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Publications of Ian Martin

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Academic journals

Sustainability in a Risky World

American Economic Review: Insights, 7(2), 196–212

June 2025
John Y. Campbell
Ian Martin

Discussion Papers

Long-Horizon Exchange Rate Expectations

We study exchange rate expectations in surveys of financial professionals and find that they successfully forecast currency appreciation at the two...

December 2023
DP 896
Lukas Kremens
Ian Martin
Liliana Varela

Academic journals

Implied Dividend Volatility and Expected Growth

AEA Papers and Proceedings, 111, 361-65

May 2023
Niels J. Gormsen
Ralph S.J. Koijen
Ian Martin

Research highlight

Academic journals

Sentiment and Speculation in a Market with Heterogeneous Beliefs

American Economic Review, 112 (8), 2465-2517

August 2022
Ian Martin
Dimitris Papadimitriou

Research highlight

Academic journals

Market efficiency in the age of big data

Journal of Financial Economics, 145(1), 154-177

July 2022
Ian Martin
Stefan Nagel

Academic journals

Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment

Journal of Finance, 76 (6), 3211-3254

December 2021
Can Gao
Ian Martin

Discussion Papers

Sustainability in a Risky World

This paper studies the restrictions on consumption, portfolio choice, and social discounting implied by a sustainability constraint, that utility...

April 2021
DP 830
John Y. Campbell
Ian Martin

Academic journals

Welfare Costs of Catastrophes: Lost Consumption and Lost Lives

The Economic Journal, 131 (634), 946–969

February 2021
Ian Martin
Robert S Pindyck

Academic journals

On the Autocorrelation of the Stock Market

Journal of Financial Econometrics, 19 (1), 39–52

January 2021
Ian Martin

Academic journals

Notes on the yield curve

Journal of Financial Economics, 134 (3),  689-702

December 2019
Ian Martin
Stephen A. Ross

Academic journals

What Is the Expected Return on a Stock

Journal of Finance, 74(4), Pages 1887-1929.

August 2019
Ian Martin
Christian Wagner

Discussion Papers

Sentiment and speculation in a market with heterogeneous beliefs

We present a dynamic model featuring risk-averse investors with heterogeneous beliefs. Individual investors have stable beliefs and risk aversion, but...

May 2019
DP 785
Ian Martin
Dimitris Papadimitriou

Academic journals

The Quanto Theory of Exchange Rates

American Economic Review, 109(3), 810-43.

March 2019
Lukas Kremens
Ian Martin

Discussion Papers

The Quanto Theory of Exchange Rates

We present a new, theoretically motivated, forecasting variable for exchange rates that is based on the prices of quanto index contracts, and show via...

November 2017
Lukas Kremens
Ian Martin

Discussion Papers

The Quanto Theory of Exchange Rates

We present a new, theoretically motivated, forecasting variable for exchange rates that is based on the prices of quanto index contracts, and show via...

August 2017
DP 769
Lukas Kremens
Ian Martin

Academic journals

What is the Expected Return on the Market?

The Quarterly Journal of Economics, 132 (1), 367-433. 

February 2017
Ian Martin

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Marketwide Memory

The surprising leadership effect accelerators have on startu ...

Bond Supply, Yield Drifts, and Liquidity Provision Before Ma ...

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