Averting Catastrophes that Kill In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2021On the Autocorrelation of the Stock Market* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team