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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
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2006
Persistent link: https://www.econbiz.de/10003310560
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2
The origins of stock market fluctuations
Greenwald, Daniel L.
;
Lettau, Martin
;
Ludvigson, Sydney C.
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2015
Persistent link: https://www.econbiz.de/10010482972
Saved in:
3
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
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4
Euler equation errors
Lettau, Martin
;
Ludvigson, Sydney C.
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2005
Persistent link: https://www.econbiz.de/10002647302
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5
Characteristics of mutual fund portfolios : where are the value funds?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Manoel, Paulo
-
2018
Persistent link: https://www.econbiz.de/10012110966
Saved in:
6
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
7
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
8
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
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9
Consumption, aggregate wealth and expected stock returns
Lettau, Martin
-
1999
Persistent link: https://www.econbiz.de/10013422875
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10
Time-varying risk premia and the cost of capital : an alternative implication of the q-theory of investment
Lettau, Martin
-
2001
Persistent link: https://www.econbiz.de/10013423698
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