Sydney Ludvigson

All Institutions: New York University; NA; Stern School of Business, New York University; Centre for Economic Policy Research; Department of Economics, New York University; University of Pennsylvania; NYU

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Consumption, Aggregate Wealth, and Expected Stock Returns

Year: 1999
Journal: Journal of Finance
Authors: Martin Lettau; Sydney Ludvigson

Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q-Theory of Investment

Year: 2001
Journal: Journal of Monetary Economics
Authors: Martin Lettau; Sydney Ludvigson

Measuring and Modelling Variation in the Risk-Return Tradeoff

Year: 2001
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson

Understanding Trend and Cycle in Asset Values: Bulls, Bears, and the Wealth Effect on Consumption

Year: 2001
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson

Expected Returns and Expected Dividend Growth

Year: 2002
Journal: Journal of Financial Economics
Authors: Martin Lettau; Sydney Ludvigson

Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption

Year: 2003
Journal: American Economic Review
Authors: Martin Lettau; Sydney Ludvigson

Euler Equation Errors

Year: 2005
Journal: Review of Economic Dynamics
Authors: Martin Lettau; Sydney Ludvigson

Euler Equation Errors

Year: 2005
Journal: Review of Economic Dynamics
Authors: Martin Lettau; Sydney Ludvigson

The Declining Equity Premium: What Role Does Macroeconomic Risk Play?

Year: 2006
Journal: Review of Financial Studies
Authors: Martin Lettau; Sydney Ludvigson; Jessica Wachter

Origins of Stock Market Fluctuations

Year: 2015
Journal: No Journal Matched
Authors: Daniel L. Greenwald; Martin Lettau; Sydney Ludvigson

Capital Share Risk and Shareholder Heterogeneity in US Stock Pricing

Year: 2015
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson; Sai Ma

Capital Share Risk in US Asset Pricing

Year: 2018
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson; Sai Ma

Monetary Policy and Asset Valuation

Year: 2018
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson; Francesco Bianchi

Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?

Year: 2018
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson; Paulo Manoel

How the Wealth Was Won: Factor Shares as Market Fundamentals

Year: 2019
Journal: No Journal Matched
Authors: Martin Lettau; Sydney Ludvigson; Daniel L. Greenwald

Belief Distortions and Macroeconomic Fluctuations

Year: 2020
Journal: No Journal Matched
Authors: Francesco Bianchi; Sydney Ludvigson; Sai Ma

Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach

Year: 2022
Journal: No Journal Matched
Authors: Francesco Bianchi; Sydney Ludvigson; Sai Ma

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):