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Publications by Martin Lettau

Conditional Risk Premia in Currency Markets and Other Asset Classes

Journal of Financial Economics

English

Exchange Traded Funds 101 for Economists

English

Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Journal of Political Economy

English

Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium

SSRN Electronic Journal

English

Related publications

Organization and Information: Firms’ Governance Choices in Rational-Expectations Equilibrium*

Quarterly Journal of Economics

English

Improved Access to Foreign Markets Raises Plant-Level Productivity… for Some Plants*

Quarterly Journal of Economics

English

Evaluating Public Programs With Close Substitutes: The Case of Head Start

Quarterly Journal of Economics

English

Rules With Discretion and Local Information*

Quarterly Journal of Economics

English

Optimal Tax Progressivity: An Analytical Framework*

Quarterly Journal of Economics

English

Thinking, Fast and Slow? Some Field Experiments to Reduce Crime and Dropout in Chicago

Quarterly Journal of Economics

English

Earnings Determination and Taxes: Evidence From a Cohort-Based Payroll Tax Reform in Greece

Quarterly Journal of Economics

English

A Dynamic Theory of Resource Wars

Quarterly Journal of Economics

English

Generating Skilled Self-Employment in Developing Countries: Experimental Evidence From Uganda

Quarterly Journal of Economics

English

Ideological Segregation Online and Offline *

Quarterly Journal of Economics

English