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Ian Martin

Personal Details

First Name:Ian
Middle Name:
Last Name:Martin
Suffix:
RePEc Short-ID:pma1585
[This author has chosen not to make the email address public]
https://personal.lse.ac.uk/martiniw/
Houghton Street London WC2A 2AE United Kingdom
442079557856
Terminal Degree:2008 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

Finance Department
London School of Economics (LSE)

London, United Kingdom
https://www.lse.ac.uk/Finance
RePEc:edi:fdlseuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. John Y. Campbell & Can Gao & Ian Martin, 2023. "Debt and Deficits: Fiscal Analysis with Stationary Ratios," Swiss Finance Institute Research Paper Series 23-101, Swiss Finance Institute.
  2. Martin, Ian & Campbell, John Y, 2022. "Sustainability in a Risky World," CEPR Discussion Papers 16219, C.E.P.R. Discussion Papers.
  3. Martin, Ian, 2021. "On the autocorrelation of the stock market," LSE Research Online Documents on Economics 106215, London School of Economics and Political Science, LSE Library.
  4. Martin, Ian W. R. & Pindyck, Robert S., 2020. "Welfare Costs of Catastrophes: Lost Consumption and Lost Lives," 2030 Agenda 308023, Fondazione Eni Enrico Mattei (FEEM).
  5. Martin, Ian & ,, 2019. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers 13857, C.E.P.R. Discussion Papers.
  6. Martin, Ian & Gao, Can, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
  7. Ian Martin & Stefan Nagel, 2019. "Market Efficiency in the Age of Big Data," CESifo Working Paper Series 8015, CESifo.
  8. Martin, Ian, 2018. "Options and the Gamma Knife," CEPR Discussion Papers 12883, C.E.P.R. Discussion Papers.
  9. Martin, Ian & Ross, Stephen, 2018. "Notes on the Yield Curve," CEPR Discussion Papers 13176, C.E.P.R. Discussion Papers.
  10. Ian Martin & Robert S. Pindyck, 2017. "Averting Catastrophes that Kill," NBER Working Papers 23346, National Bureau of Economic Research, Inc.
  11. Martin, Ian & Kremens, Lukas, 2017. "The Quanto Theory of Exchange Rates," CEPR Discussion Papers 11970, C.E.P.R. Discussion Papers.
  12. Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
  13. Martin, Ian, 2015. "What is the Expected Return on the Market?," CEPR Discussion Papers 10715, C.E.P.R. Discussion Papers.
  14. Pindyck, Robert S. & Martin, Ian, 2015. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," CEPR Discussion Papers 10730, C.E.P.R. Discussion Papers.
  15. Ian Martin, 2011. "The Lucas Orchard," NBER Working Papers 17563, National Bureau of Economic Research, Inc.
  16. Ian Martin, 2011. "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers 17564, National Bureau of Economic Research, Inc.
  17. Ian Martin, 2011. "Simple Variance Swaps," NBER Working Papers 16884, National Bureau of Economic Research, Inc.
  18. Ian Martin, 2010. "The Valuation of Long-Dated Assets," NBER Working Papers 16219, National Bureau of Economic Research, Inc.
  19. Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
  20. Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers 7416, C.E.P.R. Discussion Papers.

Articles

  1. Martin, Ian W.R. & Nagel, Stefan, 2022. "Market efficiency in the age of big data," Journal of Financial Economics, Elsevier, vol. 145(1), pages 154-177.
  2. Ian W. R. Martin & Dimitris Papadimitriou, 2022. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," American Economic Review, American Economic Association, vol. 112(8), pages 2465-2517, August.
  3. Ian Martin, 2021. "On the Autocorrelation of the Stock Market [X-CAPM: An Extrapolative Capital Asset Pricing Model]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 19(1), pages 39-52.
  4. Niels J. Gormsen & Ralph S. J. Koijen & Ian W. R. Martin, 2021. "Implied Dividend Volatility and Expected Growth," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 361-365, May.
  5. Ian W R Martin & Robert S Pindyck, 2021. "Welfare Costs of Catastrophes: Lost Consumption and Lost Lives," The Economic Journal, Royal Economic Society, vol. 131(634), pages 946-969.
  6. Can Gao & Ian W. R. Martin, 2021. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," Journal of Finance, American Finance Association, vol. 76(6), pages 3211-3254, December.
  7. Lukas Kremens & Ian Martin, 2019. "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, vol. 109(3), pages 810-843, March.
  8. Martin, Ian W. R. & Ross, Stephen A., 2019. "Notes on the yield curve," Journal of Financial Economics, Elsevier, vol. 134(3), pages 689-702.
  9. Ian W. R. Martin & Christian Wagner, 2019. "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, vol. 74(4), pages 1887-1929, August.
  10. Ian Martin, 2017. "What is the Expected Return on the Market?," The Quarterly Journal of Economics, Oxford University Press, vol. 132(1), pages 367-433.
  11. Ian W. R. Martin & Robert S. Pindyck, 2015. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," American Economic Review, American Economic Association, vol. 105(10), pages 2947-2985, October.
  12. Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, January.
  13. Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773.
  14. Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346-358.
  15. David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December.
  16. Ian W. R. Martin, 2008. "Disasters and the Welfare Cost of Uncertainty," American Economic Review, American Economic Association, vol. 98(2), pages 74-78, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  11. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  13. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  15. Number of Journal Pages, Weighted by Simple Impact Factor
  16. Number of Journal Pages, Weighted by Recursive Impact Factor
  17. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  19. Wu-Index
  20. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 30 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (7) 2015-08-01 2015-11-15 2017-05-21 2019-07-22 2021-01-18 2021-02-01 2021-06-21. Author is listed
  2. NEP-FMK: Financial Markets (7) 2009-11-27 2016-11-13 2018-12-03 2019-02-25 2020-02-03 2020-07-27 2022-01-24. Author is listed
  3. NEP-FOR: Forecasting (5) 2015-08-01 2016-11-13 2017-05-14 2017-07-23 2018-09-03. Author is listed
  4. NEP-MAC: Macroeconomics (5) 2009-08-16 2009-11-27 2010-07-10 2016-11-13 2019-08-26. Author is listed
  5. NEP-UPT: Utility Models & Prospect Theory (5) 2009-11-27 2011-11-14 2019-08-26 2020-12-07 2022-10-24. Author is listed
  6. NEP-BIG: Big Data (4) 2020-02-03 2020-02-10 2020-07-27 2022-01-24
  7. NEP-ORE: Operations Research (4) 2020-02-03 2020-07-27 2020-12-07 2022-01-24
  8. NEP-BEC: Business Economics (2) 2009-08-16 2009-11-27
  9. NEP-CBA: Central Banking (2) 2010-07-10 2011-11-14
  10. NEP-CWA: Central & Western Asia (2) 2021-04-26 2022-01-24
  11. NEP-ENE: Energy Economics (2) 2014-06-22 2017-05-21
  12. NEP-MON: Monetary Economics (2) 2017-05-14 2018-09-03
  13. NEP-OPM: Open Economy Macroeconomics (2) 2011-11-14 2018-09-03
  14. NEP-RMG: Risk Management (2) 2015-08-01 2021-04-26
  15. NEP-CFN: Corporate Finance (1) 2019-02-25
  16. NEP-CMP: Computational Economics (1) 2020-07-27
  17. NEP-DGE: Dynamic General Equilibrium (1) 2011-11-14
  18. NEP-ETS: Econometric Time Series (1) 2023-12-11
  19. NEP-HEA: Health Economics (1) 2019-07-22
  20. NEP-HIS: Business, Economic & Financial History (1) 2023-12-11
  21. NEP-IFN: International Finance (1) 2022-01-24
  22. NEP-ISF: Islamic Finance (1) 2021-09-13
  23. NEP-MST: Market Microstructure (1) 2019-08-26
  24. NEP-REG: Regulation (1) 2014-06-22

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