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Belief distortions and macroeconomic fluctuations
Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - 2020
Persistent link: https://www.econbiz.de/10012243961
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What hundreds of economic news events say about belief overreaction in the stock market
Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - 2024
Persistent link: https://www.econbiz.de/10015110687
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Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - 2022
Persistent link: https://www.econbiz.de/10013271513
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How the wealth was won : factor shares as market fundamentals
Lettau, Martin; Ludvigson, Sydney C.; Greenwald, Daniel L. - 2019
Persistent link: https://www.econbiz.de/10012210013
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High dimensional factor models with an application to mutual fund characteristics
Lettau, Martin - 2022
Persistent link: https://www.econbiz.de/10012887586