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 0 255 0 0 8 846
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 3 282 2 6 24 992
Consumption, aggregate wealth and expected stock returns 0 0 0 465 4 11 34 1,502
Dispersion and Volatility in Stock Returns: An Empirical Investigation 1 1 1 373 3 10 21 1,223
Dispersion and Volatility in Stock Returns: An Empirical Investigation 1 1 1 905 2 3 9 2,537
Euler Equation Errors 0 0 0 62 0 0 9 273
Euler Equation Errors 0 0 0 44 0 2 17 197
Euler Equation Errors 0 0 0 110 0 1 4 492
Euler Equation Errors 0 0 0 48 0 1 8 176
Expected Returns and Expected Dividend Growth 0 0 3 197 0 3 17 845
Expected Returns and Expected Dividend Growth 0 0 1 212 0 1 14 1,048
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 0 4 1,115 2 3 24 3,174
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? 0 0 0 80 0 0 7 422
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? 0 0 2 180 0 0 10 641
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model 0 0 2 174 1 1 6 386
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 139 1 2 8 632
LARGE NONPARAMETRIC ESTIMATION OF TIME VARYING CHARACTERISTICS OF INTERTEMPORAL ASSET PRICING MODELS 0 0 0 0 0 0 4 443
Measuring and Modelling Variation in the Risk-Return Trade-off 0 0 12 268 3 3 23 871
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models 0 1 3 284 0 3 15 963
Preferences, Consumption Smoothing, and Risk Premia 0 0 1 190 0 1 13 808
Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability 0 0 0 93 0 1 6 310
Reconciling the Return Predictability Evidence 0 0 1 136 1 1 14 449
Reconciling the Return Predictability Evidence 0 0 0 71 2 4 21 240
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 0 2 4 965 4 15 38 3,008
Robustness of Adaptive Expectations as an Equilibrium Selection Device 0 0 0 67 0 0 2 286
Robustness of Adaptive Expections as an Equilibrium Selection Device 0 0 0 0 0 1 2 178
Shocks and Crashes 0 0 1 70 2 2 6 154
Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market 0 0 0 38 0 0 3 180
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 271 3 6 16 762
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 1 1 103 1 5 15 341
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 1 89 1 4 12 350
The Term Structures of Equity and Interest Rates 0 0 2 202 1 2 20 421
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment 0 0 0 123 1 1 9 527
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption 0 0 3 190 0 2 8 635
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 5 437 2 7 27 1,229
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 1 163 4 11 29 578
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 0 3 16 199
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 78 0 1 16 358
Total Working Papers 2 7 53 8,480 40 117 535 28,676


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 5 557 1 5 24 1,886
Consumption, Aggregate Wealth, and Expected Stock Returns 2 6 12 300 9 25 60 1,112
Cross-variable restrictions in Euler equations and risk premia 0 0 0 7 0 0 0 90
Euler Equation Errors 0 1 4 201 5 23 65 1,050
Expected returns and expected dividend growth 0 2 25 202 3 13 76 716
Explaining the facts with adaptive agents: The case of mutual fund flows 0 0 1 173 0 0 7 346
Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models 0 0 0 133 0 1 5 338
Monetary policy transmission through the consumption-wealth channel 0 2 11 434 5 10 31 1,041
Reconciling the Return Predictability Evidence 1 1 7 125 5 11 44 477
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 1 1 7 525 10 17 54 1,790
Rules of Thumb versus Dynamic Programming 0 1 1 229 0 3 15 906
Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions 0 0 0 17 0 0 1 107
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 7 140 3 11 45 479
The declining equity premium: what role does macroeconomic risk play? 0 0 1 22 3 9 21 193
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 4 96 1 2 16 304
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 13 302 1 6 41 892
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium 1 1 5 235 4 9 32 684
tay's as good as cay: Reply 0 0 0 57 0 0 7 201
Total Journal Articles 5 16 103 3,755 50 145 544 12,612


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" 1 2 4 221 3 5 12 583
Total Software Items 1 2 4 221 3 5 12 583


Statistics updated 2021-01-03