Discussion paper DP19585 What Hundreds of Economic News Events Say About Belief Overreaction in the Stock Market Francesco Bianchi Sydney Ludvigson Sai MA 15 Oct 2024 Asset Pricing
Discussion paper DP17432 Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach Francesco Bianchi Sydney Ludvigson Sai MA 3 Jul 2022 Financial Economics Monetary Economics and Fluctuations
Discussion paper DP15003 Belief Distortions and Macroeconomic Fluctuations Francesco Bianchi Sydney Ludvigson Sai MA 6 Jul 2020 Monetary Economics and Fluctuations E7 E27 E32 E17 G4
Discussion paper DP12628 Capital Share Risk in U.S. Asset Pricing Martin Lettau Sydney Ludvigson Sai MA 21 Jan 2018 Financial Economics Macroeconomics and Growth G11 G12 E25
Discussion paper DP10335 Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing Martin Lettau Sydney Ludvigson Sai MA 11 Jan 2015 Financial Economics International Macroeconomics E25 G11 G12
