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Measuring and modeling variation in the risk-return trade-off

Lettau, Martin; Ludvigson, Sydney C. - 2010

Persistent link: https://www.econbiz.de/10003900691

The origins of stock market fluctuations

Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2014

Persistent link: https://www.econbiz.de/10010239958

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

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

The origins of stock market fluctuations

Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2015

Persistent link: https://www.econbiz.de/10010482972

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

Expected returns and expected dividend growth

Lettau, Martin; Ludvigson, Sydney C. - In: Journal of financial economics 76 (2005) 3, pp. 583-626

Persistent link: https://www.econbiz.de/10002878260

Expected returns and expected dividend growth

Lettau, Martin; Ludvigson, Sydney C. - 2003

Persistent link: https://www.econbiz.de/10001752963

Expected Returns and Expected Dividend Growth

Lettau, Martin - 2003

We investigate a consumption-based present value relation that is a function of future dividend growth. Using data on aggregate consumption and measures of the dividend payments from aggregate wealth, we show that changing forecasts of dividend growth make an important contribution to...

Persistent link: https://www.econbiz.de/10012469093

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