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Consumption, Aggregate Wealth and Expected Stock Returns · Study

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PreprintConsumption, Aggregate Wealth and Expected Stock Returns

Martin Lettau A1999

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Preprintgreen1999

Consumption, Aggregate Wealth and Expected Stock Returns

Martin Lettau A · Sydney C. Ludvigson

686 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Literacy, Pension, Retirement Analysis

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2016F. Ausblick auf die literarischen Horizonte von Ri 1.17–21 am Übergang von Jos zu Ri

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2005Financial Markets and the Real Economy 2005The Myth of Long-Horizon Predictability 2006Instability of return prediction models 2005International Financial Adjustment 2000Resurrecting the (C)Capm: A Cross-Sectional Test When Risk Premia Wre Time-Varying 2001Variable Selection for Portfolio Choice 2010Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?2016Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets

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Details

Year1999

Typepreprint

Published1999-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations686

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.169791

openalex_workW2171471292

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