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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

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

Capital share risk in U.S. asset pricing

Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018

Persistent link: https://www.econbiz.de/10011861000

Monetary policy and asset valuation

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2018

Persistent link: https://www.econbiz.de/10011862029

Factors that fit the time series and cross-section of stock returns

Lettau, Martin; Pelger, Markus - 2018

Persistent link: https://www.econbiz.de/10011897077

Factors that fit the time series and cross-section of stock returns

Lettau, Martin; Pelger, Markus - 2018

Persistent link: https://www.econbiz.de/10011947663

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

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

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

Lettau, Martin - 2018

only a subset of the stock characteristics implying that a significant amount of characteristic information is redundant …

Persistent link: https://www.econbiz.de/10012452863

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

Lettau, Martin - 2020

The Supplemental Appendix to "Factors that Fit the Time Series and Cross-Section of Stock Returns" provides additional tables and figures supporting the main text. Among others it includes robustness results for the large cross-section of all decile portfolios and the extended cross-section with...

Persistent link: https://www.econbiz.de/10012846660