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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2015
Persistent link: https://www.econbiz.de/10010482972
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000
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Monetary policy and asset valuation
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2018
Persistent link: https://www.econbiz.de/10011862029
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Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2017
Persistent link: https://www.econbiz.de/10011739466
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Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco; Ludvigson, Sydney C.; Ma, Sai - 2022
Persistent link: https://www.econbiz.de/10013271513
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How the wealth was won : factor shares as market fundamentals
Lettau, Martin; Ludvigson, Sydney C.; Greenwald, Daniel L. - 2019
Persistent link: https://www.econbiz.de/10012210013