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Details about Ian Martin

E-mail:
Homepage:http://personal.lse.ac.uk/martiniw/
Phone:442079557856
Postal address:Houghton Street London WC2A 2AE United Kingdom
Workplace:Finance Department, London School of Economics (LSE), (more information at EDIRC)

Access statistics for papers by Ian Martin.

Last updated 2020-10-15. Update your information in the RePEc Author Service.

Short-id: pma1585


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Working Papers

2019

  1. Market Efficiency in the Age of Big Data
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019) Downloads
    CESifo Working Paper Series, CESifo (2019) Downloads
  2. Sentiment and Speculation in a Market with Heterogeneous Beliefs
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  3. The quanto theory of exchange rates
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (14)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017) Downloads

    See also Journal Article in American Economic Review (2019)
  4. Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  5. Welfare Costs of Catastrophes: Lost Consumption and Lost Lives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

  1. Notes on the Yield Curve
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (4)
    See also Journal Article in Journal of Financial Economics (2019)
  2. Options and the Gamma Knife
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (2)

2017

  1. Averting Catastrophes that Kill
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
  2. What Is the Expected Return on a Stock?
    2017 Meeting Papers, Society for Economic Dynamics Downloads View citations (43)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2016) Downloads View citations (17)

    See also Journal Article in Journal of Finance (2019)
  3. What is the expected return on the market?
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (44)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (5)

    See also Journal Article in The Quarterly Journal of Economics (2017)

2015

  1. Averting Catastrophes: The Strange Economics of Scylla and Charybdis
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (30)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) Downloads View citations (1)
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2015) Downloads View citations (32)

    See also Journal Article in American Economic Review (2015)

2011

  1. Simple Variance Swaps
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (34)
  2. The Forward Premium Puzzle in a Two-Country World
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (26)
  3. The Lucas Orchard
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Econometrica (2013)

2010

  1. Consumption-Based Asset Pricing with Higher Cumulants
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (38)
    See also Journal Article in Review of Economic Studies (2013)
  2. The Valuation of Long-Dated Assets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Political Economy (2012)

2009

  1. Disasters Implied by Equity Index Options
    Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics Downloads View citations (5)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (10)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2009) Downloads View citations (4)

    See also Journal Article in Journal of Finance (2011)

Journal Articles

2019

  1. Notes on the yield curve
    Journal of Financial Economics, 2019, 134, (3), 689-702 Downloads View citations (2)
    See also Working Paper (2018)
  2. The Quanto Theory of Exchange Rates
    American Economic Review, 2019, 109, (3), 810-43 Downloads View citations (11)
    See also Working Paper (2019)
  3. What Is the Expected Return on a Stock?
    Journal of Finance, 2019, 74, (4), 1887-1929 Downloads View citations (7)
    See also Working Paper (2017)

2017

  1. What is the Expected Return on the Market?
    The Quarterly Journal of Economics, 2017, 132, (1), 367-433 Downloads View citations (60)
    See also Working Paper (2017)

2015

  1. Averting Catastrophes: The Strange Economics of Scylla and Charybdis
    American Economic Review, 2015, 105, (10), 2947-85 Downloads View citations (31)
    See also Working Paper (2015)

2013

  1. Consumption-Based Asset Pricing with Higher Cumulants
    Review of Economic Studies, 2013, 80, (2), 745-773 Downloads View citations (57)
    See also Working Paper (2010)
  2. The Lucas Orchard
    Econometrica, 2013, 81, (1), 55-111 Downloads View citations (47)
    See also Working Paper (2011)

2012

  1. On the Valuation of Long-Dated Assets
    Journal of Political Economy, 2012, 120, (2), 346 - 358 Downloads View citations (20)
    See also Working Paper (2010)

2011

  1. Disasters Implied by Equity Index Options
    Journal of Finance, 2011, 66, (6), 1969-2012 Downloads View citations (112)
    See also Working Paper (2009)

2008

  1. Disasters and the Welfare Cost of Uncertainty
    American Economic Review, 2008, 98, (2), 74-78 Downloads View citations (26)
 
Page updated 2020-10-17