What is the Expected Return on the Market? I Martin The Quarterly Journal of Economics 132 (1), 367-433, 2017 | 492 | 2017 |
Disasters implied by equity index options D Backus, M Chernov, I Martin Journal of Finance 66 (6), 1969-2012, 2011 | 337 | 2011 |
The Lucas Orchard I Martin Econometrica 81 (1), 55-111, 2013 | 245 | 2013 |
Consumption-based asset pricing with higher cumulants IWR Martin Review of Economic Studies 80 (2), 745-773, 2013 | 230 | 2013 |
What is the Expected Return on a Stock? IWR Martin, C Wagner The Journal of Finance, 2019 | 200 | 2019 |
Simple variance swaps I Martin National Bureau of Economic Research, 2011 | 180 | 2011 |
Market efficiency in the age of big data IWR Martin, S Nagel Journal of financial economics 145 (1), 154-177, 2022 | 152 | 2022 |
Averting Catastrophes: The Strange Economics of Scylla and Charybdis I Martin, R Pindyck American Economic Review 105 (10), 2947-2985, 2015 | 140 | 2015 |
The quanto theory of exchange rates L Kremens, I Martin American Economic Review 109 (3), 810-843, 2019 | 81 | 2019 |
The forward premium puzzle in a two-country world I Martin National Bureau of Economic Research, 2011 | 75 | 2011 |
Notes on the yield curve IWR Martin, SA Ross Journal of Financial Economics 134 (3), 689-702, 2019 | 72* | 2019 |
On The Valuation of Long-Dated Assets I Martin Journal of Political Economy 120 (2), 346-358, 2012 | 71 | 2012 |
Sentiment and speculation in a market with heterogeneous beliefs I WR Martin, D Papadimitriou American Economic Review 112 (8), 2465-2517, 2022 | 57 | 2022 |
Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment C Gao, IWR Martin The Journal of Finance 76 (6), 3211-3254, 2021 | 48 | 2021 |
Disasters and the welfare cost of uncertainty IWR Martin American Economic Review 98 (2), 74-78, 2008 | 47 | 2008 |
Welfare costs of catastrophes: Lost consumption and lost lives IWR Martin, RS Pindyck The Economic Journal 131 (634), 946-969, 2021 | 43* | 2021 |
On the autocorrelation of the stock market I Martin Journal of Financial Econometrics 19 (1), 39-52, 2021 | 26 | 2021 |
Sustainability in a risky world JY Campbell, I Martin National Bureau of Economic Research, 2021 | 15 | 2021 |
Options and the Gamma Knife I Martin Journal of Portfolio Management 44 (6), 47-55, 2018 | 10 | 2018 |
How much do financial markets matter? Cole-Obstfeld revisited I Martin Manuscript, Graduate School of Business, Stanford University, 2010 | 9 | 2010 |