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 6 857
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 0 10 0 0 2 39
Can Habit Formation be Reconciled with Business Cycle Facts? 0 0 0 0 0 0 0 1
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 1 1 25 0 2 6 75
Capital Share Risk in U.S. Asset Pricing 0 0 0 30 0 0 1 93
Capital Share Risk in U.S. Asset Pricing 0 0 1 20 0 3 4 82
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 48 1 2 5 154
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 3 21 1 7 31 135
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 0 0 0 10 0 1 1 26
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
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 1 1 13 1 3 6 84
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 1 1 27 0 1 4 132
Consumption, Aggregate Wealth and Expected Stock Returns 1 1 4 287 1 1 11 1,019
Consumption, aggregate wealth and expected stock returns 0 0 1 466 1 1 6 1,524
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 373 0 4 12 1,255
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 1 906 2 3 7 2,553
Estimating Latent Asset-Pricing Factors 0 1 1 11 0 1 7 54
Estimating Latent Asset-Pricing Factors 1 1 2 46 2 3 5 57
Euler Equation Errors 0 0 0 62 1 1 2 280
Euler Equation Errors 0 0 0 48 0 0 0 178
Euler Equation Errors 0 0 0 44 0 0 1 198
Euler Equation Errors 1 1 1 111 1 1 7 501
Exchange Traded Funds 101 For Economists 0 1 1 20 0 2 7 70
Exchange Traded Funds 101 For Economists 0 0 2 49 1 2 9 115
Expected Returns and Expected Dividend Growth 0 0 0 197 2 6 25 887
Expected Returns and Expected Dividend Growth 0 1 1 213 0 11 21 1,078
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 1 45 3 5 24 113
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 3 92 4 7 15 120
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 1 1,118 0 0 7 3,194
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 2 39 0 8 26 325
High Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 0 12 12 1 2 14 14
High-Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 1 11 11 1 2 13 13
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 0 1 7 0 0 8 40
How the Wealth Was Won: Factors Shares as Market Fundamentals 0 0 3 110 0 0 17 234
Idiosyncratic Equity Risk Two Decades Later 0 2 19 19 4 7 21 21
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? 0 0 0 80 0 0 2 428
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? 1 1 2 182 1 1 3 646
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model 0 0 1 177 0 0 2 395
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 1 1 8 334
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 140 0 0 5 644
LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS 0 0 0 0 0 0 0 445
Measuring and Modelling Variation in the Risk-Return Trade-off 0 2 8 280 0 2 9 890
Monetary Policy and Asset Valuation 0 0 1 20 0 0 13 43
Monetary Policy and Asset Valuation 0 0 4 41 0 2 10 102
Monetary Policy and Asset Valuation 0 1 3 69 0 5 13 134
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models 0 1 2 287 0 1 4 975
Origins of Stock Market Fluctuations 0 0 1 76 1 2 4 118
Origins of Stock Market Fluctuations 0 0 0 164 2 4 11 237
Preferences, Consumption Smoothing and Risk Premia 0 0 0 3 0 0 0 42
Preferences, Consumption Smoothing and Risk Premia 0 0 0 0 0 0 1 2
Preferences, Consumption Smoothing, and Risk Premia 0 0 0 191 0 0 2 818
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 93 0 0 2 314
Reconciling the Return Predictability Evidence 0 0 0 136 0 1 2 453
Reconciling the Return Predictability Evidence 0 0 0 71 1 4 10 260
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 3 3 5 973 3 5 21 3,071
Robustness of Adaptive Expectations as an Equilibrium Selection Device 0 0 0 67 0 0 1 288
Robustness of Adaptive Expections as an Equilibrium Selection Device 0 0 0 0 0 0 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 0 72 0 0 1 162
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 89 0 1 6 367
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 0 2 4 355
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 0 0 1 773
The Origins of Stock Market Fluctuations 0 0 0 0 1 1 5 114
The Term Structures of Equity and Interest Rates 0 0 1 203 0 6 25 460
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 123 0 0 1 535
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 1 1 2 194 2 2 6 647
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 0 0 442 0 0 8 1,253
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 164 1 2 24 641
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 1 2 13 222
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 1 11 29 403
Total Working Papers 8 22 106 9,667 43 142 578 32,524


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 0 559 1 1 6 1,902
Capital Share Risk in U.S. Asset Pricing 0 0 2 12 0 0 5 78
Conditional risk premia in currency markets and other asset classes 3 4 18 102 8 11 62 400
Consumption, Aggregate Wealth, and Expected Stock Returns 0 1 11 318 2 5 45 1,206
Cross-variable restrictions in Euler equations and risk premia 0 0 0 7 0 0 0 90
Estimating latent asset-pricing factors 1 2 8 23 6 11 36 92
Euler Equation Errors 0 0 4 214 0 0 27 1,139
Exchange-Traded Funds 101 for Economists 0 0 1 30 1 2 12 221
Expected returns and expected dividend growth 1 3 14 229 2 8 44 813
Explaining the facts with adaptive agents: The case of mutual fund flows 0 0 1 180 0 0 4 359
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 1 16 33 2 5 40 100
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1 2 6 278 3 7 25 1,112
Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models 0 0 0 133 0 0 5 345
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 2 17 1 1 5 108
Monetary policy transmission through the consumption-wealth channel 2 3 11 447 5 7 27 1,077
ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE 0 0 0 4 0 0 1 31
Reconciling the Return Predictability Evidence 0 2 9 141 1 5 31 531
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 0 3 535 1 3 16 1,848
Rules of Thumb versus Dynamic Programming 0 0 1 233 0 0 3 916
Shocks and Crashes 0 0 0 4 0 0 5 70
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 1 60 0 1 4 156
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 1 145 0 2 8 518
The declining equity premium: what role does macroeconomic risk play? 0 0 0 24 0 0 9 217
The term structures of equity and interest rates 0 0 1 111 1 11 58 594
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 3 100 0 0 7 319
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 3 310 0 2 13 936
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium 1 2 3 239 1 7 34 759
tay's as good as cay: Reply 0 0 1 59 1 1 2 208
Total Journal Articles 9 23 120 4,565 36 90 534 16,253


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Shocks and Crashes 1 1 2 25 1 2 7 139
Total Chapters 1 1 2 25 1 2 7 139


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 2 236 2 2 9 618
Total Software Items 0 0 2 236 2 2 9 618


Statistics updated 2022-11-05