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Articletay's as good as cay: Reply

Martin Lettau A2004

Article2004

tay's as good as cay: Reply

Martin Lettau A · Sydney C. Ludvigson

41 citations·0/0 files stored·Finance research letters

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Analysis and Corporate Governance

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References

2001Consumption, Aggregate Wealth, and Expected Stock Returns 2005In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?2003Spurious Regressions in Financial Economics?2004Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption 1994Permanent and Transitory Components of GNP and Stock Prices 2005Expected returns and expected dividend growth 2006On the Out‐of‐Sample Predictability of Stock Market Returns*2006Momentum, Reversal, and the Trading Behaviors of Institutions

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2009A century of equity premium predictability and the consumption–wealth ratio: An international perspective 2013Time‐Varying Risk–Return Trade‐off in the Stock Market 2005Empirical proxies for the consumption–wealth ratio

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2010Measuring and Modeling Variation in the Risk-Return Trade-offchapter · 6 shared references 2009A century of equity premium predictability and the consumption–wealth ratio: An international perspectivearticle · 6 shared references 2005Expected returns and expected dividend growtharticle · 4 shared references 2011Predictability of Returns and Cash Flowsreview · 4 shared references 2009Forecasting Stock Market Returns: The Sum of the Parts is More than the Wholepreprint · 4 shared references 2006Output and expected returnsarticle · 4 shared references

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Year2004

Typearticle

Published2004-12-16

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2004.10.002

openalex_workW2107744922

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