Assistant Professor

The Copenhagen Business School

Fields: Finance and Macroeconometrics

Chandler Lutz is an assistant Professor at the Copenhagen Business school in Copenhagen, Denmark. He combines theory, econometrics, and empirical techniques to study behavioral finance and macroeconomics. His research interests also include Bayesian econometrics and time series forecasting.

Chandler has received numerous grants and awards related to his research and teaching. Before joining the economics department at CBS, Chandler earned a PhD from The University of California, Riverside and a bachelors of science degree in mathematics and economics at the University of Redlands. At Redlands Chandler played four years of collegiate tennis. He also studied abroad and played tennis at University College London (UCL). Chandler was born and raised in Denver, Colorado. In addition to economics, Chandler enjoys computer programming, tennis, basketball, traveling and the outdoors.

Working Papers

Unconventional Monetary Policy, Media Uncertainty, and Expected Stock Market Volatility. (2014) pdf

Fear and Loathing in the Housing Market: Evidence from Search Query Data. (2014) pdf

Two-Stage Model Averaging: An Application to Forecasting Stock Returns. (2013) pdf

The Impact of Monetary Policy on Investor Sentiment. (2013) pdf

The Impact of Returns on Investor Sentiment. (2012) pdf

The Asymmetric Predictive Effects of Investor Sentiment. (2012) pdf data

The Time-Varying Cross-Sectional Effects of Investor Sentiment. (2010) pdf data code

The Predictive Power of Stock Market Sentiment. (2010) pdf data