Martin Lettau

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

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Martin Lettau

Professor of Finance, Haas School of Business, UC Berkeley

E-mailová adresa ověřena na: berkeley.edu - Domovská stránka

Finance Asset Pricing Economics


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
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	3656	2001
Consumption, aggregate wealth, and expected stock returns M Lettau, S Ludvigson the Journal of Finance 56 (3), 815-849, 2001	2942	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	828	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	753	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	516	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	512	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
The term structures of equity and interest rates M Lettau, JA Wachter Journal of Financial Economics 101 (1), 90-113, 2011	292	2011
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	290	2020
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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