Hanno Lustig

Stanford University

SCHOLARLY PAPERS

6

DOWNLOADS

354

SSRN CITATIONS
Rank 26,708

SSRN RANKINGS

Top 26,708

in Total Papers Citations

30

CROSSREF CITATIONS

4

Scholarly Papers (6)

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1.

The U.S. Public Debt Valuation Puzzle

Downloads 38 ( 19,133)
Citation 5

The U.S. Public Debt Valuation Puzzle

NBER Working Paper No. w26583
Number of pages: 69 Posted: 24 Dec 2019 Last Revised: 19 Feb 2022
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 38 (583,865)
Citation 1

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2.

Post-FOMC Announcement Drift in U.S. Bond Markets

Downloads 28 ( 44,655)
Citation 3

Post-Fomc Announcement Drift in U.S. Bond Markets

NBER Working Paper No. w25127
Number of pages: 86 Posted: 08 Oct 2018 Last Revised: 27 Feb 2022
Jordan Brooks, Michael Katz and Hanno Lustig
AQR Capital Management, LLC, AQR Capital Management, LLC and Stanford University
Downloads 28 (646,207)

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3.

Foreign Safe Asset Demand and the Dollar Exchange Rate

Downloads 22 ( 54,516)
Citation 22

Foreign Safe Asset Demand and the Dollar Exchange Rate

NBER Working Paper No. w24439
Number of pages: 98 Posted: 26 Mar 2018 Last Revised: 11 Apr 2022
Zhengyang Jiang, Arvind Krishnamurthy and Hanno Lustig
Kellogg School of Management - Department of Finance, Stanford Graduate School of Business and Stanford University
Downloads 22 (691,719)

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4.

Spending Less After (Seemingly) Bad News

Downloads 23 (163,772)
Citation 1

Spending Less after (Seemingly) Bad News

NBER Working Paper No. w27010
Number of pages: 50 Posted: 20 Apr 2020 Last Revised: 21 Apr 2022
Mark J. Garmaise, Yaron Levi and Hanno Lustig
University of California, Los Angeles (UCLA) - Anderson School of Management, University of Southern California - Marshall School of Business and Stanford University
Downloads 23 (683,773)

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5.

Quantifying U.S. Treasury Investor Optimism

Columbia Business School Research Paper Forthcoming
Number of pages: 29 Posted: 01 Mar 2021 Last Revised: 14 Jun 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 203 (204,073)

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fiscal policy, debt sustainability, term structure, convenience yield

6.

Manufacturing Risk-free Government Debt

Downloads 40 (381,840)
Citation 3

Manufacturing Risk-Free Government Debt

CESifo Working Paper No. 8902
Number of pages: 68 Posted: 03 Mar 2021
Zhengyang Jiang, Hanno Lustig, Stijn Van Nieuwerburgh and Mindy Z. Xiaolan
Kellogg School of Management - Department of Finance, Stanford University, Columbia University Graduate School of Business and University of Texas, Austin - Department of Finance
Downloads 40 (572,927)
Citation 1

Abstract:

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