Information about:
Martin Lettau

Other registered authors

Email:
Homepage: http://www.stern.nyu.edu/~mlettau
Postal Address: Department of Finance Stern School of Business Suite 9-190 44 West Fourth Street New York, NY 10012-1126
Phone: (212) 998-0378

Affiliation

• Finance Department
  Stern School of Business
  New York University

  Location: New York City, New York (United States)
  Homepage: http://w4.stern.nyu.edu/finance/
  Email:
  Phone:
  Fax:
  Postal: 44 West Fourth Street, New York, NY 10012
  Handle: RePEc:edi:fdnyuus (registered authors at this institution)

Lists

1. Number of Citations
2. Number of Citations, Discounted by Citation Age
3. Number of Citations, Weighted by Simple Impact Factor
4. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
5. Number of Citations, Weighted by Recursive Impact Factor
6. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
7. Number of Citations, Weighted by Number of Authors
8. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
9. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
10. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
11. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
12. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
13. Number of Registered Citing Authors
14. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
15. Wu-Index

Working papers

1. Martin Lettau & Jessica A. Wachter, 2009. "The Term Structures of Equity and Interest Rates," NBER Working Papers 14698, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2. Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson, 2007. "Investor Information, Long-Run Risk, and the Duration of Risky Cash-Flows," NBER Working Papers 12912, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

3. Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," NBER Working Papers 12109, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Martin Lettau & Stijn Van Nieuwerburgh, 2006. "Reconciling the Return Predictability Evidence," 2006 Meeting Papers 29, Society for Economic Dynamics. [Downloadable!]
   
   Published as:
   • Martin Lettau & Stijn Van Nieuwerburgh, 2008. "Reconciling the Return Predictability Evidence," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1607-1652, July. [Downloadable!] (restricted)

4. Martin Lettau & Jessica Wachter, 2005. "Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," NBER Working Papers 11144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Jessica Wachter & Martin Lettau, 2005. "Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," 2005 Meeting Papers 302, Society for Economic Dynamics.
   • Lettau, Martin & Wachter, Jessica, 2005. "Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium," CEPR Discussion Papers 4921, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   
   Published as:
   • Martin Lettau & Jessica A. Wachter, 2007. "Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium," Journal of Finance, American Finance Association, vol. 62(1), pages 55-92, 02. [Downloadable!] (restricted)

5. Martin Lettau & Sydney C. Ludvigson, 2005. "Euler Equation Errors," NBER Working Papers 11606, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Sydney C. Ludvigson & Martin Lettau, 2005. "Euler Equation Errors," 2005 Meeting Papers 487, Society for Economic Dynamics. [Downloadable!]
   • Lettau, Martin & Ludvigson, Sydney, 2005. "Euler Equation Errors," CEPR Discussion Papers 4922, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   • Lettau, Martin & Ludvigson, Sydney, 2005. "Euler Equation Errors," CEPR Discussion Papers 5245, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

6. Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter, 2004. "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," NBER Working Papers 10270, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Martin Lettau & Sydney C. Ludvigson, 2004. "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," 2004 Meeting Papers 644, Society for Economic Dynamics. [Downloadable!]
   • Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica, 2006. "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," CEPR Discussion Papers 5519, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   
   Published as:
   • Martin Lettau & Sydney Ludvigson & Jessica Wachter, 2005. "The declining equity premium: what role does macroeconomic risk play?," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   • Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter, 2008. "The Declining Equity Premium: What Role Does Macroeconomic Risk Play?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(4), pages 1653-1687, July. [Downloadable!] (restricted)

7. Martin Lettau & Sydney Ludvigson, 2003. "Expected Returns and Expected Dividend Growth," NBER Working Papers 9605, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Other versions:
   • Lettau, Martin & Ludvigson, Sydney, 2002. "Expected Returns and Expected Dividend Growth," CEPR Discussion Papers 3507, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   
   Published as:
   • Lettau, Martin & Ludvigson, Sydney C., 2005. "Expected returns and expected dividend growth," Journal of Financial Economics, Elsevier, vol. 76(3), pages 583-626, June. [Downloadable!] (restricted)

8. Martin Lettau & Sydney Ludvigson, 2003. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," NBER Working Papers 9848, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
   Published as:
   • Martin Lettau & Sydney C. Ludvigson, 2004. "Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption," American Economic Review, American Economic Association, vol. 94(1), pages 276-299, March. [Downloadable!]

9. Peter Woehrmann & Willi Semmler & Martin Lettau, 2000. "Large Nonparametric Estimation Of Time Varying Characteristics Of Intertemporal Asset Pricing Models," Computing in Economics and Finance 2000 8, Society for Computational Economics.

10. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:
    • John Y. Campbell, 2001. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," Journal of Finance, American Finance Association, vol. 56(1), pages 1-43, 02. [Downloadable!] (restricted)

11. Lettau, Martin & Ludvigson, Sydney, 1999. "Consumption, Aggregate Wealth and Expected Stock Returns," CEPR Discussion Papers 2223, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    • Sydney Ludvigson & Martin Lettau, 1999. "Consumption, aggregate wealth and expected stock returns," Staff Reports 77, Federal Reserve Bank of New York. [Downloadable!]

12. Martin Lettau & Sydney Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York. [Downloadable!]
    Published as:
    • Martin Lettau & Sydney Ludvigson, 2001. "Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying," Journal of Political Economy, University of Chicago Press, vol. 109(6), pages 1238-1287, December. [Downloadable!] (restricted)

13. Campbell, John Y & Kim, Sangjoon & Lettau, Martin, 1998. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," CEPR Discussion Papers 1923, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    • John Y. Campbell & Martin Lettau, 1999. "Dispersion and Volatility in Stock Returns: An Empirical Investigation," NBER Working Papers 7144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

14. Lettau, Martin, 1998. "Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?," CEPR Discussion Papers 1795, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

15. Lettau, Martin & Uhlig, Harald, 1997. "Preferences, Consumption Smoothing, and Risk Premia," CEPR Discussion Papers 1678, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    • Lettau, M. & Uhlig, H., 1997. "Preferences, consumption smoothing, and risk premia," Discussion Paper 60, Tilburg University, Center for Economic Research. [Downloadable!]

16. Lettau, M. & Uhlig, H., 1995. "Can Habit Formation be Reconciled with Business Cycle Facts?," Discussion Paper 54, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:
    • Martin Lettau & Harald Uhlig, 2000. "Can Habit Formation be Reconciled with Business Cycle Facts?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 79-99, January. [Downloadable!] (restricted)

1. Martin Lettau & Harald Uhlig, 2000. "Can Habit Formation be Reconciled with Business Cycle Facts?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 3(1), pages 79-99, January. [Downloadable!] (restricted)
   Other versions:
   • Lettau, M. & Uhlig, H., 1995. "Can Habit Formation be Reconciled with Business Cycle Facts?," Discussion Paper 54, Tilburg University, Center for Economic Research. [Downloadable!]

1. NEP-CBA: Central Banking (1) 2009-01-31
2. NEP-CFN: Corporate Finance (2) 2003-04-09 2007-02-24
3. NEP-DGE: Dynamic General Equilibrium (3) 2004-02-01 2005-09-29 2009-01-31 Author is listed
4. NEP-ECM: Econometrics (1) 2000-03-06
5. NEP-ETS: Econometric Time Series (2) 1999-06-08 2006-04-01
6. NEP-FIN: Finance (8) 1999-06-08 1999-08-04 2000-03-20 2003-04-09 2004-02-01 2005-02-27 2005-09-29 2006-04-01 Author is listed
7. NEP-FMK: Financial Markets (3) 2000-03-20 2005-02-27 2009-01-31 Author is listed
8. NEP-FOR: Forecasting (1) 2006-04-01
9. NEP-MAC: Macroeconomics (3) 2003-07-21 2004-02-01 2007-02-24 Author is listed
10. NEP-MON: Monetary Economics (1) 2009-01-31
11. NEP-RMG: Risk Management (2) 2004-02-01 2006-04-01

This page was last updated on 2009-11-15.