Hanno Lustig

Economics and Econometrics · 2003–2020

A researcher in the Science corpus: 18 papers; trusts 85 researchers and is trusted by 63 researchers here, as inferred from the citation graph.

Subfields

Whom Hanno Lustig trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Ravi Bansal
  2. Martin Lettau
  3. Sydney C. Ludvigson
  4. Eugene F. Fama
  5. Amir Yaron
  6. John Y. Campbell
  7. Fernando Alvarez
  8. Kenneth R. French
  9. Stijn Van Nieuwerburgh
  10. Robert J. Barro

Who trusts Hanno Lustig overall

  1. Lucio Sarno
  2. Stijn Van Nieuwerburgh
  3. Pasquale Della Corte
  4. A. Verdelhan
  5. Lukas Menkhoff
  6. Robert J. Richmond
  7. Robert Novy-Marx
  8. Martin Lettau
  9. Gurdip Bakshi
  10. N. Miller

Papers from Hanno Lustig's perspective

Ordered by how strongly the researchers Hanno Lustig trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. The Cross‐Section of Expected Stock Returns
  3. Term premia and interest rate forecasts in affine models
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. The Cross-Section of Volatility and Expected Returns
  6. Common risk factors in the returns on stocks and bonds
  7. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  8. Consumption Risk and the Cross Section of Expected Returns (Journal of Political Economy)
  9. Rare Disasters and Asset Markets in the Twentieth Century
  10. Post-'87 crash fears in the S&P 500 futures option market

Their papers