Access Statistics for Martin Lettau
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Can Habit Formation be Reconciled with Business Cycle Facts? |
4 |
8 |
22 |
176 |
8 |
16 |
58 |
835 |
| Consumption, Aggregate Wealth and Expected Stock Returns |
3 |
11 |
27 |
156 |
6 |
25 |
75 |
533 |
| Consumption, aggregate wealth and expected stock returns |
4 |
10 |
47 |
302 |
13 |
29 |
118 |
754 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
5 |
15 |
63 |
699 |
19 |
50 |
204 |
1,842 |
| Dispersion and Volatility in Stock Returns: An Empirical Investigation |
2 |
9 |
30 |
275 |
4 |
23 |
82 |
906 |
| Euler Equation Errors |
0 |
4 |
10 |
31 |
7 |
20 |
34 |
106 |
| Expected Returns and Expected Dividend Growth |
1 |
4 |
15 |
126 |
3 |
13 |
116 |
558 |
| Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk |
8 |
21 |
71 |
760 |
24 |
61 |
170 |
1,867 |
| Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? |
1 |
4 |
7 |
61 |
2 |
8 |
18 |
317 |
| Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows |
0 |
9 |
25 |
44 |
6 |
25 |
85 |
147 |
| LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS |
0 |
0 |
0 |
0 |
2 |
4 |
19 |
361 |
| Preferences, Consumption Smoothing, and Risk Premia |
2 |
4 |
15 |
124 |
4 |
16 |
52 |
558 |
| Reconciling the Return Predictability Evidence |
1 |
2 |
11 |
63 |
3 |
9 |
31 |
156 |
| Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying |
2 |
9 |
67 |
701 |
9 |
36 |
185 |
2,061 |
| The Declining Equity Premium: What Role Does Macroeconomic Risk Play? |
6 |
15 |
34 |
162 |
16 |
38 |
109 |
350 |
| Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption |
4 |
12 |
36 |
132 |
6 |
20 |
81 |
303 |
| Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium |
0 |
0 |
18 |
108 |
6 |
12 |
60 |
344 |
| Total Working Papers |
43 |
137 |
498 |
3,920 |
138 |
405 |
1,497 |
11,998 |
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