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Ian Martin

Personal Details

First Name:Ian
Middle Name:
Last Name:Martin
Suffix:
RePEc Short-ID:pma1585
http://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
http://www.lse.ac.uk/collections/finance/

: +44 (020) 7405 7686

Houghton Street, London WC2A 2AE
RePEc:edi:fdlseuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martin, Ian & Papadimitriou, Dimitris, 2019. "Sentiment and Speculation in a Market with Heterogeneous Beliefs," CEPR Discussion Papers 13857, C.E.P.R. Discussion Papers.
  2. Gao, Can & Martin, Ian, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
  3. Ian W.R. Martin & Robert S. Pindyck, 2019. "Welfare Costs of Catastrophes: Lost Consumption and Lost Lives," NBER Working Papers 26068, National Bureau of Economic Research, Inc.
  4. Martin, Ian, 2018. "Options and the Gamma Knife," CEPR Discussion Papers 12883, C.E.P.R. Discussion Papers.
  5. Martin, Ian & Ross, Stephen, 2018. "Notes on the Yield Curve," CEPR Discussion Papers 13176, C.E.P.R. Discussion Papers.
  6. Ian Martin & Robert S. Pindyck, 2017. "Averting Catastrophes that Kill," NBER Working Papers 23346, National Bureau of Economic Research, Inc.
  7. Kremens, Lukas & Martin, Ian, 2017. "The Quanto Theory of Exchange Rates," CEPR Discussion Papers 11970, C.E.P.R. Discussion Papers.
  8. Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
  9. Martin, Ian, 2015. "What is the Expected Return on the Market?," CEPR Discussion Papers 10715, C.E.P.R. Discussion Papers.
  10. Ian W.R. Martin & Robert S. Pindyck, 2014. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," NBER Working Papers 20215, National Bureau of Economic Research, Inc.
  11. Ian Martin, 2011. "The Lucas Orchard," NBER Working Papers 17563, National Bureau of Economic Research, Inc.
  12. Ian Martin, 2011. "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers 17564, National Bureau of Economic Research, Inc.
  13. Ian Martin, 2011. "Simple Variance Swaps," NBER Working Papers 16884, National Bureau of Economic Research, Inc.
  14. Ian Martin, 2010. "The Valuation of Long-Dated Assets," NBER Working Papers 16219, National Bureau of Economic Research, Inc.
  15. Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
  16. 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. Lukas Kremens & Ian Martin, 2019. "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, vol. 109(3), pages 810-843, March.
  2. 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.
  3. 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.
  4. 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.
  5. Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, January.
  6. Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773.
  7. Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346-358.
  8. 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.
  9. 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

Access and download statistics for all items

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, Discounted by Citation Age
  7. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  12. Number of Journal Pages, Weighted by Simple Impact Factor
  13. Number of Journal Pages, Weighted by Recursive Impact Factor
  14. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  16. 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 17 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-FOR: Forecasting (5) 2015-08-01 2016-11-13 2017-05-14 2017-07-23 2018-09-03. Author is listed
  2. NEP-FMK: Financial Markets (4) 2009-11-27 2016-11-13 2018-12-03 2019-02-25
  3. NEP-MAC: Macroeconomics (4) 2009-08-16 2009-11-27 2010-07-10 2016-11-13
  4. NEP-ENV: Environmental Economics (3) 2015-08-01 2015-11-15 2017-05-21
  5. NEP-BEC: Business Economics (2) 2009-08-16 2009-11-27
  6. NEP-CBA: Central Banking (2) 2010-07-10 2011-11-14
  7. NEP-ENE: Energy Economics (2) 2014-06-22 2017-05-21
  8. NEP-MON: Monetary Economics (2) 2017-05-14 2018-09-03
  9. NEP-OPM: Open Economy Macroeconomics (2) 2011-11-14 2018-09-03
  10. NEP-UPT: Utility Models & Prospect Theory (2) 2009-11-27 2011-11-14
  11. NEP-CFN: Corporate Finance (1) 2019-02-25
  12. NEP-DGE: Dynamic General Equilibrium (1) 2011-11-14
  13. NEP-HEA: Health Economics (1) 2019-07-22
  14. NEP-REG: Regulation (1) 2014-06-22
  15. NEP-RMG: Risk Management (1) 2015-08-01

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