Ian Martin
Names
Identifer
Contact
Affiliations
-
London School of Economics (LSE)
/ Finance Department
Research profile
author of:
- Averting Catastrophes: The Strange Economics of Scylla and Charybdis (RePEc:aea:aecrev:v:105:y:2015:i:10:p:2947-85)
by Ian W. R. Martin & Robert S. Pindyck - The Quanto Theory of Exchange Rates (RePEc:aea:aecrev:v:109:y:2019:i:3:p:810-43)
by Lukas Kremens & Ian Martin - Sentiment and Speculation in a Market with Heterogeneous Beliefs (RePEc:aea:aecrev:v:112:y:2022:i:8:p:2465-2517)
by Ian W. R. Martin & Dimitris Papadimitriou - Disasters and the Welfare Cost of Uncertainty (RePEc:aea:aecrev:v:98:y:2008:i:2:p:74-78)
by Ian W. R. Martin - Implied Dividend Volatility and Expected Growth (RePEc:aea:apandp:v:111:y:2021:p:361-65)
by Niels J. Gormsen & Ralph S. J. Koijen & Ian W. R. Martin - Welfare Costs of Catastrophes: Lost Consumption and Lost Lives (RePEc:ags:feemgc:308023)
by Martin, Ian W. R. & Pindyck, Robert S. - Disasters Implied by Equity Index Options (RePEc:bla:jfinan:v:66:y:2011:i:6:p:1969-2012)
by David Backus & Mikhail Chernov & Ian Martin - What Is the Expected Return on a Stock? (RePEc:bla:jfinan:v:74:y:2019:i:4:p:1887-1929)
by Ian W. R. Martin & Christian Wagner - Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment (RePEc:bla:jfinan:v:76:y:2021:i:6:p:3211-3254)
by Can Gao & Ian W. R. Martin - Market Efficiency in the Age of Big Data (RePEc:ces:ceswps:_8015)
by Ian Martin & Stefan Nagel - Debt and Deficits: Fiscal Analysis with Stationary Ratios (RePEc:chf:rpseri:rp23101)
by John Y. Campbell & Can Gao & Ian Martin - What is the Expected Return on the Market? (RePEc:cpr:ceprdp:10715)
by Martin, Ian - Averting Catastrophes: The Strange Economics of Scylla and Charybdis (RePEc:cpr:ceprdp:10730)
by Pindyck, Robert S. & Martin, Ian - What is the Expected Return on a Stock? (RePEc:cpr:ceprdp:11608)
by Martin, Ian & Wagner, Christian - The Quanto Theory of Exchange Rates (RePEc:cpr:ceprdp:11970)
by Martin, Ian & Kremens, Lukas - Options and the Gamma Knife (RePEc:cpr:ceprdp:12883)
by Martin, Ian - Notes on the Yield Curve (RePEc:cpr:ceprdp:13176)
by Martin, Ian & Ross, Stephen - Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment (RePEc:cpr:ceprdp:13454)
by Martin, Ian & Gao, Can - Sentiment and Speculation in a Market with Heterogeneous Beliefs (RePEc:cpr:ceprdp:13857)
by Martin, Ian & , - Market Efficiency in the Age of Big Data (RePEc:cpr:ceprdp:14235)
by Martin, Ian & Nagel, Stefan - Sustainability in a Risky World (RePEc:cpr:ceprdp:16219)
by Martin, Ian & Campbell, John Y - Debt and Deficits: Fiscal Analysis with Stationary Ratios (RePEc:cpr:ceprdp:18133)
by Martin, Ian & Campbell, John Y & Gao, Can - Disasters implied by equity index options (RePEc:cpr:ceprdp:7416)
by Backus, David & Chernov, Mikhail & Martin, Ian - The Lucas Orchard (RePEc:ecm:emetrp:v:81:y:2013:i:1:p:55-111)
by Ian Martin - Notes on the yield curve (RePEc:eee:jfinec:v:134:y:2019:i:3:p:689-702)
by Martin, Ian W. R. & Ross, Stephen A. - Market efficiency in the age of big data (RePEc:eee:jfinec:v:145:y:2022:i:1:p:154-177)
by Martin, Ian W.R. & Nagel, Stefan - Welfare costs of catastrophes: lost consumption and lost lives (RePEc:ehl:lserod:106200)
by Martin, Ian & Pindyck, R. S. - On the autocorrelation of the stock market (RePEc:ehl:lserod:106215)
by Martin, Ian - Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment (RePEc:ehl:lserod:108598)
by Gao, Can & Martin, Ian - Market efficiency in the age of big data (RePEc:ehl:lserod:112960)
by Martin, Ian W.R. & Nagel, Stefan - Sentiment and speculation in a market with heterogeneous beliefs (RePEc:ehl:lserod:114340)
by Martin, Ian & Papadimitriou, Dimitris - Sustainability in a risky world (RePEc:ehl:lserod:118878)
by Campbell, John & Martin, Ian - Sentiment and speculation in a market with heterogeneous beliefs (RePEc:ehl:lserod:118936)
by Martin, Ian & Papadimitriou, Dimitris - The quanto theory of exchange rates (RePEc:ehl:lserod:118945)
by Kremens, Lukas & Martin, Ian - What is the expected return on a stock? (RePEc:ehl:lserod:118957)
by Martin, Ian & Wagner, Christian - The quanto theory of exchange rates (RePEc:ehl:lserod:118961)
by Kremens, Lukas & Martin, Ian - What is the expected return on the market? (RePEc:ehl:lserod:119013)
by Martin, Ian - Averting catastrophes: the strange economics of Scylla and Charybdis (RePEc:ehl:lserod:62139)
by Martin, Ian & Pindyck, R. S. - What is the expected return on the market? (RePEc:ehl:lserod:67036)
by Martin, Ian - Options and the Gamma Knife (RePEc:ehl:lserod:88077)
by Martin, Ian - The quanto theory of exchange rates (RePEc:ehl:lserod:89839)
by Kremens, Lukas & Martin, Ian - What is the expected return on a stock? (RePEc:ehl:lserod:90158)
by Martin, Ian & Wagner, Christian - Notes on the yield curve (RePEc:ehl:lserod:90208)
by Martin, Ian & Ross, Steve - Welfare Costs of Catastrophes: Lost Consumption and Lost Lives (RePEc:fem:femwpa:2020.27)
by Ian W. R. Martin & Robert S. Pindyck - Disasters implied by equity index options (RePEc:nbr:nberwo:15240)
by David Backus & Mikhail Chernov & Ian Martin - Consumption-Based Asset Pricing with Higher Cumulants (RePEc:nbr:nberwo:16153)
by Ian Martin - The Valuation of Long-Dated Assets (RePEc:nbr:nberwo:16219)
by Ian Martin - Simple Variance Swaps (RePEc:nbr:nberwo:16884)
by Ian Martin - The Lucas Orchard (RePEc:nbr:nberwo:17563)
by Ian Martin - The Forward Premium Puzzle in a Two-Country World (RePEc:nbr:nberwo:17564)
by Ian Martin - Averting Catastrophes: The Strange Economics of Scylla and Charybdis (RePEc:nbr:nberwo:20215)
by Ian W.R. Martin & Robert S. Pindyck - Averting Catastrophes that Kill (RePEc:nbr:nberwo:23346)
by Ian Martin & Robert S. Pindyck - Welfare Costs of Catastrophes: Lost Consumption and Lost Lives (RePEc:nbr:nberwo:26068)
by Ian W.R. Martin & Robert S. Pindyck - Market Efficiency in the Age of Big Data (RePEc:nbr:nberwo:26586)
by Ian Martin & Stefan Nagel - Sustainability in a Risky World (RePEc:nbr:nberwo:28899)
by John Y. Campbell & Ian Martin - Debt and Deficits: Fiscal Analysis with Stationary Ratios (RePEc:nbr:nberwo:31224)
by John Y. Campbell & Can Gao & Ian W.R. Martin - Welfare Costs of Catastrophes: Lost Consumption and Lost Lives (RePEc:oup:econjl:v:131:y:2021:i:634:p:946-969.)
by Ian W R Martin & Robert S Pindyck - On the Autocorrelation of the Stock Market
[X-CAPM: An Extrapolative Capital Asset Pricing Model] (RePEc:oup:jfinec:v:19:y:2021:i:1:p:39-52.)
by Ian Martin - What is the Expected Return on the Market? (RePEc:oup:qjecon:v:132:y:2017:i:1:p:367-433.)
by Ian Martin - Consumption-Based Asset Pricing with Higher Cumulants (RePEc:oup:restud:v:80:y:2013:i:2:p:745-773)
by Ian W. Martin - What Is the Expected Return on a Stock? (RePEc:red:sed017:146)
by Christian Wagner & Ian Martin - Disasters Implied by Equity Index Options (RePEc:ste:nystbu:09-14)
by David Backus & Mikhail Chernov & Ian Martin - On the Valuation of Long-Dated Assets (RePEc:ucp:jpolec:doi:10.1086/666527)
by Ian Martin - Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment (RePEc:zbw:safewp:312)
by Gao, Can & Martin, Ian