Ian Martin : Citation Profile

London School of Economics (LSE)

13

H index

15

i10 index

880

Citations

RESEARCH PRODUCTION:

16

Articles

46

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 58
   Journals where Ian Martin has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 38 (4.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1585
   Updated: 2025-04-19    RAS profile: 2023-11-04    
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Relations with other researchers

Works with:

Campbell, John (4)

Pindyck, Robert (4)

Nagel, Stefan (2)

Papadimitriou, Dimitris (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)

Zechner, Josef (11)

Pagano, Marco (11)

van der Ploeg, Frederick (Rick) (9)

Fleurbaey, Marc (9)

Cites to:

Campbell, John (21)

Pindyck, Robert (12)

Cochrane, John (11)

Hansen, Lars (8)

Barro, Robert (7)

Shleifer, Andrei (7)

Kremens, Lukas (6)

Grossman, Sanford (5)

Aldy, Joseph (5)

Nagel, Stefan (5)

Chernov, Mikhail (4)

Main data

Production by document typearticlepaper2008200920102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20082009201020112012201320142015201620172018201920202021202220230255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200820092010201120122013201420152016201720182019202020212022202320242025050100150Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150100200Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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 (2025 and 2024)

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

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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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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. 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. (2021). Valchev, Rosen ; Chahrour, Ryan ; Candian, Giacomo ; Basu, Susanto. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1029.

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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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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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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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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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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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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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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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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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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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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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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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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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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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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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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). 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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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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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. (2022). Vissing-Jorgensen, Annette ; Knox, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2022-14.

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2024The cost-efficiency carbon pricing puzzle. (2024). Gollier, Christian. In: Post-Print. RePEc:hal:journl:hal-04938709.

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2024Equilibrium Data Mining and Data Abundance. (2024). Dugast, Jrme ; Foucault, Thierry. In: Post-Print. RePEc:hal:journl:hal-04941346.

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2025VIX maturity interpolation. (2025). Gonzalez-Perez, Maria T ; Andersen, Torben G ; Bondarenko, Oleg. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09210-x.

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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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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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2024On horizon-consistent mean-variance portfolio allocation. (2024). Severino, Federico ; Rotondi, Francesco ; Ortu, Fulvio ; Cerreia-Vioglio, Simone. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04798-x.

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2024Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets. (2024). Chun, Dohyun ; Kang, Jongho ; Kim, Jihun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00648-w.

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2025FinTech: a literature review of emerging financial technologies and applications. (2025). Kou, Gang ; Lu, Yang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00668-6.

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2025Horizon effects in the pricing kernel: How investors price short-term versus long-term risks. (2025). Driessen, Joost ; Koter, Joren ; Wilms, Ole. In: Other publications TiSEM. RePEc:tiu:tiutis:18d19e20-6d30-4828-9a8e-940a54b55924.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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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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Works by Ian Martin:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis In: American Economic Review.
[Full Text][Citation analysis]		article57
2015Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 57		paper
2015Averting catastrophes: the strange economics of Scylla and Charybdis.(2015) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 57		paper
2014Averting Catastrophes: The Strange Economics of Scylla and Charybdis.(2014) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 57		paper
2019The Quanto Theory of Exchange Rates In: American Economic Review.
[Full Text][Citation analysis]		article28
2017The Quanto Theory of Exchange Rates.(2017) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 28		paper
2017The quanto theory of exchange rates.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 28		paper
2017The quanto theory of exchange rates.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 28		paper
2019The quanto theory of exchange rates.(2019) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 28		paper
2022Sentiment and Speculation in a Market with Heterogeneous Beliefs In: American Economic Review.
[Full Text][Citation analysis]		article10
2019Sentiment and Speculation in a Market with Heterogeneous Beliefs.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 10		paper
2022Sentiment and speculation in a market with heterogeneous beliefs.(2022) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 10		paper
2019Sentiment and speculation in a market with heterogeneous beliefs.(2019) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 10		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.
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This paper has nother version. Agregated cites: 6		paper
2020Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2019Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2021Welfare Costs of Catastrophes: Lost Consumption and Lost Lives.(2021) In: The Economic Journal.
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This paper has nother version. Agregated cites: 6		article
2011Disasters Implied by Equity Index Options In: Journal of Finance.
[Full Text][Citation analysis]		article141
2009Disasters implied by equity index options.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 141		paper
2009Disasters implied by equity index options.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 141		paper
2009Disasters Implied by Equity Index Options.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 141		paper
2019What Is the Expected Return on a Stock? In: Journal of Finance.
[Full Text][Citation analysis]		article98
2016What is the Expected Return on a Stock?.(2016) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 98		paper
2016What is the expected return on a stock?.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 98		paper
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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This paper has nother version. Agregated cites: 98		paper
2021Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment In: Journal of Finance.
[Full Text][Citation analysis]		article15
2019Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 15		paper
2021Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment.(2021) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 15		paper
2021Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment.(2021) In: SAFE Working Paper Series.
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This paper has nother version. Agregated cites: 15		paper
2019Market Efficiency in the Age of Big Data In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper26
2019Market Efficiency in the Age of Big Data.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 26		paper
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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This paper has nother version. Agregated cites: 26		paper
2019Market Efficiency in the Age of Big Data.(2019) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 26		paper
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper2
2023Debt and Deficits: Fiscal Analysis with Stationary Ratios.(2023) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2015What is the Expected Return on the Market? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper164
2016What is the expected return on the market?.(2016) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 164		paper
2017What is the expected return on the market?.(2017) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 164		paper
2017What is the Expected Return on the Market?.(2017) In: The Quarterly Journal of Economics.
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This paper has nother version. Agregated cites: 164		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.
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This paper has nother version. Agregated cites: 1		paper
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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This paper has nother version. Agregated cites: 10		article
2019Notes on the yield curve.(2019) In: LSE Research Online Documents on Economics.
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This paper has nother version. Agregated cites: 10		paper
2013The Lucas Orchard In: Econometrica.
[Full Text][Citation analysis]		article71
2011The Lucas Orchard.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 71		paper
2021On the autocorrelation of the stock market In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper2
2021On the Autocorrelation of the Stock Market*.(2021) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 2		article
2021Sustainability in a risky world In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2021Sustainability in a Risky World.(2021) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Consumption-Based Asset Pricing with Higher Cumulants In: NBER Working Papers.
[Full Text][Citation analysis]		paper110
2013Consumption-Based Asset Pricing with Higher Cumulants.(2013) In: The Review of Economic Studies.
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This paper has nother version. Agregated cites: 110		article
2010The Valuation of Long-Dated Assets In: NBER Working Papers.
[Full Text][Citation analysis]		paper28
2012On the Valuation of Long-Dated Assets.(2012) In: Journal of Political Economy.
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This paper has nother version. Agregated cites: 28		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

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