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List of works by Martin Lettau

Capital Share Risk in U.S. Asset Pricing

scientific article published in December 2014

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?

scientific article published in December 2018

Conditional Risk Premia in Currency Markets and Other Asset Classes

scientific article published in February 2013

Dispersion and Volatility in Stock Returns: An Empirical Investigation

Estimating Latent Asset-Pricing Factors

scientific article published in May 2018

Euler Equation Errors

Exchange Traded Funds 101 For Economists

scientific article published in January 2018

Expected Returns and Expected Dividend Growth

scientific article published in April 2003

Factors that Fit the Time Series and Cross-Section of Stock Returns

scientific article published in July 2018

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

scientific article published in March 2000

How the Wealth Was Won: Factors Shares as Market Fundamentals

scientific article published in April 2019

Investor Information, Long-Run Risk, and the Term Structure of Equity

scientific article published in February 2007

Monetary Policy and Asset Valuation

scientific article published in August 2016

Origins of Stock Market Fluctuations

scientific article published in January 2014

Reconciling the Return Predictability Evidence

scientific article published in March 2006

Shocks and Crashes

scientific article published in April 2011

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

The Term Structures of Equity and Interest Rates

scientific article published in January 2009

Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

scientific article published in July 2003

Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

scientific article published in February 2005