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Chandler Lutz

Copenhagen Business School

Assistant Professor

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

http://chandlerlutz.com/

  • Copenhagen Business School

SCHOLARLY PAPERS

13

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CITATIONS

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Scholarly Papers (13)

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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 (140,085)

Abstract:

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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, University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Downloads 146 (119,180)
Citation 1

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Housing Distress, Housing Fear, Housing Crises

3.

The Impact of Unconventional Monetary Policy on Real Estate Markets

Number of pages: 36 Posted: 11 Sep 2014 Last Revised: 11 Nov 2017
Stuart A. Gabriel and Chandler Lutz
University of California, Los Angeles - Anderson School of Management and Copenhagen Business School
Downloads 66 (126,184)

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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 (284,402)

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Unconventional Monetary Policy, Uncertainty

5.

Unconventional Monetary Policy and Uncertainty

Number of pages: 49 Posted: 06 Oct 2014 Last Revised: 13 Nov 2017
Chandler Lutz
Copenhagen Business School
Downloads 43 (231,912)

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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 (235,005)

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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 (339,403)

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

8.

The Impact of Interest-Only Loans on Affordability

Number of pages: 36 Posted: 19 Oct 2017
Claes Bäckman and Chandler Lutz
Lund University - School of Economics and Management and Copenhagen Business School
Downloads 0 (498,997)

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Interest Only Mortgages; Housing Affordability; Mortgage Lending

9.

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 Rzeznik and Ben Sand
Copenhagen Business School, Vienna University of Economics and Business - Department of Finance, Accounting & Statistics and York University
Downloads 0 (363,969)

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

10.

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 (293,242)

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Mortgage Modification, Foreclosure Costs, Housing Crisis

11.

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 (262,353)

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Mortgage Default Risk

12.

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 (387,777)

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Interest Only Mortgages, Housing Boom and Bust

13.

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 (398,909)

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