Chandler Lutz

Copenhagen Business School

Assistant Professor

Solbjerg Plads 3

Frederiksberg C, DK - 2000

Denmark

http://chandlerlutz.com/

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 29,007

SSRN RANKINGS

Top 29,007

in Total Papers Downloads

1,553

CITATIONS
Rank 17,776

SSRN RANKINGS

Top 17,776

in Total Papers Citations

27

Scholarly Papers (14)

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 Copenhagen Business School
Downloads 318 (93,366)
Citation 6

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 Copenhagen Business School
Downloads 247 (122,074)
Citation 6

Abstract:

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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
Copenhagen Business School
Downloads 217 (138,766)
Citation 2

Abstract:

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investor sentiment

4.

Unconventional Monetary Policy and Uncertainty

Number of pages: 49 Posted: 06 Oct 2014 Last Revised: 13 Nov 2017
Chandler Lutz
Copenhagen Business School
Downloads 125 (223,119)
Citation 2

Abstract:

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Unconventional Monetary Policy, Uncertainty, Financial Market Uncertainty

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
Copenhagen Business School
Downloads 121 (228,671)
Citation 3

Abstract:

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Monetary Policy, Investor Sentiment

6.

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 114 (238,900)
Citation 6

Abstract:

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Mortgage Default Risk

7.

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
University of California, Los Angeles - Anderson School of Management, Federal Reserve Board - Trade and Financial Studies and Copenhagen Business School
Downloads 82 (296,752)
Citation 5

Abstract:

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Mortgage Modification, Foreclosure Costs, Housing Crisis

8.

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 81 (298,933)

Abstract:

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Unconventional Monetary Policy, Uncertainty

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 64 (340,792)

Abstract:

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

10.

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

Number of pages: 41 Posted: 04 Dec 2013
Chandler Lutz
Copenhagen Business School
Downloads 56 (363,986)
Citation 1

Abstract:

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

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 46 (396,866)

Abstract:

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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 39 (422,656)
Citation 1

Abstract:

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

13.

The Impact of Interest-Only Loans on Affordability

Regional Science and Urban Economics, Forthcoming
Number of pages: 49 Posted: 19 Oct 2017 Last Revised: 03 Aug 2018
Claes Bäckman and Chandler Lutz
Lund University - School of Economics and Management and Copenhagen Business School
Downloads 30 (461,116)
Citation 1

Abstract:

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Interest Only Mortgages; Housing Affordability; Mortgage Lending

14.

House Prices and School Finances

Number of pages: 11 Posted: 20 Aug 2018
Chandler Lutz
Copenhagen Business School
Downloads 13 (555,545)

Abstract:

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