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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

12

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Top 32,730

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1,090

CITATIONS

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Scholarly Papers (12)

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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 (133,920)

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 (119,624)
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 (152,321)

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 (273,746)

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 (239,155)

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 (246,172)

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 (320,204)

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 (411,260)

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 (301,514)

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 (275,903)

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 (370,740)

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 (393,781)

Abstract:

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

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