Chandler Lutz

Securities and Exchange Commission

100 F Street, NE

Washington, DC 20549

United States

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 28,513

SSRN RANKINGS

Top 28,513

in Total Papers Downloads

1,753

SSRN CITATIONS
Rank 27,931

SSRN RANKINGS

Top 27,931

in Total Papers Citations

6

CROSSREF CITATIONS

21

Scholarly Papers (15)

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 398 (78,827)
Citation 7

Abstract:

Loading...

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 257 (127,739)
Citation 7

Abstract:

Loading...

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 230 (142,556)

Abstract:

Loading...

investor sentiment

4.

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 135 (227,771)

Abstract:

Loading...

Monetary Policy, Investor Sentiment

5.

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 130 (234,652)
Citation 4

Abstract:

Loading...

Unconventional Monetary Policy, Uncertainty, Financial Market Uncertainty

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
University of California Riverside, University of California, Los Angeles - Anderson School of Management and Securities and Exchange Commission
Downloads 122 (246,196)
Citation 1

Abstract:

Loading...

Mortgage Default Risk

7.

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
University of California, Los Angeles - Anderson School of Management, Board of Governors of the Federal Reserve System and Securities and Exchange Commission
Downloads 101 (281,525)
Citation 7

Abstract:

Loading...

Foreclosure Crisis, Mortgage Forbearance, Mortgage Modification, Great Recession

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
Securities and Exchange Commission
Downloads 84 (316,431)

Abstract:

Loading...

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
Securities and Exchange Commission, York University, Schulich School of Business and York University
Downloads 72 (346,047)
Citation 1

Abstract:

Loading...

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
Securities and Exchange Commission
Downloads 57 (390,306)
Citation 1

Abstract:

Loading...

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
Aarhus University - Department of Business and Economics and Securities and Exchange Commission
Downloads 51 (410,456)
Citation 1

Abstract:

Loading...

Interest Only Mortgages, Housing Boom and Bust

12.

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
Aarhus University - Department of Business and Economics and Securities and Exchange Commission
Downloads 42 (448,518)
Citation 3

Abstract:

Loading...

Interest Only Mortgages; Housing Affordability; Mortgage Lending

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
Securities and Exchange Commission
Downloads 41 (448,518)

Abstract:

Loading...

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

14.

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 17 (575,366)

Abstract:

Loading...

Land Unavailability, Buildable Land, Real Estate, Housing Market

15.

House Prices and School Finances

Number of pages: 11 Posted: 20 Aug 2018
Chandler Lutz
Securities and Exchange Commission
Downloads 16 (581,562)

Abstract:

Loading...