| Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk JY Campbell, M Lettau, BG Malkiel, Y Xu Journal of Finance 56 (1), 2001 | 3272 | 2001 |
| Consumption, aggregate wealth, and expected stock returns M Lettau, S Ludvigson the Journal of Finance 56 (3), 815-849, 2001 | 2638 | 2001 |
| Resurrecting the (C) CAPM: A cross-sectional test when risk premia are time-varying M Lettau, S Ludvigson Journal of political economy 109 (6), 1238-1287, 2001 | 1706 | 2001 |
| Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption M Lettau, S Ludvigson American Economic Review 94 (1), 2004 | 768 | 2004 |
| Reconciling the return predictability evidence: The review of financial studies: Reconciling the return predictability evidence M Lettau, S Van Nieuwerburgh The Review of Financial Studies 21 (4), 1607-1652, 2008 | 756 | 2008 |
| Why is long‐horizon equity less risky? A duration‐based explanation of the value premium M Lettau, JA Wachter The Journal of Finance 62 (1), 55-92, 2007 | 645 | 2007 |
| The declining equity premium: What role does macroeconomic risk play? M Lettau, SC Ludvigson, JA Wachter The Review of Financial Studies 21 (4), 1653-1687, 2008 | 556 | 2008 |
| Measuring and modeling variation in the risk-return trade-off M Lettau, SC Ludvigson Handbook of financial econometrics: Tools and techniques, 617-690, 2010 | 475 | 2010 |
| Expected returns and expected dividend growth M Lettau, SC Ludvigson Journal of Financial Economics 76 (3), 583-626, 2005 | 474 | 2005 |
| Conditional risk premia in currency markets and other asset classes M Lettau, M Maggiori, M Weber Journal of Financial Economics 114 (2), 197-225, 2014 | 382 | 2014 |
| Can habit formation be reconciled with business cycle facts? M Lettau, H Uhlig Review of Economic Dynamics 3 (1), 79-99, 2000 | 373 | 2000 |
| Explaining the facts with adaptive agents: The case of mutual fund flows M Lettau Journal of Economic Dynamics and Control 21 (7), 1117-1147, 1997 | 255 | 1997 |
| The term structures of equity and interest rates M Lettau, JA Wachter Journal of Financial Economics 101 (1), 90-113, 2011 | 251 | 2011 |
| Investor information, long-run risk, and the term structure of equity MM Croce, M Lettau, SC Ludvigson The Review of Financial Studies 28 (3), 706-742, 2015 | 244* | 2015 |
| Monetary policy transmission through the consumption-wealth channel M Lettau, S Ludvigson, C Steindel FRBNY Economic Policy Review 5, 117-133, 2002 | 229 | 2002 |
| Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment M Lettau, S Ludvigson Journal of Monetary Economics 49 (1), 31-66, 2002 | 185 | 2002 |
| Rules of thumb versus dynamic programming M Lettau, H Uhlig American Economic Review 89 (1), 148-174, 1999 | 170 | 1999 |
| Exchange-Traded Funds 101 for Economists M Lettau, A Madhavan Journal of Economic Perspectives 32 (1), 135-154, 2018 | 162 | 2018 |
| Factors that fit the time series and cross-section of stock returns M Lettau, M Pelger The Review of Financial Studies 33 (5), 2274-2325, 2020 | 109 | 2020 |
| Inspecting the mechanism: Closed‐form solutions for asset prices in real business cycle models M Lettau The Economic Journal 113 (489), 550-575, 2003 | 105 | 2003 |
Sydney C LudvigsonSilver Professor of Economics, New York UniversityVerified email at nyu.edu
