Ian Martin

13 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-8373-5317

Publications

• Long-Horizon Exchange Rate Expectations — The Journal of Finance 2025 (name-matched, not ORCID-linked)
• Sentiment and Speculation in a Market with Heterogeneous Beliefs — American Economic Review 2022
• Market efficiency in the age of big data — Journal of Financial Economics 2022
• Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment — The Journal of Finance 2021
• What Is the Expected Return on a Stock? — The Journal of Finance 2019
• Notes on the yield curve — Journal of Financial Economics 2019
• The Quanto Theory of Exchange Rates — American Economic Review 2019
• What is the Expected Return on the Market? — The Quarterly Journal of Economics 2017
• Averting Catastrophes: The Strange Economics of Scylla and Charybdis — American Economic Review 2015
• Consumption-Based Asset Pricing with Higher Cumulants — The Review of Economic Studies 2013
• On the Valuation of Long-Dated Assets — Journal of Political Economy 2012
• Disasters Implied by Equity Index Options — The Journal of Finance 2011
• Disasters and the Welfare Cost of Uncertainty — American Economic Review 2008