Martin Lettau

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2020
Позовавания	17156	4512
h-индекс	34	24
i10-индекс	47	31

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Съавтори

Sydney C LudvigsonJulius Silver, Roslyn S. Silver, and Enid Silver Winslow Professor of Economics, New York UniversityПотвърден имейл адрес: nyu.edu
John Y. CampbellMorton L. and Carole S. Olshan Professor of Economics, Harvard UniversityПотвърден имейл адрес: harvard.edu
Jessica WachterDr. Bruce I. Jacobs Professor in Quantitative Finance, Wharton School, University of PennsylvaniaПотвърден имейл адрес: wharton.upenn.edu
Markus PelgerAssociate Professor, Stanford UniversityПотвърден имейл адрес: stanford.edu
Stijn Van NieuwerburghKazis and Schore Professor of Real Estate and Professor of Finance, Columbia Business SchoolПотвърден имейл адрес: gsb.columbia.edu
Francesco BianchiLouis J. Maccini Professor of Economics, Johns Hopkins UniversityПотвърден имейл адрес: jhu.edu
Daniel L. GreenwaldNYU Stern School of BusinessПотвърден имейл адрес: stern.nyu.edu
Mariano Massimiliano CroceBocconi UniversityПотвърден имейл адрес: unibocconi.it
Sai MaFederal Reserve Board of GovernorsПотвърден имейл адрес: frb.gov
Charles SteindelEditor, NABE Business EconomicsПотвърден имейл адрес: nabe.com
Matteo MaggioriProfessor, Stanford UniversityПотвърден имейл адрес: stanford.edu
Michael WeberUniversity of Chicago, Booth School of BusinessПотвърден имейл адрес: chicagobooth.edu
Timothy Van ZandtINSEADПотвърден имейл адрес: insead.edu
Svetlana BryzgalovaLondon Business SchoolПотвърден имейл адрес: london.edu

Следене

Martin Lettau

Professor of Finance, Haas School of Business, UC Berkeley

Потвърден имейл адрес: berkeley.edu - Начална страница

Finance Asset Pricing Economics


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk JY Campbell, M Lettau, BG Malkiel, Y Xu Journal of Finance 56 (1), 2001	3658	2001
Consumption, aggregate wealth, and expected stock returns M Lettau, S Ludvigson the Journal of Finance 56 (3), 815-849, 2001	2944	2001
Resurrecting the (C) CAPM: A cross-sectional test when risk premia are time-varying M Lettau, S Ludvigson Journal of political economy 109 (6), 1238-1287, 2001	1872	2001
Reconciling the return predictability evidence: The review of financial studies: Reconciling the return predictability evidence M Lettau, S Van Nieuwerburgh The Review of Financial Studies 21 (4), 1607-1652, 2008	829	2008
Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption M Lettau, S Ludvigson American Economic Review 94 (1), 2004	816	2004
Why is long‐horizon equity less risky? A duration‐based explanation of the value premium M Lettau, JA Wachter The journal of finance 62 (1), 55-92, 2007	754	2007
The declining equity premium: What role does macroeconomic risk play? M Lettau, SC Ludvigson, JA Wachter The Review of Financial Studies 21 (4), 1653-1687, 2008	608	2008
Measuring and modeling variation in the risk-return trade-off M Lettau, SC Ludvigson Handbook of financial econometrics: Tools and techniques, 617-690, 2010	530	2010
Expected returns and expected dividend growth M Lettau, SC Ludvigson Journal of Financial Economics 76 (3), 583-626, 2005	517	2005
Conditional risk premia in currency markets and other asset classes M Lettau, M Maggiori, M Weber Journal of Financial Economics 114 (2), 197-225, 2014	513	2014
Can habit formation be reconciled with business cycle facts? M Lettau, H Uhlig Review of Economic Dynamics 3 (1), 79-99, 2000	390	2000
Factors that fit the time series and cross-section of stock returns M Lettau, M Pelger The Review of Financial Studies 33 (5), 2274-2325, 2020	294	2020
The term structures of equity and interest rates M Lettau, JA Wachter Journal of Financial Economics 101 (1), 90-113, 2011	292	2011
Exchange-Traded Funds 101 for Economists M Lettau, A Madhavan Journal of Economic Perspectives 32 (1), 135-154, 2018	285	2018
Investor information, long-run risk, and the term structure of equity MM Croce, M Lettau, SC Ludvigson The Review of Financial Studies 28 (3), 706-742, 2015	276*	2015
Explaining the facts with adaptive agents: The case of mutual fund flows M Lettau Journal of Economic Dynamics and control 21 (7), 1117-1147, 1997	259	1997
Monetary policy transmission through the consumption-wealth channel C Steindel, M Lettau, SC Ludvigson Economic policy review 8 (1), 2002	251	2002
Monetary policy and asset valuation F Bianchi, M Lettau, SC Ludvigson The Journal of Finance 77 (2), 967-1017, 2022	198*	2022
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment M Lettau, S Ludvigson Journal of Monetary Economics 49 (1), 31-66, 2002	197	2002
Estimating latent asset-pricing factors M Lettau, M Pelger Journal of Econometrics 218 (1), 1-31, 2020	180	2020

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