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Lustig, Hanno N.


 SSRN Author Rank: 626 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
20,102
Total
Citations
1,079
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
4,347
(857)
88

2.   Incl. Electronic Paper
Koijen, Ralph S. J.
London Business School - Department of Finance
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:
25 Sep 13
2,858
(1,758)
27

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:
20 Dec 13
1,576
(5,023)
8

4.   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
1,196
(7,996)
21

5.   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
1,150
(8,541)
28

6.  
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
965
(11,295)
19

7.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Guvenen, Fatih
University of Minnesota - Department of Economics
Posted:
08 Mar 07
957
(11,422)
1

8.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Guvenen, Fatih
University of Minnesota - Department of Economics
Posted:
08 Mar 07
730
(17,168)
1

9.  
The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications | Show Abstract | Download |
Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-54
Working Paper Series
Herskovic, Bernard
New York University (NYU)
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
Last Revised:
19 Apr 14
696
(18,494)
 

10.   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
676
(19,201)
5

11.   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:
07 Dec 12
Last Revised:
15 Oct 13
615
(21,996)
1

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:
30 Jul 13
517
(27,934)
5

13.  
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
450
(33,383)
6

14.  
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
430
(35,378)
23

15.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Stathopoulos, Andreas
University of Southern California - Marshall School of Business
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
16 Oct 13
Last Revised:
13 Mar 14
405
(38,227)
2

16.   Incl. Electronic Paper
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
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:
03 Dec 13
337
(47,608)
7

17.   Incl. Electronic Paper
Chien, YiLi
Federal Reserve Bank of St. Louis
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
16 Nov 01
Last Revised:
27 Aug 12
314
(51,802)
54

18.   Incl. Electronic Paper
Berndt, Antje
Poole College of Management, NC State University
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
295
(55,719)
1

19.   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
294
(55,953)
108

20.   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.
National Bureau of Economic Research (NBER)
Posted:
13 Jul 13
Last Revised:
19 Jul 13
214
(78,782)
 

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:
16 Nov 04
Last Revised:
20 Apr 09
205
(82,268)
42

22.   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
154
(107,660)
19

23.   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
134
(108,253)
135

24.   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
120
(132,556)
32

25.  
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
84
(169,816)
19

26.   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
69
(190,862)
105

27.   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
64
(198,679)
37

28.  
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
44
(236,571)
7

29.  
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
42
(240,954)
 

30.   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
28
(230,049)
22

31.  
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
24
(291,151)
130

32.  
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
22
(298,525)
4

33.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
22 Nov 10
19
(310,339)
5

34.  
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Verdelhan, Adrien
National Bureau of Economic Research (NBER)
Posted:
08 Aug 12
18
(314,286)
101

35.  
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
16
(322,061)
23

36.   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
15
(325,911)
3

37.  
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
Birkbeck, University of London
Posted:
08 Feb 07
13
(334,051)
 

38.  
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
9
(349,903)
5

39.  
Gandhi, Priyank
Mendoza College of Business, University of Notre Dame
Lustig, Hanno N.
National Bureau of Economic Research (NBER)
Posted:
0
 


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