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Lustig, Hanno N.


 SSRN Author Rank: 757 by Downloads
 

UCLA - Anderson School of Management


 405 Hilgard Avenue
 Box 951361
 Los Angeles, CA 90095
 United States
 email address
 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Lustig, Hanno N.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
16,567
Total
Citations
1,004
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
01 Jun 08
Last Revised:
27 Aug 12
3,780
(913)
73

2.   Incl. Electronic Paper
Koijen, Ralph S. J.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
11 Feb 09
Last Revised:
28 Sep 12
2,457
(1,980)
28

3.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
15 Feb 11
Last Revised:
28 Sep 12
1,262
(6,309)
6

4.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
21 Mar 08
Last Revised:
31 Mar 13
1,093
(8,027)
29

5.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
26 Jan 10
Last Revised:
25 Feb 13
983
(9,542)
14

6.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Guvenen, Fatih
University of Minnesota - Department of Economics
Posted:
08 Mar 07
930
(10,369)
1

7.  
Fleckenstein, Matthias
University of California, Los Angeles (UCLA) - Anderson School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
07 Sep 10
Last Revised:
24 Aug 12
853
(11,933)
17

8.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Guvenen, Fatih
University of Minnesota - Department of Economics
Posted:
08 Mar 07
709
(15,684)
1

9.   Incl. Electronic Paper
Chien, YiLi
Federal Reserve Bank of St. Louis
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
16 Sep 09
Last Revised:
24 Aug 12
607
(19,647)
4

10.  
Business Cycle Variation in the Risk-Return Trade-Off | Show Abstract | Download |
Journal of Monetary Economics, Forthcoming
Working Paper Series
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
02 Sep 10
Last Revised:
13 Nov 12
426
(31,426)
5

11.  
Chien, YiLi
Federal Reserve Bank of St. Louis
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
18 Mar 08
Last Revised:
27 Aug 12
413
(32,760)
22

12.  
Size Anomalies in U.S. Bank Stock Returns | Show Abstract | Download |
Journal of Finance, Forthcoming
Accepted Paper Series
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
05 Aug 10
Last Revised:
03 Dec 12
330
(43,093)
2

13.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Syverson, Chad
University of Chicago - Department of Economics
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
25 Jan 09
Last Revised:
10 Aug 10
330
(43,093)
5

14.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Chien, Yi-Li
University of California, Los Angeles (UCLA) - Department of Economics
Posted:
16 Nov 01
Last Revised:
27 Aug 12
311
(46,193)
51

15.  
The Volatility Factor Structure | Show Abstract | Download |
Chicago Booth Research Paper No. 12-54, Fama-Miller Working Paper
Working Paper Series
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
12 Nov 12
304
(47,795)
 

16.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
12 Jan 05
Last Revised:
25 Oct 10
277
(52,848)
96

17.   Incl. Electronic Paper
Berndt, Antje
Carnegie Mellon University - Tepper School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Yeltekin, Sevin
Carnegie Mellon University - David A. Tepper School of Business
Posted:
06 Mar 09
Last Revised:
27 Aug 12
268
(54,806)
1

18.  
Firm Volatility in Granular Networks | Show Abstract | Download |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-56
Working Paper Series
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
07 Dec 12
Last Revised:
31 Mar 13
209
(71,844)
 

19.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
16 Nov 04
Last Revised:
20 Apr 09
202
(74,048)
42

20.   Incl. Electronic Paper
Krueger, Dirk
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
07 Dec 06
Last Revised:
27 Aug 12
152
(96,742)
18

21.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
23 Jun 04
Last Revised:
27 Aug 12
131
(97,929)
129

22.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
01 Jun 04
Last Revised:
27 Aug 12
118
(119,567)
33

23.  
Fleckenstein, Matthias
University of California, Los Angeles (UCLA) - Anderson School of Management
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
13 Sep 10
80
(156,298)
17

24.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
15 Feb 08
Last Revised:
07 Nov 10
67
(173,456)
95

25.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
05 Oct 05
Last Revised:
27 Aug 12
59
(185,330)
35

26.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
12 Nov 08
38
(224,020)
7

27.  
A European History Lesson for Today’s Central Bankers | Show Abstract | Download |
International Journal of Central Banking (prepared for the 4th Financial Stability Conference)
Accepted Paper Series
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
01 Feb 13
27
(251,842)
 

28.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
22 Dec 06
Last Revised:
28 Feb 12
45
(209,726)
23

29.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
06 Oct 05
23
(264,861)
124

30.  
Fiscal Hedging and the Yield Curve | Show Abstract | Download |
NBER Working Paper No. w11687
Working Paper Series
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Sleet, Christopher M.
Carnegie Mellon University - David A. Tepper School of Business
Yeltekin, Sevin
Carnegie Mellon University - David A. Tepper School of Business
Posted:
15 Dec 05
21
(271,695)
4

31.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
22 Nov 10
18
(282,219)
2

32.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
08 Aug 12
14
(296,554)
91

33.   Incl. Electronic Paper
Krueger, Dirk
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Perri, Fabrizio
Leonard N. Stern School of Business - Department of Economics
Posted:
07 Oct 06
Last Revised:
09 Sep 11
14
(296,554)
3

34.  
Chien, Yi-Li
University of California, Los Angeles (UCLA) - Department of Economics
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Cole, Harold L.
University of Pennsylvania - Department of Economics
Posted:
05 Nov 07
14
(296,554)
22

35.  
Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure | Show Abstract | Download |
Manchester School, Vol. 75, No. 2, pp. 160-192, March 2007
Accepted Paper Series
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Aksoy, Yunus
University of London, Birkbeck College, Faculty of Social Sciences, School of Economics, Mathematics and Statistics
Posted:
08 Feb 07
13
(300,084)
 

36.  
Chien, Yi-Li
University of California, Los Angeles (UCLA) - Department of Economics
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
28 Sep 09
7
(319,611)
4


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