Narrow search
Showing 1 - 10 of 46
Cover Image
Consumption, aggregate wealth and expected stock returns
Lettau, Martin; Ludvigson, Sydney C. - 1999
Persistent link: https://www.econbiz.de/10001398353
Cover Image
Investor information, long-run risk, and the term structure of equity
Croce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C. - In: The review of financial studies 28 (2015) 3, pp. 706-742
Persistent link: https://www.econbiz.de/10011337564
Cover Image
Consumption, aggregate wealth, and expected stock returns
Lettau, Martin; Ludvigson, Sydney C. - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 815-849
Persistent link: https://www.econbiz.de/10001593003
Cover Image
Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Lettau, Martin; Ludvigson, Sydney C. - In: Journal of monetary economics 49 (2002) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10001641074
Cover Image
tay's as good as cay: reply
Lettau, Martin; Ludvigson, Sydney C. - In: Finance research letters 2 (2005) 1, pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Cover Image
Measuring and modeling variation in the risk-return trade-off
Lettau, Martin; Ludvigson, Sydney C. - 2010
Persistent link: https://www.econbiz.de/10003900691
Cover Image
Reconciling the return predictability evidence
Lettau, Martin; Nieuwerburgh, Stijn van - 2006
Persistent link: https://www.econbiz.de/10003302423
Cover Image
Investor information, long-run risk, and the duration of risky cash-flows
Croce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C. - 2007
Persistent link: https://www.econbiz.de/10003427571
Cover Image
Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin; Nieuwerburgh, Stijn van - 2005
Persistent link: https://www.econbiz.de/10003226085
Cover Image
Reconciling the return predictability evidence
Lettau, Martin; Nieuwerburgh, Stijn van - In: The review of financial studies 21 (2008) 4, pp. 1607-1652
Persistent link: https://www.econbiz.de/10003765314