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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006
Persistent link: https://www.econbiz.de/10003310560
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2014
Persistent link: https://www.econbiz.de/10010467583
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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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Risk-neutral skewness, informed trading, and the cross section of stock returns
Chordia, Tarun; Lin, Tse-Chun; Xiang, Vincent - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 5, pp. 1713-1737
Persistent link: https://www.econbiz.de/10012618491
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Rent seeking by low-latency traders : evidence from trading on macroeconomic announcements
Chordia, Tarun; Green, Tracy Clifton; Kottimukkalur, … - In: The review of financial studies 31 (2018) 12, pp. 4650-4687
Persistent link: https://www.econbiz.de/10012005214
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Are capital market anomalies common to equity and corporate bond markets? : an empirical investigation
Chordia, Tarun; Goyal, Amit; Nozawa, Yoshio; … - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1301-1342
Persistent link: https://www.econbiz.de/10011927915
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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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Consumption, aggregate wealth and expected stock returns
Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10013422875
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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