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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215
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Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016
Persistent link: https://www.econbiz.de/10011540476
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How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2019
Persistent link: https://www.econbiz.de/10012020213
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin; Maggiori, Matteo; Weber, Michael - In: Journal of financial economics 114 (2014) 2, pp. 107-225
Persistent link: https://www.econbiz.de/10010532263
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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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Estimating latent asset-pricing factors
Lettau, Martin; Pelger, Markus - 2018
Persistent link: https://www.econbiz.de/10011878192
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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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Estimating latent asset-pricing factors
Lettau, Martin; Pelger, Markus - 2018
Persistent link: https://www.econbiz.de/10011916509
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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