Discussion paper DP17091 High Dimensional Factor Models with an Application to Mutual Fund Characteristics Martin Lettau 7 Mar 2022 Financial Economics G12 G38
Discussion paper DP14200 How the Wealth Was Won: Factor Shares as Market Fundamentals Dan Greenwald Martin Lettau Sydney Ludvigson 13 Dec 2019 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP13395 Characteristics of Mutual Fund Portfolios: Where Are the Value Funds? Martin Lettau Sydney Ludvigson Paulo Manoel 14 Dec 2018 Financial Economics
Discussion paper DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns Martin Lettau Markus Pelger 14 Jul 2018 Financial Economics C14 C52 C58 G12
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
Discussion paper DP12671 Monetary Policy and Asset Valuation Martin Lettau Sydney Ludvigson Francesco Bianchi 31 Jan 2018 Financial Economics Macroeconomics and Growth Monetary Economics and Fluctuations G10 G12 G17
Discussion paper DP12628 Capital Share Risk in U.S. Asset Pricing Martin Lettau Sydney Ludvigson Sai Ma 21 Jan 2018 Financial Economics Macroeconomics and Growth G11 G12 E25
Discussion paper DP12629 Exchange Traded Funds 101 For Economists Martin Lettau 21 Jan 2018 Financial Economics
Discussion paper DP12275 Monetary Policy and Asset Valuation Francesco Bianchi Martin Lettau Sydney Ludvigson 6 Sep 2017 Financial Economics Monetary Economics and Fluctuations G10 G12 G17
VoxEU Column What moves the stock market? Martin Lettau Sydney Ludvigson Dan Greenwald 30 Jun 2015 Financial Markets
Discussion paper DP10335 Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing Martin Lettau Sydney Ludvigson Sai Ma 11 Jan 2015 Financial Economics International Macroeconomics E25 G11 G12
Discussion paper DP10336 Origins of Stock Market Fluctuations Martin Lettau Sydney Ludvigson Dan Greenwald 11 Jan 2015 Financial Economics International Macroeconomics G10 G12 G17