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81
THE DECLINING EQUITY PREMIUM: WHAT ROLE DOES MACROECONOMIC RISK PLAY?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica A.
-
2004
Persistent link: https://www.econbiz.de/10006964912
Saved in:
82
The term structures of equity and interest rates
Lettau, Martin
;
Wachter, Jessica A.
- In:
Journal of financial economics
101
(
2011
)
1
,
pp. 90-114
Persistent link: https://www.econbiz.de/10009017633
Saved in:
83
Predictable returns and asset allocation: Should a skeptical investor time the market?
Wachter, Jessica A.
;
Warusawitharana, Missaka
- In:
Journal of econometrics
148
(
2009
)
2
,
pp. 162-179
Persistent link: https://www.econbiz.de/10008890769
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84
USING SAMPLES OF UNEQUAL LENGTH IN GENERALIZED METHOD OF MOMENTS ESTIMATION
Lynch, Anthony W.
;
Wachter, Jessica A.
-
2008
Persistent link: https://www.econbiz.de/10008137999
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85
USING SAMPLES OF UNEQUAL LENGTH IN GENERALIZED METHOD OF MOMENTS ESTIMATION
Lynch, Anthony W.
;
Wachter, Jessica A.
-
2008
Persistent link: https://www.econbiz.de/10008138084
Saved in:
86
Variable selection for portfolio choice
Aït-Sahalia, Yacine
;
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1297-1351
Persistent link: https://www.econbiz.de/10001662220
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87
Can mutual fund managers pick stocks? : Evidence from their trades prior to earnings announcements
Baker, Malcolm
;
Litov, Lubomir
;
Wachter, Jessica
; …
-
2004
Persistent link: https://www.econbiz.de/10002185521
Saved in:
88
Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002647325
Saved in:
89
Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin
;
Wachter, Jessica
-
2005
Persistent link: https://www.econbiz.de/10002626301
Saved in:
90
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
-
2004
Persistent link: https://www.econbiz.de/10001927181
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