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Martin Lettau

Global rank #2107 97%

Institution: University of California-Berkeley

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1997

Most Recent: 2020

RePEc ID: ple572 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 2.35 0.00 0.00 4.69
All Time 3.02 10.89 4.69 0.00 38.54

Publication Statistics

Raw Publications 20
Coauthorship-Adjusted Count 18.68

Publications (20)

Year Article Journal Tier Authors
2020 Estimating latent asset-pricing factors Journal of Econometrics A 2
2020 Factors That Fit the Time Series and Cross-Section of Stock Returns The Review of Financial Studies A 3
2019 Capital Share Risk in U.S. Asset Pricing Journal of Finance A 3
2015 Investor Information, Long-Run Risk, and the Term Structure of Equity The Review of Financial Studies A 3
2014 Conditional risk premia in currency markets and other asset classes Journal of Financial Economics A 3
2011 The term structures of equity and interest rates Journal of Financial Economics A 2
2009 Euler Equation Errors Review of Economic Dynamics B 2
2008 Reconciling the Return Predictability Evidence The Review of Financial Studies A 2
2008 The Declining Equity Premium: What Role Does Macroeconomic Risk Play? The Review of Financial Studies A 3
2007 Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium Journal of Finance A 2
2005 Expected returns and expected dividend growth Journal of Financial Economics A 2
2004 Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption American Economic Review S 2
2002 Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment Journal of Monetary Economics A 2
2001 Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk Journal of Finance A 4
2001 Consumption, Aggregate Wealth, and Expected Stock Returns Journal of Finance A 2
2001 Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions Journal of Economic Behavior and Organization B 3
2001 Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying Journal of Political Economy S 2
2000 Can Habit Formation be Reconciled with Business Cycle Facts? Review of Economic Dynamics B 2
1999 Rules of Thumb versus Dynamic Programming American Economic Review S 2
1997 Explaining the facts with adaptive agents: The case of mutual fund flows Journal of Economic Dynamics and Control B 1