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
A primer on the economics and time series econometrics of wealth effects: a comment 0 0 0 257 1 1 4 853
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 0 0 0 0 0 1
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 0 10 0 2 3 39
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 0 24 0 1 8 72
Capital Share Risk in U.S. Asset Pricing 0 0 0 19 0 0 1 78
Capital Share Risk in U.S. Asset Pricing 0 0 0 30 0 0 4 92
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 2 7 21 4 10 34 123
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 1 48 1 1 12 152
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 0 0 0 2 0 0 0 4
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 0 0 1 10 0 0 3 25
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 0 26 0 0 8 129
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 0 12 0 2 8 80
Consumption, Aggregate Wealth and Expected Stock Returns 1 1 2 285 1 2 17 1,016
Consumption, aggregate wealth and expected stock returns 0 1 1 466 0 2 10 1,521
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 373 0 0 23 1,250
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 905 0 1 9 2,549
Estimating Latent Asset-Pricing Factors 0 0 0 44 0 0 3 53
Estimating Latent Asset-Pricing Factors 0 0 1 10 0 3 8 51
Euler Equation Errors 0 0 0 44 0 0 1 198
Euler Equation Errors 0 0 0 110 0 1 5 497
Euler Equation Errors 0 0 0 62 0 0 5 278
Euler Equation Errors 0 0 0 48 0 0 1 178
Exchange Traded Funds 101 For Economists 1 1 2 49 2 3 11 111
Exchange Traded Funds 101 For Economists 0 0 1 19 0 1 7 67
Expected Returns and Expected Dividend Growth 0 0 0 197 2 7 20 874
Expected Returns and Expected Dividend Growth 0 0 0 212 0 2 12 1,064
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 6 45 1 5 35 108
Factors that Fit the Time Series and Cross-Section of Stock Returns 1 1 2 91 1 1 9 111
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 2 38 3 5 28 311
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 2 1,118 2 3 10 3,193
High Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 2 2 2 0 4 4 4
High Dimensional Factor Models with an Application to Mutual Fund Characteristics 2 8 8 8 0 6 6 6
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 0 2 7 0 0 18 38
How the Wealth Was Won: Factors Shares as Market Fundamentals 0 1 5 110 1 3 22 230
Idiosyncratic Equity Risk Two Decades Later 1 1 1 1 5 5 5 5
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? 0 0 0 80 0 0 5 427
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? 1 1 1 181 1 1 4 645
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model 0 0 0 176 0 1 4 394
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 1 2 11 331
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 1 1 140 0 1 5 641
LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS 0 0 0 0 0 0 2 445
Measuring and Modelling Variation in the Risk-Return Trade-off 1 1 2 274 1 1 3 884
Monetary Policy and Asset Valuation 0 1 2 68 0 2 12 128
Monetary Policy and Asset Valuation 0 0 3 40 0 2 13 98
Monetary Policy and Asset Valuation 1 1 1 20 2 5 16 42
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models 0 0 0 285 0 0 7 973
Origins of Stock Market Fluctuations 0 0 1 75 0 0 2 114
Origins of Stock Market Fluctuations 0 0 0 164 0 0 8 231
Preferences, Consumption Smoothing and Risk Premia 0 0 0 0 0 0 2 2
Preferences, Consumption Smoothing and Risk Premia 0 0 0 3 0 0 2 42
Preferences, Consumption Smoothing, and Risk Premia 0 0 0 191 0 0 3 818
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 93 0 0 1 313
Reconciling the Return Predictability Evidence 0 0 0 136 0 0 3 452
Reconciling the Return Predictability Evidence 0 0 0 71 0 0 10 254
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 0 1 968 2 2 30 3,060
Robustness of Adaptive Expectations as an Equilibrium Selection Device 0 0 0 67 0 1 2 288
Robustness of Adaptive Expections as an Equilibrium Selection Device 0 0 0 0 1 1 1 180
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 0 0 0
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 2 72 0 0 6 162
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 0 104 0 1 6 353
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 5 772
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 89 0 0 9 365
The Origins of Stock Market Fluctuations 0 0 0 0 0 2 11 113
The Term Structures of Equity and Interest Rates 1 1 1 203 4 6 23 449
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 123 0 0 3 534
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 2 193 1 1 7 645
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 4 442 3 4 15 1,251
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 164 2 5 43 635
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 2 5 17 220
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 0 5 27 389
Total Working Papers 10 26 68 9,602 44 119 672 32,259


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 1 559 1 1 8 1,898
Capital Share Risk in U.S. Asset Pricing 0 1 3 11 0 2 7 76
Conditional risk premia in currency markets and other asset classes 1 7 23 93 4 18 68 370
Consumption, Aggregate Wealth, and Expected Stock Returns 1 2 10 315 1 6 49 1,190
Cross-variable restrictions in Euler equations and risk premia 0 0 0 7 0 0 0 90
Estimating latent asset-pricing factors 1 2 6 18 3 6 33 75
Euler Equation Errors 0 3 5 213 3 6 45 1,131
Exchange-Traded Funds 101 for Economists 0 0 1 30 0 2 13 216
Expected returns and expected dividend growth 2 2 13 219 3 8 49 790
Explaining the facts with adaptive agents: The case of mutual fund flows 0 0 6 180 0 0 12 359
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 8 21 30 5 21 55 93
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 7 276 1 5 35 1,103
Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models 0 0 0 133 0 3 6 345
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 1 1 16 0 1 5 105
Monetary policy transmission through the consumption-wealth channel 2 4 7 442 3 6 17 1,063
ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE 0 0 0 4 1 1 2 31
Reconciling the Return Predictability Evidence 0 2 7 135 3 10 31 518
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 1 7 534 2 5 32 1,842
Rules of Thumb versus Dynamic Programming 0 1 2 233 0 1 5 915
Shocks and Crashes 0 0 0 4 0 0 8 69
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 0 1 59 0 0 4 153
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 3 144 0 3 24 515
The declining equity premium: what role does macroeconomic risk play? 0 0 2 24 0 0 16 216
The term structures of equity and interest rates 0 0 3 111 7 13 51 570
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 1 1 4 100 1 1 9 316
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 3 308 2 5 21 932
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium 0 1 1 237 3 8 46 745
tay's as good as cay: Reply 0 0 2 59 0 0 4 207
Total Journal Articles 8 37 139 4,512 43 132 655 16,041


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 24 1 1 25 136
Total Chapters 0 0 1 24 1 1 25 136


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 6 235 1 3 15 614
Total Software Items 0 0 6 235 1 3 15 614


Statistics updated 2022-05-04