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
3D-PCA: Factor Models with Restrictions 0 0 2 27 0 0 3 44
A primer on the economics and time series econometrics of wealth effects: a comment 1 1 1 259 1 1 5 866
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 1 2 0 0 1 5
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 0 11 0 0 1 43
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 0 26 0 1 2 78
Capital Share Risk in U.S. Asset Pricing 0 0 0 20 0 0 0 83
Capital Share Risk in U.S. Asset Pricing 0 0 0 32 0 0 1 101
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 48 1 2 3 160
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 22 0 0 2 148
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 0 0 0 12 0 0 0 29
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 0 0 0 3 0 0 0 7
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 0 15 1 1 4 91
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 0 27 0 0 2 138
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 0 287 1 1 3 1,027
Consumption, aggregate wealth and expected stock returns 0 0 1 469 3 5 11 1,553
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 907 0 0 6 2,575
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 373 0 0 3 1,283
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 0 2 62
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 0 1 62
Euler Equation Errors 0 0 0 62 0 0 2 282
Euler Equation Errors 0 0 0 44 0 0 0 200
Euler Equation Errors 0 0 1 49 0 0 1 180
Euler Equation Errors 0 0 0 112 0 0 1 508
Exchange Traded Funds 101 For Economists 0 0 0 22 1 1 4 89
Exchange Traded Funds 101 For Economists 0 0 0 51 0 2 4 132
Expected Returns and Expected Dividend Growth 0 0 0 213 0 1 1 1,104
Expected Returns and Expected Dividend Growth 0 0 0 198 1 1 2 905
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 50 0 1 2 128
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 93 0 1 2 132
Glass Box Machine Learning and Corporate Bond Returns 0 2 18 18 0 3 30 30
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 1 1,121 0 1 6 3,222
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 0 43 0 0 9 404
High Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 0 0 13 1 1 2 24
High-Dimensional Factor Models and the Factor Zoo 0 0 0 22 1 2 5 31
High-Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 0 0 13 0 0 2 22
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 2 5 118 2 7 21 277
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 1 2 11 1 2 6 51
Idiosyncratic Equity Risk Two Decades Later 1 2 4 28 1 2 10 49
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? 0 0 0 81 0 0 3 434
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? 0 0 0 182 0 0 3 652
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model 0 0 0 178 0 0 3 401
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 0 0 2 339
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 142 0 0 0 654
LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS 0 0 0 0 0 0 14 460
Measuring and Modelling Variation in the Risk-Return Trade-off 0 2 3 289 0 3 8 912
Monetary Policy and Asset Valuation 0 0 0 42 2 3 6 117
Monetary Policy and Asset Valuation 1 1 1 72 2 2 8 153
Monetary Policy and Asset Valuation 1 1 2 22 2 2 5 53
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models 0 1 1 288 0 1 19 996
Origins of Stock Market Fluctuations 0 0 0 77 1 2 9 136
Origins of Stock Market Fluctuations 0 0 0 166 2 2 3 256
Preferences, Consumption Smoothing and Risk Premia 0 0 0 0 0 1 1 4
Preferences, Consumption Smoothing and Risk Premia 0 0 0 3 0 0 1 43
Preferences, Consumption Smoothing, and Risk Premia 0 0 0 191 0 1 3 821
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 1 95 0 0 4 320
Reconciling the Return Predictability Evidence 0 0 0 138 0 0 3 462
Reconciling the Return Predictability Evidence 0 0 0 72 0 0 7 274
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 1 976 0 0 4 3,100
Robustness of Adaptive Expectations as an Equilibrium Selection Device 0 0 0 67 0 0 1 291
Robustness of Adaptive Expections as an Equilibrium Selection Device 0 0 0 0 1 1 1 181
Robustness of adaptive expectations as an equilibrium selection device 0 0 0 0 0 0 0 3
Robustness of adaptive expectations as an equilibrium selection device 0 0 0 0 0 1 1 1
Rule of Thumb and Dynamic Programming 0 0 0 0 0 2 2 2
Rule of Thumb and Dynamic Programming 0 0 0 8 0 0 0 65
Shocks and Crashes 1 1 1 73 1 1 3 168
Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market 0 0 0 38 0 0 0 180
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 2 777
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 92 0 0 2 376
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 0 0 1 359
The Origins of Stock Market Fluctuations 0 0 0 0 0 0 1 132
The Term Structures of Equity and Interest Rates 0 0 0 204 0 0 1 491
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 1 124 0 0 4 540
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 1 2 198 0 1 3 653
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 5 450 3 26 40 1,304
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 1 1 21 683
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 0 2 258
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 0 0 449
Total Working Papers 5 15 54 9,845 30 86 351 33,625


Journal Article 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? 0 0 3 567 0 1 10 1,939
Capital Share Risk in U.S. Asset Pricing 0 0 1 13 1 1 5 85
Conditional risk premia in currency markets and other asset classes 0 0 5 133 0 0 15 506
Consumption, Aggregate Wealth, and Expected Stock Returns 0 3 10 361 2 11 40 1,324
Cross-variable restrictions in Euler equations and risk premia 0 0 0 7 0 0 1 91
Estimating latent asset-pricing factors 1 2 3 35 1 5 13 145
Euler Equation Errors 0 0 5 222 0 1 10 1,163
Exchange-Traded Funds 101 for Economists 1 1 6 38 2 4 13 255
Expected returns and expected dividend growth 0 1 3 243 0 1 10 862
Explaining the facts with adaptive agents: The case of mutual fund flows 1 1 2 182 1 3 5 367
Factors That Fit the Time Series and Cross-Section of Stock Returns 1 1 5 48 1 3 17 147
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 4 292 4 10 24 1,175
Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models 0 0 0 133 0 1 2 357
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 0 19 0 0 2 120
Monetary policy transmission through the consumption-wealth channel 1 1 6 463 2 9 20 1,124
ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE 0 0 0 4 0 0 2 34
Reconciling the Return Predictability Evidence 1 2 6 158 1 3 19 577
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 0 6 546 0 2 17 1,892
Rules of Thumb versus Dynamic Programming 0 0 0 234 0 3 7 925
Shocks and Crashes 0 0 2 9 0 2 7 86
Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions 0 0 0 18 0 0 1 109
THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH 0 0 2 64 0 2 7 170
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 4 164 5 8 28 593
The declining equity premium: what role does macroeconomic risk play? 0 0 0 25 0 0 3 225
The term structures of equity and interest rates 0 0 0 112 0 1 5 635
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 2 103 0 0 3 326
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 2 318 1 1 7 960
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium 0 0 4 248 0 2 10 814
tay's as good as cay: Reply 0 0 0 62 0 0 0 211
Total Journal Articles 7 14 81 4,821 21 74 303 17,217


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Shocks and Crashes 0 0 0 27 0 0 2 149
Total Chapters 0 0 0 27 0 0 2 149


Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Code and data files for "Euler Equation Errors" 0 0 0 240 0 1 3 629
Total Software Items 0 0 0 240 0 1 3 629


Statistics updated 2025-07-04