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Hanno N. Lustig

SSRN Author Rank: 545 by Downloads and 421 by Citations

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Stanford Graduate School of Business


 Stanford GSB
 655 Knight Way
 Stanford, CA California 94305-6072
 United States
 3108716532 (Phone)
 email address

 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Hanno N. Lustig's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
28,048
Total
Citations
1,072
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.
Stanford Graduate School of Business
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
5,848
(741)
80

2.   Incl. Electronic Paper
Koijen, Ralph S. J.
New York University (NYU) - Department of Finance
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
11 Feb 09
Last Revised:
03 Feb 16
3,843
(1,539)
26

3.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
15 Feb 11
Last Revised:
10 Feb 16
2,357
(3,682)
8

4.   Incl. Electronic Paper
Herskovic, Bernard
University of California, Los Angeles (UCLA) - Anderson School of Management
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
12 Nov 12
Last Revised:
15 Nov 15
1,982
(4,972)
2

5.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
26 Jan 10
Last Revised:
15 Apr 16
1,546
(7,642)
23

6.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
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
1,276
(10,503)
28

7.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Stathopoulos, Andreas
University of Washington
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
16 Oct 13
Last Revised:
17 Jan 16
1,231
(11,139)
1

8.   Incl. Electronic Paper
Kelly, Bryan T.
University of Chicago - Booth School of Business
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
07 Dec 12
Last Revised:
15 Oct 13
1,222
(11,248)
2

9.  
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.
Stanford Graduate School of Business
Posted:
07 Sep 10
Last Revised:
24 Aug 12
1,052
(13,618)
19

10.  
Size Anomalies in U.S. Bank Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Finance, Forthcoming
Number of Pages in PDF File: 51
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
05 Aug 10
Last Revised:
13 Nov 14
762
(16,237)
7

11.   Incl. Electronic Paper
Chien, YiLi
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
16 Sep 09
Last Revised:
11 May 15
721
(24,800)
6

12.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
13 May 15
Last Revised:
21 Mar 16
514
(39,233)
 

13.  
Business Cycle Variation in the Risk-Return Trade-Off | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Monetary Economics, Forthcoming
Number of Pages in PDF File: 35
Lustig, Hanno N.
Stanford Graduate School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
02 Sep 10
Last Revised:
13 Nov 12
475
(42,357)
4

14.  
Chien, YiLi
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
18 Mar 08
Last Revised:
27 Aug 12
444
(46,310)
25

15.  
Are Stocks Real Assets? Sticky Discount Rates in Stock Markets | Show Abstract | Download This Paper | Open PDF in Browser |
Review of Financial Studies (Forthcoming)
Number of Pages in PDF File: 60
Katz, Michael
AQR Capital Management, LLC
Lustig, Hanno N.
Stanford Graduate School of Business
Nielsen, Lars N
AQR Capital Management, LLC
Posted:
12 Jan 15
Last Revised:
14 Aug 16
417
(29,690)
 

16.   Incl. Electronic Paper
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.
Stanford Graduate School of Business
Posted:
13 Jul 13
Last Revised:
19 Jul 13
378
(57,341)
 

17.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Syverson, Chad
University of Chicago Booth School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
25 Jan 09
Last Revised:
01 Oct 15
364
(59,982)
6

18.   Incl. Electronic Paper
Berndt, Antje
Poole College of Management, NC State University
Lustig, Hanno N.
Stanford Graduate School of Business
Yeltekin, Sevin
Carnegie Mellon University - David A. Tepper School of Business
Posted:
06 Mar 09
Last Revised:
27 Aug 12
337
(65,612)
2

19.   Incl. Electronic Paper
Chien, YiLi
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
16 Nov 01
Last Revised:
27 Aug 12
324
(68,696)
49

20.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
12 Jan 05
Last Revised:
07 Nov 14
315
(70,927)
99

21.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
16 Nov 04
Last Revised:
20 Apr 09
219
(104,318)
40

22.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
23 Jun 04
Last Revised:
09 May 15
138
(136,051)
139

23.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Krueger, Dirk
University of Pennsylvania - Department of Economics
Posted:
07 Dec 06
Last Revised:
27 Aug 12
160
(139,656)
19

24.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
24 Apr 14
Last Revised:
13 May 14
125
(108,280)
 

25.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
01 Jun 04
Last Revised:
27 Aug 12
123
(172,980)
33

26.  
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.
Stanford Graduate School of Business
Posted:
13 Sep 10
85
(221,724)
19

27.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
15 Feb 08
Last Revised:
07 Nov 14
75
(240,608)
96

28.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
05 Oct 05
Last Revised:
27 Aug 12
69
(252,122)
37

29.   Incl. Electronic Paper
Hartman-Glaser, Barney
University of California, Los Angeles (UCLA) - Anderson School of Management
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
09 Jul 16
Last Revised:
20 Sep 16
61
(269,101)
 

30.   Incl. Electronic Paper
Chien, YiLi
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
07 May 14
Last Revised:
28 Jul 14
51
(292,934)
 

31.  
A European History Lesson for Today’s Central Bankers | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Central Banking (prepared for the 4th Financial Stability Conference)
Number of Pages in PDF File: 12
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
01 Feb 13
50
(258,294)
 

32.  
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
12 Nov 08
49
(287,834)
7

33.   Incl. Electronic Paper
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
22 Dec 06
Last Revised:
28 Feb 12
29
(300,727)
21

34.  
Fiscal Hedging and the Yield Curve | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w11687
Number of Pages in PDF File: 59
Lustig, Hanno N.
Stanford Graduate School of Business
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
24
(382,895)
4

35.  
Lustig, Hanno N.
Stanford Graduate School of Business
Van Nieuwerburgh, Stijn
New York University Stern School of Business, Department of Finance
Posted:
06 Oct 05
24
(373,681)
134

36.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
05 Nov 14
22
(269,101)
 

37.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
22 Nov 10
22
(353,550)
7

38.  
Lustig, Hanno N.
Stanford Graduate School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
08 Aug 12
20
(387,598)
93

39.  
Chien, Yi-Li
University of California, Los Angeles (UCLA) - Department of Economics
Lustig, Hanno N.
Stanford Graduate School of Business
Cole, Harold L.
University of Pennsylvania - Department of Economics
Posted:
05 Nov 07
19
(406,980)
25

40.   Incl. Electronic Paper
Krueger, Dirk
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
Stanford Graduate School of Business
Perri, Fabrizio
Leonard N. Stern School of Business - Department of Economics
Posted:
07 Oct 06
Last Revised:
09 Sep 11
17
(416,735)
 

41.  
Exchange Rates, Prices and International Trade in a Model of Endogenous Market Structure | Show Abstract | Add to Cart |
Manchester School, Vol. 75, No. 2, pp. 160-192, March 2007
Number of Pages in PDF File: 33
Lustig, Hanno N.
Stanford Graduate School of Business
Aksoy, Yunus
Birkbeck, University of London
Posted:
08 Feb 07
13
(436,846)
 

42.  
Chien, Yi-Li
University of California, Los Angeles (UCLA) - Department of Economics
Cole, Harold L.
University of Pennsylvania - Department of Economics
Lustig, Hanno N.
Stanford Graduate School of Business
Posted:
28 Sep 09
12
(441,898)
6

43.  
Eisfeldt, Andrea L.
UCLA Anderson School of Management
Lustig, Hanno N.
Stanford Graduate School of Business
Zhang, Lei
The University of Hong Kong - School of Economics and Finance
Posted:
15 Aug 16
0
(357,365)
 

44.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
Stanford Graduate School of Business
Plazzi, Alberto
USI-Lugano
Posted:
20 Jun 16
0
(441,898)
 

45.  
Equity is Cheap for Large Financial Institutions: The International Evidence | Show Abstract | Download This Paper | Open PDF in Browser |
Swiss Finance Institute Research Paper No. 16-22
Number of Pages in PDF File: 60
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
Stanford Graduate School of Business
Plazzi, Alberto
USI-Lugano
Posted:
14 Mar 16
Last Revised:
12 Jun 16
0
(86,388)
 

46.  
Chien, YiLi
Federal Reserve Banks - Federal Reserve Bank of Saint Louis
Lustig, Hanno N.
Stanford Graduate School of Business
Naknoi, Kanda
University of Connecticut
Posted:
01 Dec 15
0
(250,197)
 

47.  
Gravity in FX Rsquared: Understanding the Factor Structure in Exchange Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Stanford University Graduate School of Business Research Paper No. 15-54
Number of Pages in PDF File: 41
Lustig, Hanno N.
Stanford Graduate School of Business
Richmond, Robert J.
New York University (NYU) - Department of Finance
Posted:
30 Oct 15
0
(98,544)
 


Records 1 - 47 of 47 matches
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