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 5 5 5 5 8 8 8 8
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 1 258 0 0 3 861
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 1 11 0 0 1 42
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 0 1 0 0 2 4
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 1 26 0 0 1 76
Capital Share Risk in U.S. Asset Pricing 0 0 0 20 0 0 1 83
Capital Share Risk in U.S. Asset Pricing 1 1 1 32 1 1 3 99
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 22 0 0 5 142
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 48 0 0 0 155
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 1 7
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
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 0 27 0 0 4 136
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 2 15 0 1 3 87
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 0 287 0 0 1 1,023
Consumption, aggregate wealth and expected stock returns 0 0 1 468 0 2 10 1,541
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 373 0 0 7 1,279
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 907 3 4 9 2,568
Estimating Latent Asset-Pricing Factors 0 0 0 11 0 1 2 59
Estimating Latent Asset-Pricing Factors 0 0 0 46 0 1 1 59
Euler Equation Errors 0 0 0 112 1 1 5 507
Euler Equation Errors 0 0 0 44 0 0 0 200
Euler Equation Errors 0 0 0 48 0 0 1 179
Euler Equation Errors 0 0 0 62 0 0 0 280
Exchange Traded Funds 101 For Economists 1 1 2 22 3 4 12 84
Exchange Traded Funds 101 For Economists 0 0 1 51 0 0 7 127
Expected Returns and Expected Dividend Growth 0 0 0 213 0 0 10 1,103
Expected Returns and Expected Dividend Growth 0 0 1 198 0 0 7 901
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 1 4 50 1 2 9 126
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 1 93 1 1 6 130
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 3 43 0 4 34 391
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 0 1,120 0 5 10 3,211
High Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 0 0 13 0 0 3 22
High-Dimensional Factor Models and the Factor Zoo 1 2 22 22 1 3 26 26
High-Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 0 0 13 0 1 2 20
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 1 2 9 1 2 4 45
How the Wealth Was Won: Factors Shares as Market Fundamentals 0 1 1 113 0 2 10 255
Idiosyncratic Equity Risk Two Decades Later 0 0 2 23 0 0 8 38
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? 0 0 1 81 0 0 3 431
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? 0 0 0 182 1 2 3 649
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model 0 0 0 178 0 0 1 398
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 0 0 2 336
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 141 0 0 6 652
LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS 0 0 0 0 0 0 1 446
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 5 285 0 0 5 900
Monetary Policy and Asset Valuation 1 1 2 71 1 1 4 144
Monetary Policy and Asset Valuation 0 0 0 42 1 1 7 111
Monetary Policy and Asset Valuation 0 0 0 20 0 0 2 47
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models 0 0 0 287 0 0 0 977
Origins of Stock Market Fluctuations 1 1 2 166 1 1 7 247
Origins of Stock Market Fluctuations 0 0 0 76 0 0 3 121
Preferences, Consumption Smoothing and Risk Premia 0 0 0 0 1 1 1 3
Preferences, Consumption Smoothing and Risk Premia 0 0 0 3 0 0 0 42
Preferences, Consumption Smoothing, and Risk Premia 0 0 0 191 0 0 0 818
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 1 94 0 0 1 315
Reconciling the Return Predictability Evidence 0 0 0 71 1 1 5 266
Reconciling the Return Predictability Evidence 0 0 1 137 0 1 3 458
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 1 975 6 6 12 3,087
Robustness of Adaptive Expectations as an Equilibrium Selection Device 0 0 0 67 0 0 1 290
Robustness of Adaptive Expections as an Equilibrium Selection Device 0 0 0 0 0 0 0 180
Robustness of adaptive expectations as an equilibrium selection device 0 0 0 0 0 0 0 0
Robustness of adaptive expectations as an equilibrium selection device 0 0 0 0 0 0 0 3
Rule of Thumb and Dynamic Programming 0 0 0 0 0 0 0 0
Rule of Thumb and Dynamic Programming 0 0 0 8 0 0 0 65
Shocks and Crashes 0 0 0 72 0 0 1 165
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 2 775
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 0 1 2 358
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 90 1 2 4 371
The Origins of Stock Market Fluctuations 0 0 0 0 0 0 1 115
The Term Structures of Equity and Interest Rates 0 0 0 204 0 0 13 490
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 123 0 0 1 536
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 1 2 196 0 1 3 650
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 0 444 1 1 1 1,262
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 2 18 256
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 0 0 11 662
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 0 19 449
Total Working Papers 10 15 68 9,762 34 64 359 33,158


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? 1 1 1 563 9 9 16 1,925
Capital Share Risk in U.S. Asset Pricing 0 0 0 12 0 0 1 80
Conditional risk premia in currency markets and other asset classes 0 1 15 126 3 7 44 479
Consumption, Aggregate Wealth, and Expected Stock Returns 3 13 21 344 6 22 46 1,263
Cross-variable restrictions in Euler equations and risk premia 0 0 0 7 0 0 0 90
Estimating latent asset-pricing factors 0 1 4 29 2 6 24 126
Euler Equation Errors 0 1 2 217 1 2 9 1,152
Exchange-Traded Funds 101 for Economists 1 1 1 32 2 5 18 241
Expected returns and expected dividend growth 1 1 5 238 1 1 22 847
Explaining the facts with adaptive agents: The case of mutual fund flows 0 0 0 180 1 1 1 361
Factors That Fit the Time Series and Cross-Section of Stock Returns 1 2 7 41 1 2 16 121
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1 1 3 285 2 6 16 1,143
Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models 0 0 0 133 2 2 6 352
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 19 0 0 4 116
Monetary policy transmission through the consumption-wealth channel 1 3 6 455 2 6 18 1,097
ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE 0 0 0 4 0 0 0 32
Reconciling the Return Predictability Evidence 0 1 5 148 1 2 15 553
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 1 3 538 1 8 19 1,869
Rules of Thumb versus Dynamic Programming 0 0 1 234 0 0 2 918
Shocks and Crashes 0 0 1 7 0 1 5 79
Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions 0 0 0 18 0 0 0 108
THE SHARPE RATIO AND PREFERENCES: A PARAMETRIC APPROACH 0 1 2 62 1 2 6 163
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 2 8 154 2 7 31 555
The declining equity premium: what role does macroeconomic risk play? 0 0 0 24 0 1 3 220
The term structures of equity and interest rates 0 0 1 112 0 1 16 628
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 0 101 0 2 2 322
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 4 315 2 5 13 950
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium 0 1 4 243 2 3 20 800
tay's as good as cay: Reply 0 0 0 60 0 0 0 209
Total Journal Articles 9 31 95 4,701 41 101 373 16,799


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Shocks and Crashes 0 0 1 27 0 0 2 147
Total Chapters 0 0 1 27 0 0 2 147


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 3 239 0 0 5 625
Total Software Items 0 0 3 239 0 0 5 625


Statistics updated 2024-04-03