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 6 858
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 0 2 39
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing 0 0 1 25 0 0 3 75
Capital Share Risk in U.S. Asset Pricing 0 0 1 20 0 0 4 82
Capital Share Risk in U.S. Asset Pricing 0 1 1 31 1 2 4 96
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 0 0 48 0 0 4 155
Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? 0 1 1 22 0 1 22 137
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 1 2 2 12 1 2 4 29
Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996) 0 0 1 3 0 0 2 6
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 1 27 0 0 3 132
Conditional Risk Premia in Currency Markets and Other Asset Classes 0 0 1 13 0 0 6 84
Consumption, Aggregate Wealth and Expected Stock Returns 0 0 3 287 3 3 8 1,022
Consumption, aggregate wealth and expected stock returns 0 0 1 467 2 4 9 1,529
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 0 373 1 7 13 1,263
Dispersion and Volatility in Stock Returns: An Empirical Investigation 0 0 2 907 0 2 8 2,556
Estimating Latent Asset-Pricing Factors 0 0 1 11 1 1 8 57
Estimating Latent Asset-Pricing Factors 0 0 2 46 0 0 5 58
Euler Equation Errors 0 0 0 44 0 0 0 198
Euler Equation Errors 0 0 0 48 0 0 0 178
Euler Equation Errors 0 0 2 112 0 0 5 502
Euler Equation Errors 0 0 0 62 0 0 2 280
Exchange Traded Funds 101 For Economists 0 0 1 20 0 0 4 70
Exchange Traded Funds 101 For Economists 0 0 1 49 0 2 11 119
Expected Returns and Expected Dividend Growth 0 0 1 213 0 7 25 1,087
Expected Returns and Expected Dividend Growth 0 0 0 197 3 4 21 891
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 2 92 0 3 13 123
Factors that Fit the Time Series and Cross-Section of Stock Returns 0 0 0 45 0 1 11 116
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 2 1,119 2 5 10 3,200
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 0 1 3 40 7 19 40 347
High Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 0 12 12 1 3 17 17
High-Dimensional Factor Models with an Application to Mutual Fund Characteristics 0 1 12 12 0 2 16 16
How the Wealth Was Won: Factor Shares as Market Fundamentals 0 0 0 7 0 0 2 40
How the Wealth Was Won: Factors Shares as Market Fundamentals 0 0 1 111 2 4 12 241
Idiosyncratic Equity Risk Two Decades Later 0 1 21 21 3 5 29 29
Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? 0 0 0 80 0 0 1 428
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle? 0 0 2 182 0 0 2 646
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model 0 0 1 177 0 1 3 396
Investor Information, Long-Run Risk, and the Duration fo Risky Assets 0 0 0 78 0 0 5 334
Investor Information, Long-Run Risk, and the Term Structure of Equity 0 0 1 140 1 2 6 646
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 0 7 280 2 2 10 893
Monetary Policy and Asset Valuation 0 0 1 69 0 3 12 139
Monetary Policy and Asset Valuation 0 0 2 42 0 0 7 103
Monetary Policy and Asset Valuation 0 0 1 20 0 1 4 44
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models 0 0 2 287 1 2 4 977
Origins of Stock Market Fluctuations 0 0 0 164 1 2 9 240
Origins of Stock Market Fluctuations 0 0 1 76 0 0 4 118
Preferences, Consumption Smoothing and Risk Premia 0 0 0 0 0 0 0 2
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 0 93 0 0 1 314
Reconciling the Return Predictability Evidence 0 0 0 136 0 0 3 455
Reconciling the Return Predictability Evidence 0 0 0 71 0 0 7 261
Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying 1 1 6 974 1 2 15 3,073
Robustness of Adaptive Expectations as an Equilibrium Selection Device 0 0 0 67 0 1 1 289
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 0 162
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 0 2 367
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 0 0 0 104 1 1 3 356
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 0 0 3 114
The Term Structures of Equity and Interest Rates 0 0 1 203 0 8 26 471
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 0 0 1 194 0 0 3 647
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 2 444 3 5 12 1,259
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 164 2 5 16 647
Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium 0 0 0 1 5 13 19 236
Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium 0 0 0 81 3 13 33 419
Total Working Papers 2 10 104 9,685 48 139 543 32,710


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 1,903
Capital Share Risk in U.S. Asset Pricing 0 0 2 12 1 1 5 79
Conditional risk premia in currency markets and other asset classes 1 3 21 111 6 16 72 428
Consumption, Aggregate Wealth, and Expected Stock Returns 0 3 8 321 0 5 29 1,214
Cross-variable restrictions in Euler equations and risk premia 0 0 0 7 0 0 0 90
Estimating latent asset-pricing factors 0 0 8 24 2 3 28 99
Euler Equation Errors 0 0 3 215 1 1 14 1,141
Exchange-Traded Funds 101 for Economists 0 0 0 30 0 0 6 221
Expected returns and expected dividend growth 0 2 15 232 3 7 37 822
Explaining the facts with adaptive agents: The case of mutual fund flows 0 0 0 180 1 1 1 360
Factors That Fit the Time Series and Cross-Section of Stock Returns 0 0 10 34 0 1 28 105
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 1 2 6 282 2 10 25 1,124
Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models 0 0 0 133 1 1 3 346
Investor Information, Long-Run Risk, and the Term Structure of Equity 1 1 3 18 2 2 6 110
Monetary policy transmission through the consumption-wealth channel 0 2 9 449 0 2 19 1,079
ROBUSTNESS OF ADAPTIVE EXPECTATIONS AS AN EQUILIBRIUM SELECTION DEVICE 0 0 0 4 0 1 2 32
Reconciling the Return Predictability Evidence 1 1 8 142 1 4 24 535
Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying 0 0 2 535 1 2 12 1,850
Rules of Thumb versus Dynamic Programming 0 0 1 233 0 0 2 916
Shocks and Crashes 0 0 0 4 0 0 1 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 0 1 60 0 0 4 157
The Declining Equity Premium: What Role Does Macroeconomic Risk Play? 1 1 2 146 3 3 9 522
The declining equity premium: what role does macroeconomic risk play? 0 0 0 24 0 0 1 217
The term structures of equity and interest rates 0 0 0 111 2 11 45 605
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment 0 0 2 101 0 0 5 320
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 0 1 3 311 0 1 8 937
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium 0 0 2 239 2 7 32 772
tay's as good as cay: Reply 1 1 1 60 1 1 2 209
Total Journal Articles 6 17 107 4,595 30 81 426 16,371


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Shocks and Crashes 0 0 2 26 2 2 7 142
Total Chapters 0 0 2 26 2 2 7 142


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 1 236 1 2 9 620
Total Software Items 0 0 1 236 1 2 9 620


Statistics updated 2023-03-10