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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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Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.; Massa, Massimo - 2004
Persistent link: https://www.econbiz.de/10002593861
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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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Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin; Nieuwerburgh, Stijn van - 2005
Persistent link: https://www.econbiz.de/10003226085
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Dispersion of opinion and stock returns
Goetzmann, William N.; Massa, Massimo - 2005
Persistent link: https://www.econbiz.de/10002589631
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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