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Ian Martin
Ian Martin
Professor of Finance, London School of Economics
Verified email at lse.ac.uk - Homepage
Title
Cited by
Cited by
Year
What is the Expected Return on the Market?
I Martin
The Quarterly Journal of Economics 132 (1), 367-433, 2017
4712017
Disasters implied by equity index options
D Backus, M Chernov, I Martin
Journal of Finance 66 (6), 1969-2012, 2011
3332011
The Lucas Orchard
I Martin
Econometrica 81 (1), 55-111, 2013
2442013
Consumption-based asset pricing with higher cumulants
IWR Martin
Review of Economic Studies 80 (2), 745-773, 2013
2282013
What is the Expected Return on a Stock?
IWR Martin, C Wagner
The Journal of Finance, 2019
1952019
Simple variance swaps
I Martin
National Bureau of Economic Research, 2011
1782011
Market efficiency in the age of big data
IWR Martin, S Nagel
Journal of financial economics 145 (1), 154-177, 2022
1452022
Averting Catastrophes: The Strange Economics of Scylla and Charybdis
I Martin, R Pindyck
American Economic Review 105 (10), 2947-2985, 2015
1372015
The quanto theory of exchange rates
L Kremens, I Martin
American Economic Review 109 (3), 810-843, 2019
792019
The forward premium puzzle in a two-country world
I Martin
National Bureau of Economic Research, 2011
742011
On The Valuation of Long-Dated Assets
I Martin
Journal of Political Economy 120 (2), 346-358, 2012
712012
Notes on the yield curve
IWR Martin, SA Ross
Journal of Financial Economics 134 (3), 689-702, 2019
69*2019
Sentiment and speculation in a market with heterogeneous beliefs
I WR Martin, D Papadimitriou
American Economic Review 112 (8), 2465-2517, 2022
532022
Disasters and the welfare cost of uncertainty
IWR Martin
American Economic Review 98 (2), 74-78, 2008
472008
Welfare costs of catastrophes: Lost consumption and lost lives
IWR Martin, RS Pindyck
The Economic Journal 131 (634), 946-969, 2021
43*2021
Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment
C Gao, IWR Martin
The Journal of Finance 76 (6), 3211-3254, 2021
402021
On the autocorrelation of the stock market
I Martin
Journal of Financial Econometrics 19 (1), 39-52, 2021
262021
Sustainability in a risky world
JY Campbell, I Martin
National Bureau of Economic Research, 2021
142021
Options and the Gamma Knife
I Martin
Journal of Portfolio Management 44 (6), 47-55, 2018
102018
How much do financial markets matter? Cole-Obstfeld revisited
I Martin
Manuscript, Graduate School of Business, Stanford University, 2010
92010
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Articles 1–20