Martin Lettau - Concepedia

Author

Martin Lettau

National Bureau of Economic Research ORCID

Also Known As

Lettau, Martin, MARTIN LETTAU, Martin Lettau, Sydney C. Ludvigson

132

Publications

16.9K

Citations

H-Index

Concepts

All Affiliations

National Bureau of Economic Research New York University Centre for Economic Policy Research Federal Reserve Bank of New York University of California, Berkeley

About

Martin Lettau is an author at National Bureau of Economic Research specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	30	37	10.2K
2	Management	14	14	4.8K
3	Accounting	9	9	4.3K
4	Engineering	5	5	687
5	Computer Science	1	1	116

Martin Lettau

Publications

16K

Citations

H-Index

Page 1

	Year	Citations
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk John Y. Campbell, Martin Lettau, Burton G. Malkiel, The Journal of Finance Empirical FinanceVolatility ModelingEmpirical ExplorationTime Series EconometricsAsset Pricing	2001	2.5K
Consumption, Aggregate Wealth, and Expected Stock Returns Martin Lettau, Sydney C. Ludvigson The Journal of Finance Empirical FinanceEconomicsEconomic ForecastingFinancial EconomicsAsset Pricing	2001	2.3K
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying Martin Lettau, Sydney C. Ludvigson Journal of Political Economy	2001	1.5K
Reconciling the Return Predictability Evidence Martin Lettau, Stijn Van Nieuwerburgh Review of Financial Studies	2007	743
Consumption, Aggregate Wealth and Expected Stock Returns Martin Lettau, Sydney C. Ludvigson SSRN Electronic Journal	1999	729
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk John Y. Campbell, Martin Lettau, Burton G. Malkiel, SSRN Electronic Journal Empirical FinanceFinancial EconomicsAsset PricingBehavioral FinanceAccounting	2000	708
Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption Martin Lettau, Sydney C. Ludvigson American Economic Review EconomicsWealth EffectFinancial EconomicsAsset PricingAsset Values	2004	566
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium Martin Lettau, Jessica A. Wachter The Journal of Finance Empirical FinanceDynamic Risk‐based ModelEconomicsFinancial EconomicsAsset Pricing	2007	523
Resurrecting the (C)CAPM: A Cross-Sectional Test when Risk Premia wre Time-Varying Martin Lettau, Sydney C. Ludvigson SSRN Electronic Journal Empirical FinanceEngineeringFinancial Risk ManagementRisk ManagementRisk Premia	2000	472
Expected returns and expected dividend growth Martin Lettau, Sydney C. Ludvigson Journal of Financial Economics Expectation FormationEconomicsFinancial EconomicsAsset PricingBusiness	2005	461

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