Items where Author is "Martin, Ian"

Article

Martin, Ian ORCID: 0000-0001-8373-5317 and Papadimitriou, Dimitris ORCID: 0000-0003-1327-8469 (2022) Sentiment and speculation in a market with heterogeneous beliefs. American Economic Review, 112 (8). 2465 - 2517. ISSN 0002-8282

Gao, Can and Martin, Ian ORCID: 0000-0001-8373-5317 (2021) Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment. Journal of Finance, 76 (6). 3211 - 3254. ISSN 0022-1082

Martin, Ian ORCID: 0000-0001-8373-5317 (2021) On the autocorrelation of the stock market. Journal of Financial Econometrics, 19 (1). 39 - 52. ISSN 1479-8409

Martin, Ian ORCID: 0000-0001-8373-5317 and Pindyck, R. S. (2020) Welfare costs of catastrophes: lost consumption and lost lives. Economic Journal. ISSN 0013-0133

Martin, Ian ORCID: 0000-0001-8373-5317 and Ross, Steve (2019) Notes on the yield curve. Journal of Financial Economics, 134 (3). 689 - 702. ISSN 0304-405X

Martin, Ian ORCID: 0000-0001-8373-5317 and Wagner, Christian (2019) What is the expected return on a stock? Journal of Finance, 74 (4). pp. 1887-1929. ISSN 0022-1082

Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317 (2019) The quanto theory of exchange rates. American Economic Review, 109 (3). pp. 810-843. ISSN 0002-8282

Martin, Ian ORCID: 0000-0001-8373-5317 (2018) Options and the Gamma Knife. Journal of Portfolio Management, 44 (6). pp. 47-55. ISSN 0095-4918

Martin, Ian ORCID: 0000-0001-8373-5317 (2018) Options and the Gamma Knife. Journal of Derivatives, 25 (4). pp. 71-79. ISSN 1074-1240

Martin, Ian ORCID: 0000-0001-8373-5317 (2017) What is the expected return on the market? Quarterly Journal of Economics, 132 (1). 367 - 433. ISSN 0033-5533

Martin, Ian ORCID: 0000-0001-8373-5317 and Pindyck, R. S. (2015) Averting catastrophes: the strange economics of Scylla and Charybdis. American Economic Review, 105 (10). 2947 - 2985. ISSN 0002-8282

Martin, Ian ORCID: 0000-0001-8373-5317 (2013) The Lucas orchard. Econometrica, 81 (1). pp. 55-111. ISSN 0012-9682

Martin, Ian ORCID: 0000-0001-8373-5317 (2012) On the valuation of long-dated assets. Journal of Political Economy, 120 (2). pp. 346-358. ISSN 0022-3808

Backus, David, Chernov, Mikhail and Martin, Ian ORCID: 0000-0001-8373-5317 (2011) Disasters implied by equity index options. The Journal of Finance, 66 (6). pp. 1969-2012. ISSN 0022-1082

Cave, Martin and Martin, Ian (2010) Motives and means for public investment in nationwide next generation networks. Telecommunications Policy, 34 (9). pp. 505-512. ISSN 0308-5961

Monograph

Campbell, John and Martin, Ian ORCID: 0000-0001-8373-5317 (2021) Sustainability in a risky world. Financial Markets Group Discussion Papers (830). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Martin, Ian ORCID: 0000-0001-8373-5317 and Papadimitriou, Dimitris ORCID: 0000-0003-1327-8469 (2019) Sentiment and speculation in a market with heterogeneous beliefs. Financial Markets Group Discussion Papers (785). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317 (2017) The quanto theory of exchange rates. Systemic Risk Centre Discussion Papers (75). Systemic Risk Centre, The London School of Economics and Political Science, London, UK.

Kremens, Lukas and Martin, Ian ORCID: 0000-0001-8373-5317 (2017) The quanto theory of exchange rates. Financial Markets Group Discussion Papers (769). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Martin, Ian ORCID: 0000-0001-8373-5317 and Wagner, Christian (2016) What is the expected return on a stock? Financial Markets Group Discussion Papers (760). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Martin, Ian ORCID: 0000-0001-8373-5317 (2016) What is the expected return on the market? Financial Markets Group Discussion Papers (750). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Online resource

Martin, Ian (2015) People’s vews about what kind of region they want to live in will inform their views on local and regional devolution. Democratic Audit UK (07 Sep 2015). Website.