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Themes

  • Key Themes
  • Artificial Intelligence
  • Central Banking
  • Climate Change
  • Competition Policy
  • Development & Growth
  • Economic History
  • Energy
  • EU Economic Architecture
  • Inflation
  • Political Economy
  • Poverty and income inequality
  • Sustainable Finance
  • Ukraine Initiative
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  • Other Themes
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There are 18 results

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Discussion paper

DP19585 What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market

  • Francesco Bianchi
  • Sydney Ludvigson
  • Sai MA

15 Oct 2024
  • Asset Pricing
Discussion paper

DP17432 Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

  • Francesco Bianchi
  • Sydney Ludvigson
  • Sai MA

3 Jul 2022
  • Financial Economics
  • Monetary Economics and Fluctuations
Discussion paper

DP15003 Belief Distortions and Macroeconomic Fluctuations

  • Francesco Bianchi
  • Sydney Ludvigson
  • Sai MA

6 Jul 2020
  • Monetary Economics and Fluctuations
  • E7
  • E27
  • E32
  • E17
  • G4
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

DP12671 Monetary Policy and Asset Valuation

  • Francesco Bianchi
  • Martin Lettau
  • Sydney Ludvigson

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

DP12275 Monetary Policy and Asset Valuation

  • Francesco Bianchi
  • Martin Lettau
  • Sydney Ludvigson

6 Sep 2017
  • Financial Economics
  • Monetary Economics and Fluctuations
  • G10
  • G12
  • G17
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
Discussion paper

DP5519 The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

  • Martin Lettau
  • Sydney Ludvigson
  • Jessica Wachter

22 Mar 2006
  • Financial Economics
  • International Macroeconomics
  • G12
Discussion paper

DP5245 Euler Equation Errors

  • Martin Lettau
  • Sydney Ludvigson

23 Sep 2005
  • Financial Economics
  • International Macroeconomics
  • G10
  • G12
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