Concepedia

Martin Lettau

ML

71

Publications

16K

Citations

40

H-Index

1995

Active since

Affiliations

National Bureau of Economic Research(Current)

New York University

Centre for Economic Policy Research

Federal Reserve Bank of New York

University of California, Berkeley

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

Top concepts

FinanceBusinessEconomicsFinancial EconomicsAsset PricingEconomic AnalysisManagementMacroeconomicsEmpirical FinanceAccounting

Publications per year

1995–2024

71

Publications

71

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

John Y. Campbell, Martin Lettau, Burton G. Malkiel et al. · The Journal of Finance · 2001 · 2.5K citations

Empirical Finance, Volatility Modeling, Empirical Exploration +20

Consumption, Aggregate Wealth, and Expected Stock Returns

Martin Lettau, Sydney C. Ludvigson · The Journal of Finance · 2001 · 2.3K citations

Empirical Finance, Economics, Economic Forecasting +11

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 citations

Reconciling the Return Predictability Evidence

Martin Lettau, Stijn Van Nieuwerburgh · Review of Financial Studies · 2007 · 743 citations

Consumption, Aggregate Wealth and Expected Stock Returns

Martin Lettau, Sydney C. Ludvigson · SSRN Electronic Journal · 1999 · 729 citations · Full text

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