Martin Lettau

16.9k citations
79 papers · 10.1k indexed · 6 hit papers · h-index 34
Topics
Financial Markets and Investment Strategies (51 papers)Monetary Policy and Economic Impact (41 papers)Economic theories and models (22 papers)

In The Last Decade

Martin Lettau

77 papers receiving 9.4k citations

Hit Papers

Have Individual Stocks Become More Volatile? An Empirical...19992026200820172001200120012007199950010001.5k

Peers

Martin Lettau
Comparison fields: 5 of 96
  • Finance 8.3k
  • Economics and Econometrics 6.2k
  • General Economics, Econometrics and Finance 3.3k
  • Accounting 3.2k
  • Strategy and Management 1.1k
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Citations per field
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Citations per year

Countries citing papers authored by Martin Lettau

Since Specialization
Citations

This map shows the geographic impact of Martin Lettau's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Martin Lettau with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Martin Lettau more than expected).

Fields of papers citing papers by Martin Lettau

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Martin Lettau. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Martin Lettau. The network helps show where Martin Lettau may publish in the future.

Co-authorship network of co-authors of Martin Lettau

This figure shows the co-authorship network connecting the top 25 collaborators of Martin Lettau. A scholar is included among the top collaborators of Martin Lettau based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Martin Lettau. Martin Lettau is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 6
2 0
3 2
4
How the Wealth Was Won: Factors Shares as Market Fundamentals
16
5
Monetary Policy and Asset Valuation: Evidence From a Markov-Switching cay
4
6
Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
5
7
Investor Information, Long-Run Risk, and the Duration of Risky Cash Flows
52
8
Monetary Policy Transmission through the Consumption-Wealth Channel
19
9
Inspecting the Mechanism: Closed-Form Solutions for Asset Prices in Real Business Cycle Models
4
10
Monetary policy transmission through the consumption-wealth channel
82
11
Monetary Policy Transmission through the Consumption-Wealth Channel. (Session 2: The Macroeconomic Environment)
21
12
Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption
10
13
Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment
12
14
Measuring and Modelling Variation in the Risk-Return Trade-off
21
15
Robustness of Adaptive Expectations as an Equilibrium Selection Device
4
16
Large Nonparametric Estimation Of Time Varying Characteristics Of Intertemporal Asset Pricing Models
1
17
Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model
5
18
Can Habit Formation Be Reconciled with Business Cycle Facts
34
19
Explaining the Facts with Adaptive Agents: The Case of Mutual Fund Flows
1
20
Preferences, Consumption Smoothing, and Risk Premia
2

About Martin Lettau

Martin Lettau is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 79 papers that have together received 10.1k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (51 papers), Monetary Policy and Economic Impact (41 papers) and Economic theories and models (22 papers). The work is most often cited by research in Finance (8.3k citations), General Economics, Econometrics and Finance (3.3k citations) and Accounting (3.2k citations). Martin Lettau has collaborated with scholars based in United States, United Kingdom and Netherlands. Frequent co-authors include Sydney C. Ludvigson, Burton G. Malkiel, Yexiao Xu, John Y. Campbell, Jessica A. Wachter, Stijn Van Nieuwerburgh, Markus Pelger, Harald Uhlig, Michael Weber and Matteo Maggiori. Their work appears in journals such as The Journal of Finance, Journal of Financial Economics and American Economic Review.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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