SSRN logo
Public User
Advanced Search

Chandler Lutz

Copenhagen Business School

Assistant Professor

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

http://chandlerlutz.com/

  • Copenhagen Business School

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 33,366

SSRN RANKINGS

Top 33,366

in Total Papers Downloads

1,048

CITATIONS

1

Scholarly Papers (12)

Actions:
Email selected abstracts
1.

The Asymmetric Effects of Investor Sentiment

Macroeconomic Dynamics, Vol. 20(6), No. 1477-1503, 2016
Number of pages: 40 Posted: 08 May 2012 Last Revised: 08 Nov 2016
Chandler Lutz
Copenhagen Business School
Downloads 158 (134,136)

Abstract:

investor sentiment

2.

Fear and Loathing in the Housing Market: Evidence from Search Query Data

Number of pages: 48 Posted: 19 Sep 2012 Last Revised: 08 Nov 2016
Marcelle Chauvet, Stuart A. Gabriel and Chandler Lutz
University of California, Riverside (UCR) - Department of Economics, University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Downloads 146 (120,129)
Citation 1

Abstract:

Housing Distress, Housing Fear, Housing Crises

3.

The Impact of Unconventional Monetary Policy on Real Estate Markets

Number of pages: 59 Posted: 11 Sep 2014 Last Revised: 03 Apr 2015
Stuart A. Gabriel and Chandler Lutz
University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Downloads 66 (155,102)

Abstract:

Unconventional Monetary Policy

4.

Unconventional Monetary Policy, Media Uncertainty, and Expected Stock Market Volatility

Number of pages: 43 Posted: 06 Jun 2014 Last Revised: 24 Jul 2014
Chandler Lutz
Copenhagen Business School
Downloads 50 (272,191)

Abstract:

Unconventional Monetary Policy, Uncertainty

5.

Unconventional Monetary Policy and Uncertainty

Number of pages: 47 Posted: 06 Oct 2014
Chandler Lutz
Copenhagen Business School
Downloads 43 (248,289)

Abstract:

Unconventional Monetary Policy, Uncertainty, Financial Market Uncertainty

6.

The Impact of Conventional and Unconventional Monetary Policy on Investor Sentiment

Journal of Banking and Finance, Vol. 61, No. 89-205, 2015
Number of pages: 43 Posted: 06 Dec 2013 Last Revised: 10 Nov 2016
Chandler Lutz
Copenhagen Business School
Downloads 41 (253,898)

Abstract:

Monetary Policy, Investor Sentiment

7.

Two-Stage Model Averaging: An Application to Forecasting Stock Returns

Number of pages: 41 Posted: 04 Dec 2013
Chandler Lutz
Copenhagen Business School
Downloads 41 (315,864)

Abstract:

Two-stage model averaging, Model Averaging, Bayesian Model Averaging, Forecasting

8.

Local Economic Conditions and Local Equity Preferences: Evidence from Mutual Funds during the U.S. Housing Boom and Bust

Number of pages: 48 Posted: 07 Feb 2017
Chandler Lutz, Aleksandra Anna Rzeznik and Ben Sand
Copenhagen Business School, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics and York University
Downloads 0 (415,434)

Abstract:

Home Bias, Investor Behaviour, Local Information Advantage, Non-Fundamental Information, House Prices

9.

A Crisis of Missed Opportunities? Foreclosure Costs and Mortgage Modification During the Great Recession

Number of pages: 56 Posted: 31 Aug 2016 Last Revised: 01 Mar 2017
Stuart A. Gabriel, Matteo M. Iacoviello and Chandler Lutz
University of California, Los Angeles - Anderson School of Management, Federal Reserve Board - Trade and Financial Studies and Copenhagen Business School
Downloads 0 (318,716)

Abstract:

Mortgage Modification, Foreclosure Costs, Housing Crisis

10.

Mortgage Default Risk: New Evidence from Internet Search Queries

Journal of Urban Economics, Vol. 96, No. 91-111, 2016
Number of pages: 74 Posted: 31 Jul 2016 Last Revised: 15 Nov 2016
Marcelle Chauvet, Stuart A. Gabriel and Chandler Lutz
Independent, University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Downloads 0 (281,022)

Abstract:

Mortgage Default Risk

11.

Prime Borrowers and Financial Innovation in the Housing Boom and Bust

Number of pages: 59 Posted: 07 Dec 2015 Last Revised: 07 Oct 2016
Claes Bäckman and Chandler Lutz
Lund University - School of Economics and Management and Copenhagen Business School
Downloads 0 (373,016)

Abstract:

Interest Only Mortgages, Housing Boom and Bust

12.

Systematically Important Banks and Increased Capital Requirements in the Dodd-Frank Era

Economics Letters, Forthcoming
Number of pages: 9 Posted: 27 Nov 2015
Chandler Lutz
Copenhagen Business School
Downloads 0 (392,736)

Abstract:

Systematic Risk, Capital Requirements, Financial Regulation, Dodd-Frank

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.297 seconds

Relx Group logo