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Items where Author is "Martin, Ian"

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Number of items: 22.

Article

Martin, Ian and Papadimitriou, Dimitris (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 (2021) Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment. Journal of Finance, 76 (6). 3211 - 3254. ISSN 0022-1082

Martin, Ian (2021) On the autocorrelation of the stock market. Journal of Financial Econometrics, 19 (1). 39 - 52. ISSN 1479-8417

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

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

Martin, Ian 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 (2019) The quanto theory of exchange rates. American Economic Review, 109 (3). pp. 810-843. ISSN 0002-8282

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

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

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

Martin, Ian 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 (2013) The Lucas orchard. Econometrica, 81 (1). pp. 55-111. ISSN 0012-9682

Martin, Ian (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 (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 (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 and Papadimitriou, Dimitris (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 (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 (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 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 (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.

This list was generated on Wed Apr 24 14:17:40 2024 BST.