Martin, Ian

Number of items: 28.
Finance
  • Kremens, Lukas, Martin, Ian, Varela, Liliana (2025). Long-horizon exchange rate expectations. Journal of Finance, 80(6), 3695 - 3724. https://doi.org/10.1111/jofi.13504 picture_as_pdf
  • Martin, Ian W. R. (2025). Information in derivatives markets: forecasting prices with prices. Annual Review of Financial Economics, 17, 295 - 319. https://doi.org/10.1146/annurev-financial-082123-105811 picture_as_pdf
  • Campbell, John Y., Martin, Ian W. R. (2025). Sustainability in a risky world. American Economic Review: Insights, 7(2), 196 - 212. https://doi.org/10.1257/aeri.20240061 picture_as_pdf
  • Martin, Ian, Papadimitriou, Dimitris (2022). Sentiment and speculation in a market with heterogeneous beliefs. American Economic Review, 112(8), 2465 - 2517. https://doi.org/10.1257/aer.20200505 picture_as_pdf
  • Martin, Ian W.R., Nagel, Stefan (2022). Market efficiency in the age of big data. Journal of Financial Economics, 145(1), 154 - 177. https://doi.org/10.1016/j.jfineco.2021.10.006 picture_as_pdf
  • Gao, Can, Martin, Ian (2021). Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment. Journal of Finance, 76(6), 3211 - 3254. https://doi.org/10.1111/jofi.13068 picture_as_pdf
  • Gormsen, Niels J., Koijen, Ralph S.J., Martin, Ian W.R. (2021). Implied dividend volatility and expected growth. AEA Papers and Proceedings, 111, 361 - 365. https://doi.org/10.1257/pandp.20211065 picture_as_pdf
  • Campbell, John, 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. picture_as_pdf
  • Martin, Ian (2021). On the autocorrelation of the stock market. Journal of Financial Econometrics, 19(1), 39 - 52. https://doi.org/10.1093/jjfinec/nbaa033 picture_as_pdf
  • Martin, Ian, Pindyck, R. S. (2020). Welfare costs of catastrophes: lost consumption and lost lives. Economic Journal, picture_as_pdf
  • Martin, Ian, Ross, Steve (2019). Notes on the yield curve. Journal of Financial Economics, 134(3), 689 - 702. https://doi.org/10.1016/j.jfineco.2019.04.014
  • Martin, Ian, Wagner, Christian (2019). What is the expected return on a stock? Journal of Finance, 74(4), 1887-1929. https://doi.org/10.1111/jofi.12778
  • Martin, Ian, 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. picture_as_pdf
  • Kremens, Lukas, Martin, Ian (2019). The quanto theory of exchange rates. American Economic Review, 109(3), 810-843. https://doi.org/10.1257/aer.20180019
  • Martin, Ian (2018). Options and the Gamma Knife. Journal of Portfolio Management, 44(6), 47-55. https://doi.org/10.3905/jpm.2018.44.6.047
  • Martin, Ian (2018). Options and the Gamma Knife. Journal of Derivatives, 25(4), 71-79. https://doi.org/10.3905/jod.2018.25.4.071
  • Kremens, Lukas, 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. picture_as_pdf
  • Kremens, Lukas, 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. picture_as_pdf
  • Martin, Ian (2017). What is the expected return on the market? Quarterly Journal of Economics, 132(1), 367 - 433. https://doi.org/10.1093/qje/qjw034
  • Martin, Ian, 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. picture_as_pdf
  • 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. picture_as_pdf
  • Martin, Ian, Pindyck, R. S. (2015). Averting catastrophes: the strange economics of Scylla and Charybdis. American Economic Review, 105(10), 2947 - 2985. https://doi.org/10.1257/aer.20140806
  • Martin, Ian (2013). The Lucas orchard. Econometrica, 81(1), 55-111. https://doi.org/10.3982/ECTA8446
  • Martin, I. W. R. (2013). Consumption-based asset pricing with higher cumulants. Review of Economic Studies, 80(2), 745-773. https://doi.org/10.1093/restud/rds029
  • Martin, Ian (2012). On the valuation of long-dated assets. Journal of Political Economy, 120(2), 346-358. https://doi.org/10.1086/666527
  • Backus, David, Chernov, Mikhail, Martin, Ian (2011). Disasters implied by equity index options. The Journal of Finance, 66(6), 1969-2012. https://doi.org/10.1111/j.1540-6261.2011.01697.x
  • Martin, Ian W. R. (2008). Disasters and the welfare cost of uncertainty. American Economic Review, 98(2), 74-78. https://doi.org/10.1257/aer.98.2.74
    • LSE
  • Martin, Ian, Gormsen, Niels, Koijen, Ralph (2021). Data and Code for: "Implied Dividend Volatility and Expected Growth". [Dataset]. OpenICPSR. https://doi.org/10.3886/e136781v1