Chandler Lutz

Securities and Exchange Commission

100 F Street, NE

Washington, DC 20549

United States

  • Securities and Exchange Commission

SCHOLARLY PAPERS

16

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2,129

SSRN CITATIONS
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Top 25,246

in Total Papers Citations

12

CROSSREF CITATIONS

26

Scholarly Papers (16)

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1.

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 Securities and Exchange Commission
Downloads 502 (70,983)
Citation 10

Abstract:

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Unconventional Monetary Policy

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 Securities and Exchange Commission
Downloads 277 (139,500)
Citation 9

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Housing Distress, Housing Fear, Housing Crises

3.

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
Securities and Exchange Commission
Downloads 249 (154,757)

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investor sentiment

4.

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

Forthcoming, Review of Financial Studies
Number of pages: 71 Posted: 31 Aug 2016 Last Revised: 26 May 2020
Stuart A. Gabriel, Matteo Iacoviello and Chandler Lutz
University of California, Los Angeles - Anderson School of Management, Board of Governors of the Federal Reserve System and Securities and Exchange Commission
Downloads 160 (231,324)
Citation 8

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Foreclosure Crisis, Mortgage Forbearance, Mortgage Modification, Great Recession

5.

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
Securities and Exchange Commission
Downloads 144 (252,265)
Citation 1

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Monetary Policy, Investor Sentiment

6.

Unconventional Monetary Policy and Uncertainty

Number of pages: 49 Posted: 06 Oct 2014 Last Revised: 13 Nov 2017
Chandler Lutz
Securities and Exchange Commission
Downloads 141 (256,487)
Citation 5

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Unconventional Monetary Policy, Uncertainty, Financial Market Uncertainty

7.

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
University of California Riverside, University of California, Los Angeles - Anderson School of Management and Securities and Exchange Commission
Downloads 135 (265,440)
Citation 1

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Mortgage Default Risk

8.

Mortgage Innovation and House Price Booms

Number of pages: 53 Posted: 07 Dec 2015 Last Revised: 17 Jun 2021
Claes Bäckman and Chandler Lutz
Aarhus University - Department of Economics and Business Economics and Securities and Exchange Commission
Downloads 90 (351,267)
Citation 1

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Interest Only Mortgages, Housing Booms; Mortgage Lending

9.

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
Securities and Exchange Commission
Downloads 88 (356,189)
Citation 1

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Unconventional Monetary Policy, Uncertainty

10.

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 Rzeźnik and Ben Sand
Securities and Exchange Commission, York University, Schulich School of Business and York University
Downloads 85 (363,873)
Citation 2

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

11.

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

Number of pages: 41 Posted: 04 Dec 2013
Chandler Lutz
Securities and Exchange Commission
Downloads 64 (426,228)
Citation 1

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

12.

The Impact of Interest-Only Loans on Affordability

Regional Science and Urban Economics
Number of pages: 49 Posted: 19 Oct 2017 Last Revised: 09 Nov 2020
Claes Bäckman and Chandler Lutz
Aarhus University - Department of Economics and Business Economics and Securities and Exchange Commission
Downloads 59 (443,749)
Citation 3

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Interest Only Mortgages; Housing Affordability; Mortgage Lending

13.

Highly Disaggregated Land Unavailability

Number of pages: 39 Posted: 11 Nov 2019
Chandler Lutz and Ben Sand
Securities and Exchange Commission and York University
Downloads 56 (454,752)
Citation 5

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Land Unavailability, Buildable Land, Real Estate, Housing Market

14.

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
Securities and Exchange Commission
Downloads 44 (504,021)

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

15.

House Prices and School Finances

Number of pages: 11 Posted: 20 Aug 2018
Chandler Lutz
Securities and Exchange Commission
Downloads 19 (648,024)
Citation 1

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16.

The Impact of Crisis-Period Interest Rate Declines on Distressed Borrowers

Number of pages: 62 Posted: 30 Jun 2021 Last Revised: 28 Jul 2021
Stuart A. Gabriel and Chandler Lutz
University of California, Los Angeles - Anderson School of Management and Securities and Exchange Commission
Downloads 16 (669,604)

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Monetary Policy Transmission, Financial and Economic Crisis, Distressed Borrowers, Housing and Mortgage Markets